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CHRG.L vs. 3USL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRG.L vs. 3USL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHRG.L is traded in GBp, while 3USL.L is traded in USD. To make them comparable, the 3USL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHRG.L achieves a 37.37% return, which is significantly higher than 3USL.L's 25.62% return.


CHRG.L

1D
1.35%
1M
8.47%
YTD
37.37%
6M
36.84%
1Y
119.06%
3Y*
15.56%
5Y*
6.57%
10Y*

3USL.L

1D
-1.54%
1M
13.73%
YTD
25.62%
6M
25.68%
1Y
80.70%
3Y*
47.18%
5Y*
23.57%
10Y*
29.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRG.L vs. 3USL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CHRG.L
WisdomTree Battery Solutions UCITS ETF - USD Acc
37.37%44.29%-11.91%-9.67%-19.10%14.89%72.90%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
25.62%19.79%66.86%61.97%-52.27%103.68%25.40%

Correlation

The correlation between CHRG.L and 3USL.L is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.59

The correlation between CHRG.L and 3USL.L has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

CHRG.L vs. 3USL.L - Sectors Allocation Comparison


Sectors
CHRG.L
3USL.L

Industrials

48.7%
7.4%

Basic Materials

20.3%
1.5%

Consumer Cyclical

15.5%
10.7%

Technology

8.2%
36.9%

Energy

6.1%
2.8%

Utilities

1.3%
2.3%

Consumer Defensive

0.0%
4.7%

Communication Services

-

10.4%

Financial Services

-

12.6%

Healthcare

-

9.0%

Real Estate

-

1.8%

Industrials

CHRG.L
48.7%
3USL.L
7.4%

Basic Materials

CHRG.L
20.3%
3USL.L
1.5%

Consumer Cyclical

CHRG.L
15.5%
3USL.L
10.7%

Technology

CHRG.L
8.2%
3USL.L
36.9%

Energy

CHRG.L
6.1%
3USL.L
2.8%

Utilities

CHRG.L
1.3%
3USL.L
2.3%

Consumer Defensive

CHRG.L
0.0%
3USL.L
4.7%

Communication Services

CHRG.L

-

3USL.L
10.4%

Financial Services

CHRG.L

-

3USL.L
12.6%

Healthcare

CHRG.L

-

3USL.L
9.0%

Real Estate

CHRG.L

-

3USL.L
1.8%

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Return for Risk

CHRG.L vs. 3USL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHRG.L
CHRG.L Risk / Return Rank: 6767
Overall Rank
CHRG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CHRG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CHRG.L Omega Ratio Rank: 9090
Omega Ratio Rank
CHRG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
CHRG.L Martin Ratio Rank: 4242
Martin Ratio Rank

3USL.L
3USL.L Risk / Return Rank: 6464
Overall Rank
3USL.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 5858
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 6868
Martin Ratio Rank
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.

CHRG.L vs. 3USL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.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.


CHRG.L3USL.LDifference

Sharpe ratio

Return per unit of total volatility

2.26

2.41

-0.14

Sortino ratio

Return per unit of downside risk

3.02

3.04

-0.02

Omega ratio

Gain probability vs. loss probability

1.59

1.38

+0.20

Calmar ratio

Return relative to maximum drawdown

3.82

3.21

+0.61

Martin ratio

Return relative to average drawdown

7.05

11.84

-4.79

CHRG.L vs. 3USL.L - Sharpe Ratio Comparison

The current CHRG.L Sharpe Ratio is 2.26, which is comparable to the 3USL.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CHRG.L and 3USL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CHRG.L3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.41

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.52

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.64

-0.10

Drawdowns

CHRG.L vs. 3USL.L - Drawdown Comparison

The maximum CHRG.L drawdown since its inception was -52.64%, smaller than the maximum 3USL.L drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for CHRG.L and 3USL.L.


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Drawdown Indicators


CHRG.L3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-73.93%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

-25.03%

-4.65%

Max Drawdown (3Y)

Largest decline over 3 years

-39.46%

-49.79%

+10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-52.64%

-55.89%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-73.93%

Current Drawdown

Current decline from peak

-0.78%

-1.54%

+0.76%

Average Drawdown

Average peak-to-trough decline

-22.36%

-14.38%

-7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.07%

6.79%

+9.28%

Volatility

CHRG.L vs. 3USL.L - Volatility Comparison

WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) has a higher volatility of 10.13% compared to WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) at 9.46%. This indicates that CHRG.L's price experiences larger fluctuations and is considered to be riskier 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


CHRG.L3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

9.46%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

19.00%

24.38%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

52.32%

33.48%

+18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

45.36%

-15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.55%

46.91%

-17.36%

CHRG.L vs. 3USL.L - Expense Ratio Comparison

CHRG.L has a 0.40% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.


Dividends

CHRG.L vs. 3USL.L - Dividend Comparison

Neither CHRG.L nor 3USL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHRG.L and 3USL.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHRG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHRG.L is cheaper with a 0.40% expense ratio, compared with 0.75% for 3USL.L.

CHRG.L is categorized as Alternative Energy Equities, while 3USL.L is Leveraged Equities. CHRG.L tracks WisdomTree Battery Solutions Index, while 3USL.L tracks S&P 500 Net Total Returns Index. Their fees differ too: 0.40% for CHRG.L and 0.75% for 3USL.L.

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