SPLW.L vs. 3USL.L
Compare and contrast key facts about Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L).
SPLW.L and 3USL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPLW.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Vol NTR Index. It was launched on Jul 14, 2021. 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. Both SPLW.L and 3USL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPLW.L vs. 3USL.L - Performance Comparison
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SPLW.L vs. 3USL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPLW.L Invesco S&P 500 Low Volatility UCITS ETF Acc | 1.43% | 4.80% | 13.46% | -0.49% | -4.28% | 10.45% |
3USL.L WisdomTree S&P 500 3x Daily Leveraged GB | -21.40% | 28.97% | 64.00% | 70.49% | -57.35% | 27.99% |
Returns By Period
In the year-to-date period, SPLW.L achieves a 1.43% return, which is significantly higher than 3USL.L's -21.40% return.
SPLW.L
- 1D
- -0.64%
- 1M
- -5.77%
- YTD
- 1.43%
- 6M
- 0.27%
- 1Y
- -0.54%
- 3Y*
- 7.24%
- 5Y*
- —
- 10Y*
- —
3USL.L
- 1D
- 1.94%
- 1M
- -19.26%
- YTD
- -21.40%
- 6M
- -15.40%
- 1Y
- 29.26%
- 3Y*
- 34.49%
- 5Y*
- 14.88%
- 10Y*
- 23.48%
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SPLW.L vs. 3USL.L - Expense Ratio Comparison
SPLW.L has a 0.25% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.
Return for Risk
SPLW.L vs. 3USL.L — Risk / Return Rank
SPLW.L
3USL.L
SPLW.L vs. 3USL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) 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.
| SPLW.L | 3USL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.63 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.13 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.74 | -0.82 |
Martin ratioReturn relative to average drawdown | -0.27 | 2.94 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPLW.L | 3USL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.63 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Correlation
The correlation between SPLW.L and 3USL.L is 0.52, 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
SPLW.L vs. 3USL.L - Dividend Comparison
Neither SPLW.L nor 3USL.L has paid dividends to shareholders.
Drawdowns
SPLW.L vs. 3USL.L - Drawdown Comparison
The maximum SPLW.L drawdown since its inception was -17.23%, smaller than the maximum 3USL.L drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for SPLW.L and 3USL.L.
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Drawdown Indicators
| SPLW.L | 3USL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.23% | -76.72% | +59.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -32.44% | +23.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.72% | — |
Current DrawdownCurrent decline from peak | -5.85% | -23.84% | +17.99% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -15.41% | +10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 8.12% | -5.16% |
Volatility
SPLW.L vs. 3USL.L - Volatility Comparison
The current volatility for Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) is 3.16%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 12.00%. This indicates that SPLW.L 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
| SPLW.L | 3USL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 12.00% | -8.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.93% | 24.67% | -17.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 46.24% | -33.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.30% | 47.21% | -34.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 48.33% | -36.03% |