3USL.L vs. VTSAX
Compare and contrast key facts about WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
3USL.L is managed by WisdomTree. It was launched on Dec 13, 2012. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3USL.L or VTSAX.
Key characteristics
| 3USL.L | VTSAX | |
|---|---|---|
| YTD Return | 71.16% | 25.21% |
| 1Y Return | 101.00% | 34.00% |
| 3Y Return (Ann) | 9.22% | 8.41% |
| 5Y Return (Ann) | 24.45% | 14.96% |
| 10Y Return (Ann) | 23.51% | 12.80% |
| Sharpe Ratio | 3.04 | 2.75 |
| Sortino Ratio | 3.51 | 3.67 |
| Omega Ratio | 1.47 | 1.51 |
| Calmar Ratio | 2.63 | 4.00 |
| Martin Ratio | 17.58 | 17.55 |
| Ulcer Index | 5.95% | 1.95% |
| Daily Std Dev | 34.28% | 12.47% |
| Max Drawdown | -76.72% | -55.34% |
| Current Drawdown | -1.40% | -1.13% |
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.
Performance
3USL.L vs. VTSAX - Performance Comparison
In the year-to-date period, 3USL.L achieves a 71.16% return, which is significantly higher than VTSAX's 25.21% return. Over the past 10 years, 3USL.L has outperformed VTSAX with an annualized return of 23.51%, while VTSAX has yielded a comparatively lower 12.80% annualized 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. VTSAX - Expense Ratio Comparison
3USL.L has a 0.75% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
3USL.L vs. VTSAX - 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 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.
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 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 -55.34%. Use the drawdown chart below to compare losses from any high point for 3USL.L and VTSAX. For additional features, visit the drawdowns tool.
Volatility
3USL.L vs. VTSAX - Volatility Comparison
WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 10.80% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.01%. 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.