3USL.L vs. ^GSPC

In the year-to-date period, 3USL.L achieves a -12.61% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, 3USL.L has outperformed ^GSPC with an annualized return of 20.11%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) and S&P 500 (^GSPC). 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 ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of 3USL.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 3USL.L drawdown since its inception was -76.72%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 3USL.L and ^GSPC.

WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a higher volatility of 14.37% compared to S&P 500 (^GSPC) at 4.77%. This indicates that 3USL.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.