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SLVR.L vs. 3BAL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVR.L vs. 3BAL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SLVR.L is traded in USD, while 3BAL.L is traded in GBp. To make them comparable, the 3BAL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLVR.L achieves a 3.18% return, which is significantly higher than 3BAL.L's 2.92% return.


SLVR.L

1D
-3.39%
1M
-3.55%
YTD
3.18%
6M
24.16%
1Y
108.17%
3Y*
42.86%
5Y*
19.09%
10Y*
13.51%

3BAL.L

1D
2.31%
1M
13.63%
YTD
2.92%
6M
26.91%
1Y
119.98%
3Y*
142.67%
5Y*
58.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVR.L vs. 3BAL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVR.L
WisdomTree Silver
3.18%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%-1.86%
3BAL.L
WisdomTree EURO STOXX Banks 3x Daily Leveraged
2.92%473.30%65.27%72.49%-32.93%106.38%-79.28%30.82%-72.61%27.84%

Correlation

The correlation between SLVR.L and 3BAL.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.27

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2017

0.13

The correlation between SLVR.L and 3BAL.L shifts across timeframes, from 0.13 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SLVR.L vs. 3BAL.L — Risk / Return Rank

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

SLVR.L
SLVR.L Risk / Return Rank: 4747
Overall Rank
SLVR.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5252
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3636
Martin Ratio Rank

3BAL.L
3BAL.L Risk / Return Rank: 4747
Overall Rank
3BAL.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
3BAL.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
3BAL.L Omega Ratio Rank: 4242
Omega Ratio Rank
3BAL.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
3BAL.L Martin Ratio Rank: 4444
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.

SLVR.L vs. 3BAL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.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.


SLVR.L3BAL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.64

2.51

+0.13

Martin ratioReturn relative to average drawdown

5.79

6.72

-0.93

SLVR.L vs. 3BAL.L - Sharpe Ratio Comparison

The current SLVR.L Sharpe Ratio is 1.83, which is comparable to the 3BAL.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SLVR.L and 3BAL.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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Sharpe Ratios by Period


SLVR.L3BAL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.68

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.76

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.11

+0.11

Drawdowns

SLVR.L vs. 3BAL.L - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -79.93%, smaller than the maximum 3BAL.L drawdown of -97.97%. Use the drawdown chart below to compare losses from any high point for SLVR.L and 3BAL.L.


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Drawdown Indicators


SLVR.L3BAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.93%

-97.97%

+18.04%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-46.85%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-40.74%

-51.40%

+10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

-80.76%

+40.02%

Max Drawdown (10Y)

Largest decline over 10 years

-46.90%

Current Drawdown

Current decline from peak

-35.69%

-16.51%

-19.18%

Average Drawdown

Average peak-to-trough decline

-49.44%

-67.69%

+18.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

17.50%

+1.11%

Volatility

SLVR.L vs. 3BAL.L - Volatility Comparison

WisdomTree Silver (SLVR.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) have volatilities of 17.95% and 18.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVR.L3BAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

18.73%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

56.26%

55.57%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

58.81%

70.08%

-11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.81%

77.26%

-40.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

84.83%

-52.87%

SLVR.L vs. 3BAL.L - Expense Ratio Comparison

SLVR.L has a 0.49% expense ratio, which is lower than 3BAL.L's 0.89% expense ratio.


Dividends

SLVR.L vs. 3BAL.L - Dividend Comparison

Neither SLVR.L nor 3BAL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLVR.L and 3BAL.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SLVR.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLVR.L is cheaper with a 0.49% expense ratio, compared with 0.89% for 3BAL.L.

SLVR.L is categorized as Silver, while 3BAL.L is Leveraged Equities. SLVR.L tracks Bloomberg Silver Subindex, while 3BAL.L tracks EURO STOXX Banks Daily Leverage 3 EUR Net Return Index. Their fees differ too: 0.49% for SLVR.L and 0.89% for 3BAL.L.

Portfolio Optimizer

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