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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.


-0.50.00.51.00.6

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,439.40%
325.09%
3USL.L
VTSAX

Key characteristics

Sharpe Ratio

3USL.L:

1.97

VTSAX:

2.09

Sortino Ratio

3USL.L:

2.49

VTSAX:

2.78

Omega Ratio

3USL.L:

1.33

VTSAX:

1.39

Calmar Ratio

3USL.L:

2.17

VTSAX:

3.13

Martin Ratio

3USL.L:

11.56

VTSAX:

13.34

Ulcer Index

3USL.L:

6.05%

VTSAX:

2.01%

Daily Std Dev

3USL.L:

35.35%

VTSAX:

12.85%

Max Drawdown

3USL.L:

-76.72%

VTSAX:

-55.34%

Current Drawdown

3USL.L:

-7.36%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, 3USL.L achieves a 66.12% return, which is significantly higher than VTSAX's 24.80% return. Over the past 10 years, 3USL.L has outperformed VTSAX with an annualized return of 22.35%, while VTSAX has yielded a comparatively lower 12.51% annualized return.


3USL.L

YTD

66.12%

1M

2.77%

6M

19.10%

1Y

71.26%

5Y*

21.26%

10Y*

22.35%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
Expense ratio chart for 3USL.L: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for 3USL.L, currently valued at 1.87, compared to the broader market0.002.004.001.871.94
The chart of Sortino ratio for 3USL.L, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.402.60
The chart of Omega ratio for 3USL.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.36
The chart of Calmar ratio for 3USL.L, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.062.90
The chart of Martin ratio for 3USL.L, currently valued at 10.94, compared to the broader market0.0020.0040.0060.0080.00100.0010.9412.42
3USL.L
VTSAX

The current 3USL.L Sharpe Ratio is 1.97, which is comparable to the VTSAX Sharpe Ratio of 2.09. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.87
1.94
3USL.L
VTSAX

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 0.93%.


TTM20232022202120202019201820172016201520142013
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
0.93%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-3.10%
3USL.L
VTSAX

Volatility

3USL.L vs. VTSAX - Volatility Comparison

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 9.19% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.00%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.19%
4.00%
3USL.L
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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