PortfoliosLab logoPortfoliosLab logo
3TSM.L vs. 3BAL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3TSM.L vs. 3BAL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

3TSM.L vs. 3BAL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
3TSM.L
Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities
10.57%60.55%288.94%90.51%-85.22%6.05%
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
-34.38%473.30%65.27%72.49%-32.93%7.27%
Different Trading Currencies

3TSM.L is traded in USD, while 3BAL.L is traded in GBp. To make them comparable, the 3BAL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3TSM.L achieves a 10.57% return, which is significantly higher than 3BAL.L's -34.38% return.


3TSM.L

1D
7.87%
1M
-37.09%
YTD
10.57%
6M
26.08%
1Y
337.57%
3Y*
96.02%
5Y*
10Y*

3BAL.L

1D
-1.09%
1M
-36.40%
YTD
-34.38%
6M
-7.78%
1Y
83.48%
3Y*
113.77%
5Y*
57.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


3TSM.L vs. 3BAL.L - Expense Ratio Comparison

3TSM.L has a 0.75% expense ratio, which is lower than 3BAL.L's 0.89% expense ratio.


Return for Risk

3TSM.L vs. 3BAL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3TSM.L
3TSM.L Risk / Return Rank: 9595
Overall Rank
3TSM.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
3TSM.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
3TSM.L Omega Ratio Rank: 8787
Omega Ratio Rank
3TSM.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
3TSM.L Martin Ratio Rank: 9696
Martin Ratio Rank

3BAL.L
3BAL.L Risk / Return Rank: 5858
Overall Rank
3BAL.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 5454
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

3TSM.L vs. 3BAL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


3TSM.L3BAL.LDifference

Sharpe ratio

Return per unit of total volatility

3.14

0.96

+2.18

Sortino ratio

Return per unit of downside risk

3.01

1.53

+1.48

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

6.49

1.78

+4.71

Martin ratio

Return relative to average drawdown

17.75

5.43

+12.32

3TSM.L vs. 3BAL.L - Sharpe Ratio Comparison

The current 3TSM.L Sharpe Ratio is 3.14, which is higher than the 3BAL.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of 3TSM.L and 3BAL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


3TSM.L3BAL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.96

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.05

+0.12

Correlation

The correlation between 3TSM.L and 3BAL.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

3TSM.L vs. 3BAL.L - Dividend Comparison

Neither 3TSM.L nor 3BAL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

3TSM.L vs. 3BAL.L - Drawdown Comparison

The maximum 3TSM.L drawdown since its inception was -93.59%, roughly equal to the maximum 3BAL.L drawdown of -97.97%. Use the drawdown chart below to compare losses from any high point for 3TSM.L and 3BAL.L.


Loading graphics...

Drawdown Indicators


3TSM.L3BAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.59%

-97.78%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-46.56%

-45.44%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

Current Drawdown

Current decline from peak

-42.36%

-44.72%

+2.36%

Average Drawdown

Average peak-to-trough decline

-57.40%

-67.05%

+9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.03%

14.94%

+2.09%

Volatility

3TSM.L vs. 3BAL.L - Volatility Comparison

Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) have volatilities of 31.90% and 30.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


3TSM.L3BAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.90%

30.43%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

74.07%

50.12%

+23.95%

Volatility (1Y)

Calculated over the trailing 1-year period

106.72%

76.43%

+30.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.58%

76.53%

+37.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.58%

84.81%

+28.77%