PortfoliosLab logoPortfoliosLab logo
SBU3.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBU3.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Bund 10Y 3x Daily Short (SBU3.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SBU3.DE achieves a 1.71% return, which is significantly lower than EUDF.DE's 2.51% return.


SBU3.DE

1D
0.19%
1M
-1.38%
YTD
1.71%
6M
3.80%
1Y
8.07%
3Y*
5.14%
5Y*
12.87%
10Y*
0.96%

EUDF.DE

1D
1.22%
1M
-6.45%
YTD
2.51%
6M
5.34%
1Y
-5.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBU3.DE vs. EUDF.DE - Yearly Performance Comparison


Correlation

The correlation between SBU3.DE and EUDF.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2025

-0.08

Compare stocks, funds, or ETFs

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


Return for Risk

SBU3.DE vs. EUDF.DE — Risk / Return Rank

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

SBU3.DE
SBU3.DE Risk / Return Rank: 2121
Overall Rank
SBU3.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SBU3.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SBU3.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SBU3.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SBU3.DE Martin Ratio Rank: 2424
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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.

SBU3.DE vs. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bund 10Y 3x Daily Short (SBU3.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). 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.


SBU3.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

1.13

-0.17

+1.30

Martin ratioReturn relative to average drawdown

3.02

-0.39

+3.41

SBU3.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current SBU3.DE Sharpe Ratio is 0.59, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SBU3.DE and EUDF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SBU3.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

-0.12

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.55

-0.71

Drawdowns

SBU3.DE vs. EUDF.DE - Drawdown Comparison

The maximum SBU3.DE drawdown since its inception was -64.58%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for SBU3.DE and EUDF.DE.


Loading charts...

Drawdown Indicators


SBU3.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.58%

-19.51%

-45.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-19.51%

+12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

Max Drawdown (10Y)

Largest decline over 10 years

-46.09%

Current Drawdown

Current decline from peak

-28.72%

-14.05%

-14.67%

Average Drawdown

Average peak-to-trough decline

-41.75%

-6.55%

-35.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

8.29%

-5.64%

Volatility

SBU3.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Bund 10Y 3x Daily Short (SBU3.DE) is 5.43%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that SBU3.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SBU3.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

9.95%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

22.54%

-11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

29.15%

-15.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

30.89%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

30.89%

-12.49%

SBU3.DE vs. EUDF.DE - Expense Ratio Comparison

SBU3.DE has a 0.30% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.


Dividends

SBU3.DE vs. EUDF.DE - Dividend Comparison

Neither SBU3.DE nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SBU3.DE and EUDF.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBU3.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBU3.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for EUDF.DE.

SBU3.DE is categorized as Leveraged Bonds, while EUDF.DE is Aerospace & Defense. SBU3.DE tracks BNP Paribas Bund 10Y Rolling Future Short Leverage (-3x) index, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.30% for SBU3.DE and 0.40% for EUDF.DE.

Portfolio Optimizer

Find the right allocation for SBU3.DE and EUDF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer