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3USL.L vs. CL2.F
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

3USL.L vs. CL2.F - 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 CyberAgent, Inc. (CL2.F). The values are adjusted to include any dividend payments, if applicable.

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3USL.L vs. CL2.F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
-21.40%28.97%64.00%70.49%-57.35%101.77%7.89%97.98%-27.34%69.34%
CL2.F
CyberAgent, Inc.
-0.13%24.02%8.23%-27.65%-46.93%-3.07%96.53%-8.51%-2.27%55.74%
Different Trading Currencies

3USL.L is traded in USD, while CL2.F is traded in EUR. To make them comparable, the CL2.F values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3USL.L achieves a -21.40% return, which is significantly lower than CL2.F's -0.13% return. Over the past 10 years, 3USL.L has outperformed CL2.F with an annualized return of 23.48%, while CL2.F has yielded a comparatively lower 4.16% annualized return.


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%

CL2.F

1D
4.53%
1M
-3.38%
YTD
-0.13%
6M
-28.92%
1Y
13.18%
3Y*
0.85%
5Y*
-14.15%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

3USL.L vs. CL2.F — 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: 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

CL2.F
CL2.F Risk / Return Rank: 4444
Overall Rank
CL2.F Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CL2.F Sortino Ratio Rank: 4343
Sortino Ratio Rank
CL2.F Omega Ratio Rank: 4242
Omega Ratio Rank
CL2.F Calmar Ratio Rank: 4444
Calmar Ratio Rank
CL2.F Martin Ratio Rank: 4444
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. CL2.F - 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 CyberAgent, Inc. (CL2.F). 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.LCL2.FDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.33

+0.30

Sortino ratio

Return per unit of downside risk

1.13

0.80

+0.33

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

0.74

0.32

+0.42

Martin ratio

Return relative to average drawdown

2.94

0.61

+2.33

3USL.L vs. CL2.F - Sharpe Ratio Comparison

The current 3USL.L Sharpe Ratio is 0.63, which is higher than the CL2.F Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of 3USL.L and CL2.F, 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


3USL.LCL2.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.33

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.34

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.10

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.00

+0.51

Correlation

The correlation between 3USL.L and CL2.F is 0.13, 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

3USL.L vs. CL2.F - Dividend Comparison

3USL.L has not paid dividends to shareholders, while CL2.F's dividend yield for the trailing twelve months is around 0.01%.


TTM20252024202320222021202020192018201720162015
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CL2.F
CyberAgent, Inc.
0.01%0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.01%0.01%

Drawdowns

3USL.L vs. CL2.F - Drawdown Comparison

The maximum 3USL.L drawdown since its inception was -76.72%, smaller than the maximum CL2.F drawdown of -99.87%. Use the drawdown chart below to compare losses from any high point for 3USL.L and CL2.F.


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Drawdown Indicators


3USL.LCL2.FDifference

Max Drawdown

Largest peak-to-trough decline

-76.72%

-99.87%

+23.15%

Max Drawdown (1Y)

Largest decline over 1 year

-32.44%

-36.79%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-63.47%

-73.62%

+10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-76.72%

-73.62%

-3.10%

Current Drawdown

Current decline from peak

-23.84%

-99.41%

+75.57%

Average Drawdown

Average peak-to-trough decline

-15.41%

-81.22%

+65.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

19.51%

-11.39%

Volatility

3USL.L vs. CL2.F - Volatility Comparison

The current volatility for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) is 12.00%, while CyberAgent, Inc. (CL2.F) has a volatility of 13.80%. This indicates that 3USL.L experiences smaller price fluctuations and is considered to be less risky than CL2.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3USL.LCL2.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

13.80%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

24.67%

27.27%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

46.24%

40.35%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.21%

40.86%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.33%

41.11%

+7.22%