XS2D.L vs. 3BAL.L
Compare and contrast key facts about Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L).
XS2D.L and 3BAL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS2D.L is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 2x Leveraged Daily Index. It was launched on Mar 18, 2010. 3BAL.L is a passively managed fund by WisdomTree that tracks the performance of the EURO STOXX Banks Daily Leverage 3 EUR Net Return Index. It was launched on Dec 8, 2014. Both XS2D.L and 3BAL.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
XS2D.L vs. 3BAL.L - Performance Comparison
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XS2D.L vs. 3BAL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XS2D.L Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | -9.33% | 26.58% | 45.65% | 48.87% | -39.09% | 63.03% | 20.96% | 62.86% | -15.93% | 29.05% |
3BAL.L WisdomTree EURO STOXX Banks 3x Daily Leveraged | -31.82% | 473.30% | 65.27% | 72.49% | -32.93% | 106.38% | -79.28% | 30.82% | -72.61% | 27.84% |
Different Trading Currencies
XS2D.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, XS2D.L achieves a -9.33% return, which is significantly higher than 3BAL.L's -31.82% return.
XS2D.L
- 1D
- 4.88%
- 1M
- -7.66%
- YTD
- -9.33%
- 6M
- -4.81%
- 1Y
- 29.17%
- 3Y*
- 30.43%
- 5Y*
- 16.54%
- 10Y*
- 21.58%
3BAL.L
- 1D
- 3.91%
- 1M
- -26.02%
- YTD
- -31.82%
- 6M
- -6.35%
- 1Y
- 80.96%
- 3Y*
- 116.51%
- 5Y*
- 58.67%
- 10Y*
- —
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XS2D.L vs. 3BAL.L - Expense Ratio Comparison
XS2D.L has a 0.60% expense ratio, which is lower than 3BAL.L's 0.89% expense ratio.
Return for Risk
XS2D.L vs. 3BAL.L — Risk / Return Rank
XS2D.L
3BAL.L
XS2D.L vs. 3BAL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.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.
| XS2D.L | 3BAL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.18 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.71 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.73 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.52 | 5.20 | +1.33 |
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
| XS2D.L | 3BAL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.18 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.77 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.05 | +0.70 |
Correlation
The correlation between XS2D.L and 3BAL.L is 0.50, 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
XS2D.L vs. 3BAL.L - Dividend Comparison
Neither XS2D.L nor 3BAL.L has paid dividends to shareholders.
Drawdowns
XS2D.L vs. 3BAL.L - Drawdown Comparison
The maximum XS2D.L drawdown since its inception was -59.31%, smaller than the maximum 3BAL.L drawdown of -97.97%. Use the drawdown chart below to compare losses from any high point for XS2D.L and 3BAL.L.
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Drawdown Indicators
| XS2D.L | 3BAL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.31% | -97.78% | +38.47% |
Max Drawdown (1Y)Largest decline over 1 year | -22.93% | -45.44% | +22.51% |
Max Drawdown (5Y)Largest decline over 5 years | -46.01% | -77.94% | +31.93% |
Max Drawdown (10Y)Largest decline over 10 years | -59.31% | — | — |
Current DrawdownCurrent decline from peak | -11.50% | -42.70% | +31.20% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -67.04% | +57.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 15.06% | -10.77% |
Volatility
XS2D.L vs. 3BAL.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) is 9.46%, while WisdomTree EURO STOXX Banks 3x Daily Leveraged (3BAL.L) has a volatility of 29.40%. This indicates that XS2D.L experiences smaller price fluctuations and is considered to be less risky than 3BAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XS2D.L | 3BAL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.46% | 29.40% | -19.94% |
Volatility (6M)Calculated over the trailing 6-month period | 17.40% | 50.22% | -32.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.77% | 76.36% | -44.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.69% | 76.53% | -44.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.32% | 84.80% | -52.48% |