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

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

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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Key characteristics

Sharpe Ratio

3USL.L:

0.29

VTSAX:

0.69

Sortino Ratio

3USL.L:

0.80

VTSAX:

1.00

Omega Ratio

3USL.L:

1.11

VTSAX:

1.14

Calmar Ratio

3USL.L:

0.37

VTSAX:

0.64

Martin Ratio

3USL.L:

1.16

VTSAX:

2.40

Ulcer Index

3USL.L:

15.36%

VTSAX:

5.17%

Daily Std Dev

3USL.L:

51.55%

VTSAX:

20.07%

Max Drawdown

3USL.L:

-76.72%

VTSAX:

-55.34%

Current Drawdown

3USL.L:

-20.08%

VTSAX:

-3.91%

Returns By Period

In the year-to-date period, 3USL.L achieves a -12.61% return, which is significantly lower than VTSAX's 0.53% return. Over the past 10 years, 3USL.L has outperformed VTSAX with an annualized return of 20.11%, while VTSAX has yielded a comparatively lower 12.12% annualized return.


3USL.L

YTD

-12.61%

1M

12.46%

6M

-18.10%

1Y

17.82%

3Y*

20.11%

5Y*

30.44%

10Y*

20.11%

VTSAX

YTD

0.53%

1M

5.69%

6M

-2.51%

1Y

12.97%

3Y*

13.71%

5Y*

15.23%

10Y*

12.12%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

3USL.L vs. VTSAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3USL.L
The Risk-Adjusted Performance Rank of 3USL.L is 3939
Overall Rank
The Sharpe Ratio Rank of 3USL.L is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of 3USL.L is 4444
Sortino Ratio Rank
The Omega Ratio Rank of 3USL.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of 3USL.L is 4040
Calmar Ratio Rank
The Martin Ratio Rank of 3USL.L is 3636
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5353
Overall Rank
The Sharpe Ratio Rank of VTSAX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current 3USL.L Sharpe Ratio is 0.29, which is lower than the VTSAX Sharpe Ratio of 0.69. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.28%.


TTM20242023202220212020201920182017201620152014
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
1.28%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

3USL.L vs. VTSAX - Volatility Comparison

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 14.37% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.97%. 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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