EGRP.L vs. 3USL.L

Last updated Apr 3, 2026

Compare and contrast key facts about WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L).

EGRP.L and 3USL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGRP.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EMU NR EUR. It was launched on Nov 3, 2016. 3USL.L is a passively managed fund by WisdomTree that tracks the performance of the S&P 500 Net Total Returns Index. It was launched on Dec 13, 2012. Both EGRP.L and 3USL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

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

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGRP.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	-3.64%	18.03%	-6.32%	17.27%	-12.49%	13.78%	10.77%	27.76%	-13.05%	16.31%
3USL.L WisdomTree S&P 500 3x Daily Leveraged GB	-14.57%	19.79%	66.86%	61.97%	-52.27%	103.68%	4.72%	90.45%	-23.03%	31.67%

Different Trading Currencies

EGRP.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, EGRP.L achieves a -3.64% return, which is significantly higher than 3USL.L's -14.57% return.

EGRP.L

• 1D: -0.68%
• 1M: -2.02%
• YTD: -3.64%
• 6M: 0.82%
• 1Y: 10.07%
• 3Y*: 3.52%
• 5Y*: 4.53%
• 10Y*: —

3USL.L

• 1D: 0.03%
• 1M: -8.78%
• YTD: -14.57%
• 6M: -10.55%
• 1Y: 28.01%
• 3Y*: 33.83%
• 5Y*: 17.42%
• 10Y*: 25.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

3USL.L

WisdomTree S&P 500 3x Daily Leveraged GB

EGRP.L

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR

Return for Risk

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

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

EGRP.L

EGRP.L Risk / Return Rank: 28
EGRP.L Sharpe Ratio Rank: 33
EGRP.L Sortino Ratio Rank: 32
EGRP.L Omega Ratio Rank: 30
EGRP.L Calmar Ratio Rank: 23
EGRP.L Martin Ratio Rank: 22

3USL.L

3USL.L Risk / Return Rank: 47
3USL.L Sharpe Ratio Rank: 31
3USL.L Sortino Ratio Rank: 37
3USL.L Omega Ratio Rank: 37
3USL.L Calmar Ratio Rank: 63
3USL.L Martin Ratio Rank: 65

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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.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.

	EGRP.L	3USL.L	Difference
Sharpe ratio Return per unit of total volatility	0.68	0.62	+0.07
Sortino ratio Return per unit of downside risk	1.02	1.11	-0.08
Omega ratio Gain probability vs. loss probability	1.13	1.16	-0.02
Calmar ratio Return relative to maximum drawdown	0.66	1.83	-1.18
Martin ratio Return relative to average drawdown	2.06	6.95	-4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EGRP.L Sharpe Ratio is 0.68, which is comparable to the 3USL.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EGRP.L and 3USL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EGRP.L	3USL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	0.62	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.38	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.56	-0.01

Correlation

The correlation between EGRP.L and 3USL.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

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

EGRP.L's dividend yield for the trailing twelve months is around 2.28%, while 3USL.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGRP.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	2.28%	2.11%	2.32%	1.98%	2.18%	1.83%	1.03%	1.68%	1.91%	1.36%
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%

Drawdowns

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

The maximum EGRP.L drawdown since its inception was -26.89%, smaller than the maximum 3USL.L drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for EGRP.L and 3USL.L.

Drawdown Indicators

	EGRP.L	3USL.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.89%	-76.72%	+49.83%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-25.29%	+13.00%
Max Drawdown (5Y) Largest decline over 5 years	-26.89%	-63.47%	+36.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-76.72%	—
Current Drawdown Current decline from peak	-8.87%	-18.75%	+9.88%
Average Drawdown Average peak-to-trough decline	-7.22%	-15.41%	+8.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.92%	6.16%	-2.24%

Volatility

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

The current volatility for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) is 6.66%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 12.74%. This indicates that EGRP.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.

Volatility by Period

	EGRP.L	3USL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.66%	12.74%	-6.08%
Volatility (6M) Calculated over the trailing 6-month period	11.49%	25.07%	-13.58%
Volatility (1Y) Calculated over the trailing 1-year period	15.63%	45.32%	-29.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	45.25%	-25.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.69%	46.77%	-21.08%