3USL.L vs. VTSAX

Last updated Jun 5, 2026

3USL.L (WisdomTree S&P 500 3x Daily Leveraged GB) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - 3USL.L is a Leveraged Equities fund tracking the S&P 500 Net Total Returns Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, 3USL.L returned 28.49%/yr vs 15.03%/yr for VTSAX. A 0.57 correlation means they provide meaningful diversification when combined. 3USL.L charges 0.75%/yr vs 0.04%/yr for VTSAX.

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.

Returns By Period

In the year-to-date period, 3USL.L achieves a 25.13% return, which is significantly higher than VTSAX's 11.13% return. Over the past 10 years, 3USL.L has outperformed VTSAX with an annualized return of 28.49%, while VTSAX has yielded a comparatively lower 15.03% annualized return.

3USL.L

• 1D: -0.02%
• 1M: 12.76%
• YTD: 25.13%
• 6M: 26.49%
• 1Y: 77.77%
• 3Y*: 50.50%
• 5Y*: 22.25%
• 10Y*: 28.49%

VTSAX

• 1D: -0.75%
• 1M: 4.07%
• YTD: 11.13%
• 6M: 10.86%
• 1Y: 28.10%
• 3Y*: 22.03%
• 5Y*: 12.68%
• 10Y*: 15.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

3USL.L vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
3USL.L WisdomTree S&P 500 3x Daily Leveraged GB	25.13%	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	11.13%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between 3USL.L and VTSAX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since May 14, 2013	0.57

The correlation between 3USL.L and VTSAX has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

3USL.L vs. VTSAX - Sectors Allocation Comparison

Sectors	3USL.L	VTSAX
Technology	36.9%	33.3%
Financial Services	12.6%	11.9%
Consumer Cyclical	10.7%	9.8%
Communication Services	10.4%	10.1%
Healthcare	9.0%	9.1%
Industrials	7.4%	9.5%
Consumer Defensive	4.7%	4.7%
Energy	2.8%	3.8%
Utilities	2.3%	2.7%
Real Estate	1.8%	2.4%
Basic Materials	1.5%	2.0%

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: 65
3USL.L Sharpe Ratio Rank: 70
3USL.L Sortino Ratio Rank: 64
3USL.L Omega Ratio Rank: 60
3USL.L Calmar Ratio Rank: 63
3USL.L Martin Ratio Rank: 67

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 56
VTSAX Omega Ratio Rank: 56
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

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.L	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.31	-0.06
Sortino ratio: Return per unit of downside risk	2.94	3.17	-0.23
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.06
Calmar ratio: Return relative to maximum drawdown	3.06	3.17	-0.11
Martin ratio: Return relative to average drawdown	12.28	14.61	-2.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

3USL.L vs. VTSAX - Sharpe Ratio Comparison

The current 3USL.L Sharpe Ratio is 2.25, which is comparable to the VTSAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of 3USL.L and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	3USL.L	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.31	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.73	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.82	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.47	+0.13

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.

Drawdown Indicators

	3USL.L	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-76.72%	-55.33%	-21.39%
Max Drawdown (1Y) Largest decline over 1 year	-25.29%	-8.92%	-16.37%
Max Drawdown (3Y) Largest decline over 3 years	-48.69%	-19.36%	-29.33%
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	-1.82%	-0.75%	-1.07%
Average Drawdown Average peak-to-trough decline	-15.26%	-9.00%	-6.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.31%	1.93%	+4.38%

Volatility

3USL.L vs. VTSAX - Volatility Comparison

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 9.42% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.05%. 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.

Volatility by Period

	3USL.L	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.42%	3.05%	+6.37%
Volatility (6M) Calculated over the trailing 6-month period	25.26%	9.20%	+16.06%
Volatility (1Y) Calculated over the trailing 1-year period	34.36%	12.22%	+22.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.39%	17.36%	+30.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.51%	18.41%	+30.10%

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.

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 1.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	1.01%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both 3USL.L and VTSAX in my portfolio?

3USL.L and VTSAX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.