PXLW vs. 3USL.L

Last updated Apr 2, 2026

Compare and contrast key facts about Pixelworks, Inc. (PXLW) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L).

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.

Performance

PXLW vs. 3USL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pixelworks, Inc. (PXLW) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L). The values are adjusted to include any dividend payments, if applicable.

PXLW vs. 3USL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PXLW Pixelworks, Inc.	-14.62%	-27.35%	-44.31%	-25.99%	-59.77%	56.03%	-28.06%	35.17%	-54.19%	126.07%
3USL.L WisdomTree S&P 500 3x Daily Leveraged GB	-15.66%	28.97%	64.00%	70.49%	-57.35%	101.77%	7.89%	97.98%	-27.34%	69.34%

Returns By Period

In the year-to-date period, PXLW achieves a -14.62% return, which is significantly higher than 3USL.L's -15.66% return. Over the past 10 years, PXLW has underperformed 3USL.L with an annualized return of -14.63%, while 3USL.L has yielded a comparatively higher 24.35% annualized return.

PXLW

• 1D: 0.56%
• 1M: -15.29%
• YTD: -14.62%
• 6M: -54.67%
• 1Y: -28.16%
• 3Y*: -32.63%
• 5Y*: -33.31%
• 10Y*: -14.63%

3USL.L

• 1D: 7.30%
• 1M: -12.24%
• YTD: -15.66%
• 6M: -10.89%
• 1Y: 32.90%
• 3Y*: 37.69%
• 5Y*: 16.51%
• 10Y*: 24.35%

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

Return for Risk

PXLW vs. 3USL.L — Risk / Return Rank

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

PXLW

PXLW Risk / Return Rank: 34
PXLW Sharpe Ratio Rank: 29
PXLW Sortino Ratio Rank: 42
PXLW Omega Ratio Rank: 41
PXLW Calmar Ratio Rank: 27
PXLW Martin Ratio Rank: 30

3USL.L

3USL.L Risk / Return Rank: 42
3USL.L Sharpe Ratio Rank: 35
3USL.L Sortino Ratio Rank: 42
3USL.L Omega Ratio Rank: 42
3USL.L Calmar Ratio Rank: 44
3USL.L Martin Ratio Rank: 46

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.

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

This table presents a comparison of risk-adjusted performance metrics for Pixelworks, Inc. (PXLW) 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.

	PXLW	3USL.L	Difference
Sharpe ratio Return per unit of total volatility	-0.24	0.70	-0.94
Sortino ratio Return per unit of downside risk	0.53	1.22	-0.69
Omega ratio Gain probability vs. loss probability	1.07	1.17	-0.11
Calmar ratio Return relative to maximum drawdown	-0.41	1.23	-1.63
Martin ratio Return relative to average drawdown	-0.65	4.62	-5.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PXLW vs. 3USL.L - Sharpe Ratio Comparison

The current PXLW Sharpe Ratio is -0.24, which is lower than the 3USL.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PXLW 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

	PXLW	3USL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	0.70	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	0.35	-0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.20	0.50	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.52	-0.71

Correlation

The correlation between PXLW and 3USL.L is 0.24, 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

PXLW vs. 3USL.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

PXLW vs. 3USL.L - Drawdown Comparison

The maximum PXLW drawdown since its inception was -99.75%, which is greater than 3USL.L's maximum drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for PXLW and 3USL.L.

Drawdown Indicators

	PXLW	3USL.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.75%	-76.72%	-23.03%
Max Drawdown (1Y) Largest decline over 1 year	-68.22%	-32.44%	-35.78%
Max Drawdown (5Y) Largest decline over 5 years	-94.84%	-63.47%	-31.37%
Max Drawdown (10Y) Largest decline over 10 years	-94.84%	-76.72%	-18.12%
Current Drawdown Current decline from peak	-99.69%	-18.28%	-81.41%
Average Drawdown Average peak-to-trough decline	-91.76%	-15.41%	-76.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.02%	6.71%	+36.31%

Volatility

PXLW vs. 3USL.L - Volatility Comparison

Pixelworks, Inc. (PXLW) has a higher volatility of 21.65% compared to WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) at 14.11%. This indicates that PXLW'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.

Volatility by Period

	PXLW	3USL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.65%	14.11%	+7.54%
Volatility (6M) Calculated over the trailing 6-month period	85.54%	25.68%	+59.86%
Volatility (1Y) Calculated over the trailing 1-year period	119.26%	46.72%	+72.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	84.04%	47.31%	+36.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.52%	48.37%	+26.15%