AIGS.L vs. 3USL.L
AIGS.L (WisdomTree Softs) and 3USL.L (WisdomTree S&P 500 3x Daily Leveraged GB) are both exchange-traded funds - AIGS.L is a Agricultural Commodities fund tracking the Bloomberg Softs, while 3USL.L is a Leveraged Equities fund tracking the S&P 500 Net Total Returns Index. Both are passively managed. Over the past 10 years, AIGS.L returned 2.26%/yr vs 28.49%/yr for 3USL.L. At a 0.16 correlation, their price movements are largely independent. AIGS.L charges 0.49%/yr vs 0.75%/yr for 3USL.L.
Performance
AIGS.L vs. 3USL.L - Performance Comparison
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Returns By Period
In the year-to-date period, AIGS.L achieves a -12.24% return, which is significantly lower than 3USL.L's 25.13% return. Over the past 10 years, AIGS.L has underperformed 3USL.L with an annualized return of 2.26%, while 3USL.L has yielded a comparatively higher 28.49% annualized return.
AIGS.L
- 1D
- -2.05%
- 1M
- -9.93%
- YTD
- -12.24%
- 6M
- -15.11%
- 1Y
- -13.13%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
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%
AIGS.L vs. 3USL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
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% |
Correlation
The correlation between AIGS.L and 3USL.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.16 |
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Return for Risk
AIGS.L vs. 3USL.L — Risk / Return Rank
AIGS.L
3USL.L
AIGS.L vs. 3USL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Softs (AIGS.L) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.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.
| AIGS.L | 3USL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.06 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.07 | 12.28 | -13.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIGS.L | 3USL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 2.25 | -2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.47 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.59 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.60 | -0.61 |
Drawdowns
AIGS.L vs. 3USL.L - Drawdown Comparison
The maximum AIGS.L drawdown since its inception was -79.63%, roughly equal to the maximum 3USL.L drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for AIGS.L and 3USL.L.
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Drawdown Indicators
| AIGS.L | 3USL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -76.72% | -2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -25.29% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -48.69% | +21.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -63.47% | +36.28% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | -76.72% | +20.74% |
Current DrawdownCurrent decline from peak | -50.04% | -1.82% | -48.22% |
Average DrawdownAverage peak-to-trough decline | -50.34% | -15.26% | -35.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 6.31% | +5.92% |
Volatility
AIGS.L vs. 3USL.L - Volatility Comparison
The current volatility for WisdomTree Softs (AIGS.L) is 7.29%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 9.42%. This indicates that AIGS.L experiences smaller price fluctuations and is considered to be less risky than 3USL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIGS.L | 3USL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 9.42% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 25.26% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 34.36% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 47.39% | -26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 48.51% | -28.60% |
AIGS.L vs. 3USL.L - Expense Ratio Comparison
AIGS.L has a 0.49% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.
Dividends
AIGS.L vs. 3USL.L - Dividend Comparison
Neither AIGS.L nor 3USL.L has paid dividends to shareholders.
Frequently Asked Questions
AIGS.L and 3USL.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIGS.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIGS.L is cheaper with a 0.49% expense ratio, compared with 0.75% for 3USL.L.
AIGS.L is categorized as Agricultural Commodities, while 3USL.L is Leveraged Equities. AIGS.L tracks Bloomberg Softs, while 3USL.L tracks S&P 500 Net Total Returns Index. Their fees differ too: 0.49% for AIGS.L and 0.75% for 3USL.L.
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