XS2D.L vs. 3USL.L
Compare and contrast key facts about Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L).
XS2D.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. 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. 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 XS2D.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
XS2D.L vs. 3USL.L - Performance Comparison
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XS2D.L vs. 3USL.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% | 43.49% |
3USL.L WisdomTree S&P 500 3x Daily Leveraged GB | -15.66% | 28.97% | 64.00% | 70.49% | -57.35% | 101.77% | 7.89% | 97.98% | -27.34% | 69.34% |
Returns By Period
In the year-to-date period, XS2D.L achieves a -9.33% return, which is significantly higher than 3USL.L's -15.66% return. Over the past 10 years, XS2D.L has underperformed 3USL.L with an annualized return of 21.58%, while 3USL.L has yielded a comparatively higher 24.35% annualized 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%
3USL.L
- 1D
- 7.30%
- 1M
- -12.24%
- YTD
- -15.66%
- 6M
- -10.89%
- 1Y
- 32.90%
- 3Y*
- 37.69%
- 5Y*
- 16.51%
- 10Y*
- 24.35%
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XS2D.L vs. 3USL.L - Expense Ratio Comparison
XS2D.L has a 0.60% expense ratio, which is lower than 3USL.L's 0.75% expense ratio.
Return for Risk
XS2D.L vs. 3USL.L — Risk / Return Rank
XS2D.L
3USL.L
XS2D.L vs. 3USL.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 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.
| XS2D.L | 3USL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.70 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.22 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.23 | +0.43 |
Martin ratioReturn relative to average drawdown | 6.52 | 4.62 | +1.90 |
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 | 3USL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.70 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.35 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.50 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.52 | +0.23 |
Correlation
The correlation between XS2D.L and 3USL.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XS2D.L vs. 3USL.L - Dividend Comparison
Neither XS2D.L nor 3USL.L has paid dividends to shareholders.
Drawdowns
XS2D.L vs. 3USL.L - Drawdown Comparison
The maximum XS2D.L drawdown since its inception was -59.31%, smaller than the maximum 3USL.L drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for XS2D.L and 3USL.L.
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Drawdown Indicators
| XS2D.L | 3USL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.31% | -76.72% | +17.41% |
Max Drawdown (1Y)Largest decline over 1 year | -22.93% | -32.44% | +9.51% |
Max Drawdown (5Y)Largest decline over 5 years | -46.01% | -63.47% | +17.46% |
Max Drawdown (10Y)Largest decline over 10 years | -59.31% | -76.72% | +17.41% |
Current DrawdownCurrent decline from peak | -11.50% | -18.28% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -15.41% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 6.71% | -2.42% |
Volatility
XS2D.L vs. 3USL.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 S&P 500 3x Daily Leveraged GB (3USL.L) has a volatility of 14.11%. This indicates that XS2D.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
| XS2D.L | 3USL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.46% | 14.11% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 17.40% | 25.68% | -8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.77% | 46.72% | -14.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.69% | 47.31% | -15.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.32% | 48.37% | -16.05% |