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

Performance

3USL.L vs. 3SPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and Leverage Shares 3x Long US 500 ETP Securities (3SPY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with 3USL.L having a 25.13% return and 3SPY.L slightly lower at 24.05%.


3USL.L

1D
-0.02%
1M
12.76%
YTD
25.13%
6M
26.49%
1Y
77.77%
3Y*
50.50%
5Y*
22.25%
10Y*
28.49%

3SPY.L

1D
-0.24%
1M
13.51%
YTD
24.05%
6M
23.76%
1Y
71.75%
3Y*
41.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3USL.L vs. 3SPY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
25.13%28.97%64.00%70.49%-29.80%
3SPY.L
Leverage Shares 3x Long US 500 ETP Securities
24.05%12.38%63.74%58.23%-41.50%

Correlation

The correlation between 3USL.L and 3SPY.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2022

0.96

The correlation between 3USL.L and 3SPY.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

3USL.L vs. 3SPY.L — Risk / Return Rank

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

3USL.L
3USL.L Risk / Return Rank: 6565
Overall Rank
3USL.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 6060
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 6767
Martin Ratio Rank

3SPY.L
3SPY.L Risk / Return Rank: 4141
Overall Rank
3SPY.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
3SPY.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
3SPY.L Omega Ratio Rank: 6161
Omega Ratio Rank
3SPY.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
3SPY.L Martin Ratio Rank: 2626
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.

3USL.L vs. 3SPY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and Leverage Shares 3x Long US 500 ETP Securities (3SPY.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.


3USL.L3SPY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.36

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

3.06

1.72

+1.34

Martin ratioReturn relative to average drawdown

12.28

3.54

+8.74

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

The current 3USL.L Sharpe Ratio is 2.25, which is higher than the 3SPY.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of 3USL.L and 3SPY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


3USL.L3SPY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.31

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.40

+0.20

Drawdowns

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

The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than 3SPY.L's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for 3USL.L and 3SPY.L.


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Drawdown Indicators


3USL.L3SPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.72%

-56.70%

-20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-25.29%

-41.60%

+16.31%

Max Drawdown (3Y)

Largest decline over 3 years

-48.69%

-56.70%

+8.01%

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

-1.82%

-7.32%

+5.50%

Average Drawdown

Average peak-to-trough decline

-15.26%

-20.29%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

20.20%

-13.89%

Volatility

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

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 9.42% compared to Leverage Shares 3x Long US 500 ETP Securities (3SPY.L) at 8.54%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than 3SPY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3USL.L3SPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

8.54%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

25.26%

23.30%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

34.36%

54.40%

-20.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.39%

51.91%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.51%

51.91%

-3.40%

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

3USL.L has a 0.75% expense ratio, which is higher than 3SPY.L's 0.01% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, 3USL.L and 3SPY.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 3SPY.L is cheaper at 0.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3SPY.L is cheaper with a 0.01% expense ratio, compared with 0.75% for 3USL.L.

They also come from different issuers: WisdomTree and Leverage Shares. Their fees differ too: 0.75% for 3USL.L and 0.01% for 3SPY.L.

Portfolio Optimizer

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