3USL.L vs. VUAA.L
Compare and contrast key facts about WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
3USL.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 3USL.L is managed by WisdomTree. It was launched on Dec 13, 2012. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3USL.L or VUAA.L.
Key characteristics
| 3USL.L | VUAA.L | |
|---|---|---|
| YTD Return | 71.16% | 26.05% |
| 1Y Return | 101.00% | 33.95% |
| 3Y Return (Ann) | 9.22% | 9.85% |
| 5Y Return (Ann) | 24.45% | 15.42% |
| Sharpe Ratio | 3.04 | 3.00 |
| Sortino Ratio | 3.51 | 4.15 |
| Omega Ratio | 1.47 | 1.57 |
| Calmar Ratio | 2.63 | 4.48 |
| Martin Ratio | 17.58 | 19.33 |
| Ulcer Index | 5.95% | 1.79% |
| Daily Std Dev | 34.28% | 11.49% |
| Max Drawdown | -76.72% | -34.05% |
| Current Drawdown | -1.40% | -0.53% |
Correlation
The correlation between 3USL.L and VUAA.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
3USL.L vs. VUAA.L - Performance Comparison
In the year-to-date period, 3USL.L achieves a 71.16% return, which is significantly higher than VUAA.L's 26.05% 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. VUAA.L - Expense Ratio Comparison
3USL.L has a 0.75% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
3USL.L vs. VUAA.L - 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 S&P 500 UCITS ETF (VUAA.L). 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. VUAA.L - Dividend Comparison
Neither 3USL.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
3USL.L vs. VUAA.L - Drawdown Comparison
The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for 3USL.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
3USL.L vs. VUAA.L - Volatility Comparison
WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 10.80% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.78%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.