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

Performance

3USL.L vs. COMX.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 WisdomTree Broad Commodities UCITS ETF (COMX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3USL.L is traded in USD, while COMX.L is traded in GBp. To make them comparable, the COMX.L 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 22.59% return, which is significantly higher than COMX.L's 20.49% return.


3USL.L

1D
0.64%
1M
-1.12%
6M
21.60%
YTD
22.59%
1Y
53.10%
3Y*
42.60%
5Y*
19.75%
10Y*
27.42%

COMX.L

1D
0.72%
1M
2.14%
6M
15.81%
YTD
20.49%
1Y
31.19%
3Y*
12.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
22.59%28.97%63.99%70.50%-57.35%11.10%
COMX.L
WisdomTree Broad Commodities UCITS ETF
20.49%16.77%4.47%-7.89%15.00%-24.47%

Correlation

The correlation between 3USL.L and COMX.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2021

0.10

The correlation between 3USL.L and COMX.L shifts across timeframes, from -0.13 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3USL.L vs. COMX.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: 5252
Overall Rank
3USL.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 4848
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 5656
Martin Ratio Rank

COMX.L
COMX.L Risk / Return Rank: 5555
Overall Rank
COMX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
COMX.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMX.L Omega Ratio Rank: 5959
Omega Ratio Rank
COMX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
COMX.L Martin Ratio Rank: 5151
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. COMX.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 WisdomTree Broad Commodities UCITS ETF (COMX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.27

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.09

2.14

-0.05

Martin ratioReturn relative to average drawdown

7.85

6.74

+1.11

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

The current 3USL.L Sharpe Ratio is 1.47, which is comparable to the COMX.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of 3USL.L and COMX.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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Drawdowns

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

The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than COMX.L's maximum drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for 3USL.L and COMX.L.


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Drawdown Indicators


3USL.LCOMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.72%

-27.78%

-48.94%

Max Drawdown (1Y)

Largest decline over 1 year

-25.29%

-14.52%

-10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-48.69%

-14.52%

-34.17%

Max Drawdown (5Y)

Largest decline over 5 years

-63.46%

Max Drawdown (10Y)

Largest decline over 10 years

-76.72%

Current Drawdown

Current decline from peak

-3.82%

-8.67%

+4.85%

Average Drawdown

Average peak-to-trough decline

-14.68%

-15.83%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

4.62%

+2.13%

Volatility

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

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 8.83% compared to WisdomTree Broad Commodities UCITS ETF (COMX.L) at 4.55%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than COMX.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.LCOMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.55%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

27.74%

15.94%

+11.80%

Volatility (1Y)

Calculated over the trailing 1-year period

35.86%

17.82%

+18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.63%

20.82%

+26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.40%

20.82%

+27.58%

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

3USL.L has a 0.75% expense ratio, which is higher than COMX.L's 0.19% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


3USL.L and COMX.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMX.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMX.L is cheaper with a 0.19% expense ratio, compared with 0.75% for 3USL.L.

3USL.L is categorized as Leveraged Equities, while COMX.L is Commodities. 3USL.L tracks S&P 500 Net Total Returns Index, while COMX.L tracks Bloomberg Commodity. Their fees differ too: 0.75% for 3USL.L and 0.19% for COMX.L.

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