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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WCOG.L achieves a 31.19% return, which is significantly higher than 3USL.L's 25.64% return. Over the past 10 years, WCOG.L has underperformed 3USL.L with an annualized return of 8.85%, while 3USL.L has yielded a comparatively higher 29.45% annualized return.


WCOG.L

1D
-1.18%
1M
-1.93%
YTD
31.19%
6M
31.55%
1Y
45.33%
3Y*
13.10%
5Y*
12.72%
10Y*
8.85%

3USL.L

1D
-0.02%
1M
13.79%
YTD
25.64%
6M
25.62%
1Y
79.49%
3Y*
46.72%
5Y*
23.57%
10Y*
29.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
31.19%7.94%4.45%-12.14%26.35%28.38%-2.08%3.07%-3.67%-4.31%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
25.64%19.79%66.86%61.97%-52.27%103.68%4.72%90.45%-23.03%54.69%

Correlation

The correlation between WCOG.L and 3USL.L is -0.24, 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

-0.24

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

-0.05

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

0.02

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

0.14

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.14

The correlation between WCOG.L and 3USL.L shifts across timeframes, from -0.24 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WCOG.L
WCOG.L Risk / Return Rank: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
Martin Ratio Rank

3USL.L
3USL.L Risk / Return Rank: 6565
Overall Rank
3USL.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 6060
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 6767
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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.


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

+0.14

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.46

1.38

+0.07

Calmar ratioReturn relative to maximum drawdown

6.62

3.16

+3.46

Martin ratioReturn relative to average drawdown

16.47

11.66

+4.80

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

The current WCOG.L Sharpe Ratio is 2.52, which is comparable to the 3USL.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of WCOG.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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Sharpe Ratios by Period


WCOG.L3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.37

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.52

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.63

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.64

+0.01

Drawdowns

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

The maximum WCOG.L drawdown since its inception was -27.05%, smaller than the maximum 3USL.L drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for WCOG.L and 3USL.L.


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Drawdown Indicators


WCOG.L3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-73.93%

+46.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-25.03%

+18.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-49.79%

+36.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-55.89%

+28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

-73.93%

+46.88%

Current Drawdown

Current decline from peak

-3.73%

-1.47%

-2.26%

Average Drawdown

Average peak-to-trough decline

-10.98%

-14.38%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

6.79%

-4.04%

Volatility

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

The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) is 6.08%, while WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 9.36%. This indicates that WCOG.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


WCOG.L3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

9.36%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

24.34%

-8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

33.30%

-15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

45.36%

-30.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

46.90%

-32.88%

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

WCOG.L has a 0.35% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.


Dividends

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

WCOG.L's dividend yield for the trailing twelve months is around 2.68%, while 3USL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Frequently Asked Questions


WCOG.L and 3USL.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.75% for 3USL.L.

WCOG.L is categorized as Commodities, while 3USL.L is Leveraged Equities. WCOG.L tracks Optimised Roll Commodity, while 3USL.L tracks S&P 500 Net Total Returns Index. Their fees differ too: 0.35% for WCOG.L and 0.75% for 3USL.L.

Portfolio Optimizer

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