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

Performance

3USL.L vs. SOXL.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 4x Long Semiconductors ETP Securities (SOXL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3USL.L achieves a 25.13% return, which is significantly lower than SOXL.L's 798.38% return.


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%

SOXL.L

1D
-9.76%
1M
108.32%
YTD
798.38%
6M
722.46%
1Y
2,188.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
25.13%28.97%29.49%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
798.38%11.41%-59.99%

Correlation

The correlation between 3USL.L and SOXL.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.77

The correlation between 3USL.L and SOXL.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

3USL.L vs. SOXL.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

SOXL.L
SOXL.L Risk / Return Rank: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
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. SOXL.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 4x Long Semiconductors ETP Securities (SOXL.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.LSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-13.65

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.36

1.62

-0.27

Calmar ratioReturn relative to maximum drawdown

3.06

41.59

-38.53

Martin ratioReturn relative to average drawdown

12.28

125.57

-113.28

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

The current 3USL.L Sharpe Ratio is 2.25, which is lower than the SOXL.L Sharpe Ratio of 15.90. The chart below compares the historical Sharpe Ratios of 3USL.L and SOXL.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.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

15.90

-13.65

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

0.64

-0.05

Drawdowns

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

The maximum 3USL.L drawdown since its inception was -76.72%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for 3USL.L and SOXL.L.


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Drawdown Indicators


3USL.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.72%

-95.66%

+18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-25.29%

-51.95%

+26.66%

Max Drawdown (3Y)

Largest decline over 3 years

-48.69%

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%

-9.76%

+7.94%

Average Drawdown

Average peak-to-trough decline

-15.26%

-60.63%

+45.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

17.24%

-10.93%

Volatility

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

The current volatility for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) is 9.42%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 57.30%. This indicates that 3USL.L experiences smaller price fluctuations and is considered to be less risky than SOXL.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.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

57.30%

-47.88%

Volatility (6M)

Calculated over the trailing 6-month period

25.26%

104.35%

-79.09%

Volatility (1Y)

Calculated over the trailing 1-year period

34.36%

136.04%

-101.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.39%

137.56%

-90.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.51%

137.56%

-89.05%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


3USL.L and SOXL.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

3USL.L and SOXL.L have the same expense ratio: 0.75% per year.

3USL.L tracks S&P 500 Net Total Returns Index, while SOXL.L tracks NYSE Semiconductor Index. They also come from different issuers: WisdomTree and Leverage Shares.

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