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3TSM.L vs. 3USL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3TSM.L vs. 3USL.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 S&P 500 3x Daily Leveraged GB (3USL.L). The values are adjusted to include any dividend payments, if applicable.

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3TSM.L vs. 3USL.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%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
-21.40%28.97%64.00%70.49%-57.35%3.70%

Returns By Period

In the year-to-date period, 3TSM.L achieves a 10.57% return, which is significantly higher than 3USL.L's -21.40% return.


3TSM.L

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

3USL.L

1D
1.94%
1M
-19.26%
YTD
-21.40%
6M
-15.40%
1Y
29.26%
3Y*
34.49%
5Y*
14.88%
10Y*
23.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both 3TSM.L and 3USL.L have an expense ratio of 0.75%.


Return for Risk

3TSM.L vs. 3USL.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

3USL.L
3USL.L Risk / Return Rank: 3737
Overall Rank
3USL.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 4242
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 3434
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. 3USL.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 S&P 500 3x Daily Leveraged GB (3USL.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.L3USL.LDifference

Sharpe ratio

Return per unit of total volatility

3.14

0.63

+2.51

Sortino ratio

Return per unit of downside risk

3.01

1.13

+1.88

Omega ratio

Gain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratio

Return relative to maximum drawdown

6.49

0.74

+5.76

Martin ratio

Return relative to average drawdown

17.75

2.94

+14.82

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

The current 3TSM.L Sharpe Ratio is 3.14, which is higher than the 3USL.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of 3TSM.L and 3USL.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.


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Sharpe Ratios by Period


3TSM.L3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.63

+2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.51

-0.34

Correlation

The correlation between 3TSM.L and 3USL.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum 3TSM.L drawdown since its inception was -93.59%, which is greater than 3USL.L's maximum drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for 3TSM.L and 3USL.L.


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Drawdown Indicators


3TSM.L3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.59%

-76.72%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-46.56%

-32.44%

-14.12%

Max Drawdown (5Y)

Largest decline over 5 years

-63.47%

Max Drawdown (10Y)

Largest decline over 10 years

-76.72%

Current Drawdown

Current decline from peak

-42.36%

-23.84%

-18.52%

Average Drawdown

Average peak-to-trough decline

-57.40%

-15.41%

-41.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.03%

8.12%

+8.91%

Volatility

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

Leverage Shares 3x Long Taiwan Semiconductor (TSM) ETP Securities (3TSM.L) has a higher volatility of 31.90% compared to WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) at 12.00%. This indicates that 3TSM.L's price experiences larger fluctuations and is considered to be riskier than 3USL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3TSM.L3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.90%

12.00%

+19.90%

Volatility (6M)

Calculated over the trailing 6-month period

74.07%

24.67%

+49.40%

Volatility (1Y)

Calculated over the trailing 1-year period

106.72%

46.24%

+60.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.58%

47.21%

+66.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.58%

48.33%

+65.25%