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

EEI.L vs. 3USL.L

Last updated Jun 5, 2026

EEI.L (WisdomTree Europe Equity Income UCITS ETF) and 3USL.L (WisdomTree S&P 500 3x Daily Leveraged GB) are both exchange-traded funds - EEI.L is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR, 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, EEI.L returned 4.18%/yr vs 29.45%/yr for 3USL.L. A 0.60 correlation means they provide meaningful diversification when combined. EEI.L charges 0.29%/yr vs 0.75%/yr for 3USL.L.

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Europe Equity Income UCITS ETF (EEI.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

EEI.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, EEI.L achieves a 10.61% return, which is significantly lower than 3USL.L's 25.64% return. Over the past 10 years, EEI.L has underperformed 3USL.L with an annualized return of 4.18%, while 3USL.L has yielded a comparatively higher 29.45% annualized return.

EEI.L

1D
-0.21%
1M
1.61%
YTD
10.61%
6M
13.56%
1Y
22.61%
3Y*
10.39%
5Y*
6.38%
10Y*
4.18%

3USL.L

1D
-0.02%
1M
13.79%
YTD
25.64%
6M
25.62%
1Y
79.49%
3Y*
46.72%
5Y*
23.57%
10Y*
29.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EEI.L
WisdomTree Europe Equity Income UCITS ETF		10.61%26.84%-7.65%5.93%0.84%5.79%-16.98%9.05%-10.50%9.28%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB		25.64%19.79%66.86%61.97%-52.27%103.68%4.72%90.45%-23.03%54.69%

Correlation

The correlation between EEI.L and 3USL.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.43

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2014

0.60

The correlation between EEI.L and 3USL.L shifts across timeframes, from 0.43 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EEI.L
3USL.L

Financial Services

24.7%
12.6%

Utilities

16.7%
2.3%

Industrials

15.3%
7.4%

Energy

11.6%
2.8%

Communication Services

8.6%
10.4%

Basic Materials

8.3%
1.5%

Real Estate

4.8%
1.8%

Consumer Cyclical

3.3%
10.7%

Healthcare

2.8%
9.0%

Consumer Defensive

2.3%
4.7%

Technology

1.5%
36.9%

Financial Services

EEI.L
24.7%
3USL.L
12.6%

Utilities

EEI.L
16.7%
3USL.L
2.3%

Industrials

EEI.L
15.3%
3USL.L
7.4%

Energy

EEI.L
11.6%
3USL.L
2.8%

Communication Services

EEI.L
8.6%
3USL.L
10.4%

Basic Materials

EEI.L
8.3%
3USL.L
1.5%

Real Estate

EEI.L
4.8%
3USL.L
1.8%

Consumer Cyclical

EEI.L
3.3%
3USL.L
10.7%

Healthcare

EEI.L
2.8%
3USL.L
9.0%

Consumer Defensive

EEI.L
2.3%
3USL.L
4.7%

Technology

EEI.L
1.5%
3USL.L
36.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Europe Equity Income UCITS ETF

WisdomTree S&P 500 3x Daily Leveraged GB

Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW
Often compared with 3USL.L:
3USL.L vs. UPRO3USL.L vs. TQQQ3USL.L vs. RMQAX3USL.L vs. VUAA.L3USL.L vs. CL2.F3USL.L vs. ^GSPC3USL.L vs. QQQ

Return for Risk

EEI.L vs. 3USL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEI.L
EEI.L Risk / Return Rank: 6060
Overall Rank
EEI.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 6464
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 6060
Martin Ratio Rank
3USL.L
3USL.L Risk / Return Rank: 6565
Overall Rank
3USL.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 6060
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 6767
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (EEI.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.

EEI.L3USL.LDifference
Sharpe ratioReturn per unit of total volatility
2.07
2.37

-0.31

Sortino ratioReturn per unit of downside risk
2.72
3.01

-0.29

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

2.71

3.16

-0.45

Martin ratioReturn relative to average drawdown

10.53

11.66

-1.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EEI.L Sharpe Ratio is 2.07, which is comparable to the 3USL.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EEI.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

EEI.L3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.37

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.52

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.63

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.64

-0.43

Drawdowns

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

The maximum EEI.L drawdown since its inception was -37.68%, smaller than the maximum 3USL.L drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for EEI.L and 3USL.L.

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Drawdown Indicators

EEI.L3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-73.93%

+36.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-25.03%

+16.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

-49.79%

+35.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-55.89%

+38.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-73.93%

+36.25%

Current Drawdown

Current decline from peak

-0.98%

-1.47%

+0.49%

Average Drawdown

Average peak-to-trough decline

-11.38%

-14.38%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

6.79%

-4.65%

Volatility

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

The current volatility for WisdomTree Europe Equity Income UCITS ETF (EEI.L) is 3.45%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 9.36%. This indicates that EEI.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

EEI.L3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

9.36%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

24.34%

-15.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

33.30%

-22.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

45.36%

-31.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

46.90%

-31.38%

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

EEI.L has a 0.29% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.

Dividends

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

EEI.L's dividend yield for the trailing twelve months is around 0.05%, while 3USL.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Frequently Asked Questions

EEI.L and 3USL.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEI.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEI.L is cheaper with a 0.29% expense ratio, compared with 0.75% for 3USL.L.

EEI.L is categorized as Europe Equities, while 3USL.L is Leveraged Equities. EEI.L tracks MSCI Europe High Div Yld NR EUR, while 3USL.L tracks S&P 500 Net Total Returns Index. Their fees differ too: 0.29% for EEI.L and 0.75% for 3USL.L.

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