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

Performance

3USL.L vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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3USL.L vs. VTSAX - 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, 3USL.L achieves a -21.40% return, which is significantly lower than VTSAX's -6.75% return. Over the past 10 years, 3USL.L has outperformed VTSAX with an annualized return of 23.48%, while VTSAX has yielded a comparatively lower 13.27% 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%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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3USL.L vs. VTSAX - Expense Ratio Comparison

3USL.L has a 0.75% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Return for Risk

3USL.L vs. VTSAX — 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

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
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. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.LVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.84

-0.20

Sortino ratio

Return per unit of downside risk

1.13

1.29

-0.16

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.74

1.05

-0.31

Martin ratio

Return relative to average drawdown

2.94

5.08

-2.14

3USL.L vs. VTSAX - Sharpe Ratio Comparison

The current 3USL.L Sharpe Ratio is 0.63, which is comparable to the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of 3USL.L and VTSAX, 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.LVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.84

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.59

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.72

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.43

+0.07

Correlation

The correlation between 3USL.L and VTSAX is 0.56, 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.


Dividends

3USL.L vs. VTSAX - Dividend Comparison

3USL.L has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.20%.


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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

3USL.L vs. VTSAX - Drawdown Comparison

The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for 3USL.L and VTSAX.


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Drawdown Indicators


3USL.LVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-76.72%

-55.33%

-21.39%

Max Drawdown (1Y)

Largest decline over 1 year

-32.44%

-12.41%

-20.03%

Max Drawdown (5Y)

Largest decline over 5 years

-63.47%

-25.36%

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-76.72%

-34.97%

-41.75%

Current Drawdown

Current decline from peak

-23.84%

-8.92%

-14.92%

Average Drawdown

Average peak-to-trough decline

-15.41%

-9.06%

-6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

2.56%

+5.56%

Volatility

3USL.L vs. VTSAX - Volatility Comparison

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 12.00% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3USL.LVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

4.39%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

24.67%

9.33%

+15.34%

Volatility (1Y)

Calculated over the trailing 1-year period

46.24%

18.42%

+27.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.21%

17.32%

+29.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.33%

18.37%

+29.96%