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3USL.L vs. RYVYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 3USL.L and RYVYX is 0.50, 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.


-0.50.00.51.00.5

Performance

3USL.L vs. RYVYX - 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 Rydex NASDAQ-100 2x Strategy Fund (RYVYX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,439.40%
1,312.78%
3USL.L
RYVYX

Key characteristics

Sharpe Ratio

3USL.L:

1.97

RYVYX:

1.17

Sortino Ratio

3USL.L:

2.49

RYVYX:

1.62

Omega Ratio

3USL.L:

1.33

RYVYX:

1.22

Calmar Ratio

3USL.L:

2.17

RYVYX:

1.55

Martin Ratio

3USL.L:

11.56

RYVYX:

5.20

Ulcer Index

3USL.L:

6.05%

RYVYX:

8.22%

Daily Std Dev

3USL.L:

35.35%

RYVYX:

36.66%

Max Drawdown

3USL.L:

-76.72%

RYVYX:

-98.21%

Current Drawdown

3USL.L:

-7.36%

RYVYX:

-9.54%

Returns By Period

In the year-to-date period, 3USL.L achieves a 66.12% return, which is significantly higher than RYVYX's 38.52% return. Both investments have delivered pretty close results over the past 10 years, with 3USL.L having a 22.35% annualized return and RYVYX not far ahead at 22.87%.


3USL.L

YTD

66.12%

1M

2.77%

6M

19.10%

1Y

71.26%

5Y*

21.26%

10Y*

22.35%

RYVYX

YTD

38.52%

1M

-0.07%

6M

5.24%

1Y

39.40%

5Y*

24.44%

10Y*

22.87%

Compare stocks, funds, or ETFs

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


3USL.L vs. RYVYX - Expense Ratio Comparison

3USL.L has a 0.75% expense ratio, which is lower than RYVYX's 1.87% expense ratio.


RYVYX
Rydex NASDAQ-100 2x Strategy Fund
Expense ratio chart for RYVYX: current value at 1.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.87%
Expense ratio chart for 3USL.L: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

3USL.L vs. RYVYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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.


Sharpe ratio
The chart of Sharpe ratio for 3USL.L, currently valued at 1.87, compared to the broader market0.002.004.001.871.05
The chart of Sortino ratio for 3USL.L, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.401.50
The chart of Omega ratio for 3USL.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.20
The chart of Calmar ratio for 3USL.L, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.061.40
The chart of Martin ratio for 3USL.L, currently valued at 10.94, compared to the broader market0.0020.0040.0060.0080.00100.0010.944.69
3USL.L
RYVYX

The current 3USL.L Sharpe Ratio is 1.97, which is higher than the RYVYX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of 3USL.L and RYVYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.87
1.05
3USL.L
RYVYX

Dividends

3USL.L vs. RYVYX - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

3USL.L vs. RYVYX - Drawdown Comparison

The maximum 3USL.L drawdown since its inception was -76.72%, smaller than the maximum RYVYX drawdown of -98.21%. Use the drawdown chart below to compare losses from any high point for 3USL.L and RYVYX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-9.54%
3USL.L
RYVYX

Volatility

3USL.L vs. RYVYX - Volatility Comparison

The current volatility for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) is 9.19%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 12.69%. This indicates that 3USL.L experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.19%
12.69%
3USL.L
RYVYX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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