3USL.L vs. USSC.L
Compare and contrast key facts about WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
3USL.L and USSC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 3USL.L is managed by WisdomTree. It was launched on Dec 13, 2012. USSC.L is a passively managed fund by State Street that tracks the performance of the Russell 2000 TR USD. It was launched on Feb 18, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3USL.L or USSC.L.
Key characteristics
| 3USL.L | USSC.L | |
|---|---|---|
| YTD Return | 71.16% | 14.75% |
| 1Y Return | 101.00% | 30.55% |
| 3Y Return (Ann) | 9.22% | 7.00% |
| 5Y Return (Ann) | 24.45% | 14.25% |
| Sharpe Ratio | 3.04 | 1.71 |
| Sortino Ratio | 3.51 | 2.57 |
| Omega Ratio | 1.47 | 1.32 |
| Calmar Ratio | 2.63 | 3.76 |
| Martin Ratio | 17.58 | 9.19 |
| Ulcer Index | 5.95% | 3.70% |
| Daily Std Dev | 34.28% | 20.08% |
| Max Drawdown | -76.72% | -48.99% |
| Current Drawdown | -1.40% | -2.22% |
Correlation
The correlation between 3USL.L and USSC.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
3USL.L vs. USSC.L - Performance Comparison
In the year-to-date period, 3USL.L achieves a 71.16% return, which is significantly higher than USSC.L's 14.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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3USL.L vs. USSC.L - Expense Ratio Comparison
3USL.L has a 0.75% expense ratio, which is higher than USSC.L's 0.30% expense ratio.
Risk-Adjusted Performance
3USL.L vs. USSC.L - 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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.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.
Dividends
3USL.L vs. USSC.L - Dividend Comparison
Neither 3USL.L nor USSC.L has paid dividends to shareholders.
Drawdowns
3USL.L vs. USSC.L - Drawdown Comparison
The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than USSC.L's maximum drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for 3USL.L and USSC.L. For additional features, visit the drawdowns tool.
Volatility
3USL.L vs. USSC.L - Volatility Comparison
WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 10.80% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) at 6.47%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than USSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.