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

Performance

RYVYX vs. 3USL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex NASDAQ-100 2x Strategy Fund (RYVYX) 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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RYVYX vs. 3USL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
-13.44%29.54%49.77%116.15%-60.57%46.61%88.38%80.70%-9.20%68.67%
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, RYVYX achieves a -13.44% return, which is significantly higher than 3USL.L's -15.66% return. Over the past 10 years, RYVYX has outperformed 3USL.L with an annualized return of 28.64%, while 3USL.L has yielded a comparatively lower 24.35% annualized return.


RYVYX

1D
6.82%
1M
-10.46%
YTD
-13.44%
6M
-12.22%
1Y
34.50%
3Y*
36.88%
5Y*
14.83%
10Y*
28.64%

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)

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RYVYX vs. 3USL.L - Expense Ratio Comparison

RYVYX has a 1.87% expense ratio, which is higher than 3USL.L's 0.75% expense ratio.


Return for Risk

RYVYX vs. 3USL.L — Risk / Return Rank

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

RYVYX
RYVYX Risk / Return Rank: 4545
Overall Rank
RYVYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RYVYX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYVYX Omega Ratio Rank: 4444
Omega Ratio Rank
RYVYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
RYVYX Martin Ratio Rank: 4444
Martin Ratio Rank

3USL.L
3USL.L Risk / Return Rank: 4242
Overall Rank
3USL.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 4242
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) 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.


RYVYX3USL.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.70

+0.11

Sortino ratio

Return per unit of downside risk

1.41

1.22

+0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.44

1.23

+0.21

Martin ratio

Return relative to average drawdown

4.72

4.62

+0.10

RYVYX vs. 3USL.L - Sharpe Ratio Comparison

The current RYVYX Sharpe Ratio is 0.81, which is comparable to the 3USL.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of RYVYX 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.


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Sharpe Ratios by Period


RYVYX3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.70

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.35

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.50

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.52

-0.25

Correlation

The correlation between RYVYX and 3USL.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYVYX vs. 3USL.L - Dividend Comparison

RYVYX's dividend yield for the trailing twelve months is around 8.27%, while 3USL.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
8.27%7.16%11.52%0.00%0.00%1.23%8.91%5.19%0.00%14.19%1.63%21.29%
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%

Drawdowns

RYVYX vs. 3USL.L - Drawdown Comparison

The maximum RYVYX drawdown since its inception was -95.57%, 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 RYVYX and 3USL.L.


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Drawdown Indicators


RYVYX3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.57%

-76.72%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.39%

-32.44%

+7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-65.38%

-63.47%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-65.38%

-76.72%

+11.34%

Current Drawdown

Current decline from peak

-20.30%

-18.28%

-2.02%

Average Drawdown

Average peak-to-trough decline

-49.48%

-15.41%

-34.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

6.71%

+1.04%

Volatility

RYVYX vs. 3USL.L - Volatility Comparison

The current volatility for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) is 13.13%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 14.11%. This indicates that RYVYX 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


RYVYX3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

14.11%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

25.75%

25.68%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

46.72%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.14%

47.31%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.91%

48.37%

-3.46%