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

Performance

SPXS.L vs. 3USL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) 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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Returns By Period

In the year-to-date period, SPXS.L achieves a 10.40% return, which is significantly lower than 3USL.L's 18.25% return. Over the past 10 years, SPXS.L has underperformed 3USL.L with an annualized return of -27.38%, while 3USL.L has yielded a comparatively higher 26.94% annualized return.


SPXS.L

1D
0.07%
1M
0.33%
6M
9.13%
YTD
10.40%
1Y
-98.77%
3Y*
-74.10%
5Y*
-54.92%
10Y*
-27.38%

3USL.L

1D
-3.71%
1M
-2.60%
6M
15.76%
YTD
18.25%
1Y
46.64%
3Y*
40.34%
5Y*
18.89%
10Y*
26.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS.L vs. 3USL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
10.40%-98.82%25.56%27.00%-18.53%29.64%17.89%30.86%-5.19%21.62%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
18.25%28.97%63.99%70.50%-57.35%101.78%7.90%97.95%-26.23%66.85%

Correlation

The correlation between SPXS.L and 3USL.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2012

0.97

The correlation between SPXS.L and 3USL.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SPXS.L vs. 3USL.L — Risk / Return Rank

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

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
Martin Ratio Rank

3USL.L
3USL.L Risk / Return Rank: 4646
Overall Rank
3USL.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 4343
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXS.L3USL.LDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

0.52

1.23

-0.71

Calmar ratioReturn relative to maximum drawdown

-1.00

1.84

-2.83

Martin ratioReturn relative to average drawdown

-1.23

6.87

-8.10

SPXS.L vs. 3USL.L - Sharpe Ratio Comparison

The current SPXS.L Sharpe Ratio is -0.99, which is lower than the 3USL.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SPXS.L and 3USL.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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Drawdowns

SPXS.L vs. 3USL.L - Drawdown Comparison

The maximum SPXS.L drawdown since its inception was -99.07%, 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 SPXS.L and 3USL.L.


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Drawdown Indicators


SPXS.L3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-76.72%

-22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-99.07%

-25.29%

-73.78%

Max Drawdown (3Y)

Largest decline over 3 years

-99.07%

-48.69%

-50.38%

Max Drawdown (5Y)

Largest decline over 5 years

-99.07%

-63.46%

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

-76.72%

-22.35%

Current Drawdown

Current decline from peak

-98.90%

-7.22%

-91.68%

Average Drawdown

Average peak-to-trough decline

-7.67%

-14.68%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.57%

6.77%

+73.80%

Volatility

SPXS.L vs. 3USL.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) is 2.73%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 9.48%. This indicates that SPXS.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


SPXS.L3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

9.48%

-6.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

27.92%

-18.69%

Volatility (1Y)

Calculated over the trailing 1-year period

99.43%

36.02%

+63.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

47.64%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.27%

48.40%

-13.13%

SPXS.L vs. 3USL.L - Expense Ratio Comparison

SPXS.L has a 0.05% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.


Dividends

SPXS.L vs. 3USL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, SPXS.L and 3USL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.75% for 3USL.L.

SPXS.L is categorized as S&P 500, while 3USL.L is Leveraged Equities. SPXS.L tracks S&P 500 Index, while 3USL.L tracks S&P 500 Net Total Returns Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.05% for SPXS.L and 0.75% for 3USL.L.

Portfolio Optimizer

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