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EXV1.DE vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV1.DE vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXV1.DE is traded in EUR, while 3GOL.L is traded in USD. To make them comparable, the 3GOL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXV1.DE achieves a 14.37% return, which is significantly higher than 3GOL.L's -34.68% return. Over the past 10 years, EXV1.DE has outperformed 3GOL.L with an annualized return of 16.71%, while 3GOL.L has yielded a comparatively lower 14.93% annualized return.


EXV1.DE

1D
-0.15%
1M
5.49%
YTD
14.37%
6M
15.55%
1Y
49.60%
3Y*
43.52%
5Y*
30.84%
10Y*
16.71%

3GOL.L

1D
-4.66%
1M
-32.87%
YTD
-34.68%
6M
-37.75%
1Y
29.26%
3Y*
54.94%
5Y*
30.94%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
14.37%77.00%33.00%26.31%1.67%38.22%-24.56%15.16%-25.85%11.64%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-34.68%196.27%71.10%16.67%-8.54%-15.74%38.42%50.69%-8.31%9.71%

Correlation

The correlation between EXV1.DE and 3GOL.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.12

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

0.03

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2012

-0.11

The correlation between EXV1.DE and 3GOL.L shifts across timeframes, from -0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EXV1.DE vs. 3GOL.L — Risk / Return Rank

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

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
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.

EXV1.DE vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and WisdomTree Gold 3x Daily Leveraged (3GOL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXV1.DE3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.37

1.14

+0.24

Calmar ratioReturn relative to maximum drawdown

3.08

0.46

+2.62

Martin ratioReturn relative to average drawdown

10.56

1.10

+9.46

EXV1.DE vs. 3GOL.L - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 2.24, which is higher than the 3GOL.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of EXV1.DE and 3GOL.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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Drawdowns

EXV1.DE vs. 3GOL.L - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -83.12%, roughly equal to the maximum 3GOL.L drawdown of -81.04%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and 3GOL.L.


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Drawdown Indicators


EXV1.DE3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-81.04%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-63.00%

+46.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-63.00%

+42.88%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-63.00%

+34.92%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-63.00%

+6.86%

Current Drawdown

Current decline from peak

-2.44%

-62.88%

+60.44%

Average Drawdown

Average peak-to-trough decline

-53.23%

-56.40%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

26.43%

-21.75%

Volatility

EXV1.DE vs. 3GOL.L - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) is 6.28%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 26.48%. This indicates that EXV1.DE experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV1.DE3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

26.48%

-20.20%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

69.15%

-50.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

76.98%

-54.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

51.57%

-28.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

46.24%

-21.91%

EXV1.DE vs. 3GOL.L - Expense Ratio Comparison

EXV1.DE has a 0.47% expense ratio, which is lower than 3GOL.L's 0.99% expense ratio.


Dividends

EXV1.DE vs. 3GOL.L - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, while 3GOL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
3GOL.L
WisdomTree Gold 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Frequently Asked Questions


EXV1.DE and 3GOL.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXV1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXV1.DE is cheaper with a 0.47% expense ratio, compared with 0.99% for 3GOL.L.

EXV1.DE is categorized as Financials Equities, while 3GOL.L is Leveraged Commodities. EXV1.DE tracks STOXX® Europe 600 Banks, while 3GOL.L tracks Solactive Gold Commodity Futures SL Index (300%). They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.47% for EXV1.DE and 0.99% for 3GOL.L.

Portfolio Optimizer

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