WisdomTree S&P 500 3x Daily Leveraged

10-Year Study

3LUS.LSE · · GB · ETF

Executive Summary: WisdomTree S&P 500 3x Daily Leveraged has compounded at 23.2% annually over the last 10 years, with a maximum drawdown of 55.7% and an annualized volatility of 37.7%.

1Y CAGR
+55.0%
3Y CAGR
+41.7%
5Y CAGR
+18.9%
10Y CAGR
+23.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
55.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +104.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -52.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.2-1.7-17.526.2————————1.2%
20258.8-13.0-19.6-11.020.112.112.50.28.89.8-2.1-0.120.2%
20245.411.99.5-9.84.617.3-1.4-0.24.12.716.8-5.066.7%
202313.8-3.83.72.51.616.87.6-3.5-10.9-10.423.014.661.3%
2022-18.8-5.515.8-19.7-9.7-21.424.9-5.2-19.812.20.1-11.6-52.3%
2021-0.64.913.815.2-0.78.76.610.1-9.014.73.29.4104.5%
20201.0-26.1-40.128.411.73.910.222.5-7.9-10.329.18.44.2%
201919.58.85.710.7-13.317.212.5-10.35.3-1.012.25.091.7%
20188.8-6.6-14.66.18.13.08.610.01.5-19.01.5-24.8-23.1%
2017———-1.23.20.94.51.81.68.36.26.135.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 37.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 97.0% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-019878.880877182528
2017-05-0110195.608128240272
2017-06-0110289.613253083844
2017-07-0110754.424646922116
2017-08-0110948.989929086469
2017-09-0111125.677849949348
2017-10-0112051.278231333055
2017-11-0112803.915142125024
2017-12-0113585.751743042727
2018-01-0114777.128895774984
2018-02-0113804.749418985757
2018-03-0111789.225910255647
2018-04-0112513.55699898695
2018-05-0113521.69119837912
2018-06-0113924.676717716464
2018-07-0115122.906858947621
2018-08-0116639.50300935582
2018-09-0116881.294320958226
2018-10-0113672.01001132233
2018-11-0113883.260830701389
2018-12-0110446.18914248257
2019-01-0112483.910374828678
2019-02-0113583.219116858354
2019-03-0114358.947619331386
2019-04-0115902.061855670105
2019-05-0113785.38227757583
2019-06-0116153.238781955786
2019-07-0118164.441928371376
2019-08-0116296.108694356715
2019-09-0117160.032179250346
2019-10-0116984.238126452536
2019-11-0119062.3323997378
2019-12-0120020.70794350754
2020-01-0120226.744532507004
2020-02-0114951.433168464337
2020-03-018963.262022525476
2020-04-0111505.869733627316
2020-05-0112855.163577855908
2020-06-0113359.9010786008
2020-07-0114722.304987783806
2020-08-0118034.384124903165
2020-09-0116607.323759013172
2020-10-0114901.972468863596
2020-11-0119233.35915618855
2020-12-0120854.686848221205
2021-01-0120723.884154698768
2021-02-0121739.76521065491
2021-03-0124745.84351349741
2021-04-0128518.41368214052
2021-05-0128330.999344496755
2021-06-0130796.734402002265
2021-07-0132837.73315058697
2021-08-0136167.68964900781
2021-09-0132912.967046064005
2021-10-0137756.83809069782
2021-11-0138972.796615219595
2021-12-0142645.551516596155
2022-01-0134634.4079613849
2022-02-0132712.74059948751
2022-03-0137873.93480722246
2022-04-0130418.032298432754
2022-05-0127458.286156963233
2022-06-0121591.38311185269
2022-07-0126956.97515046779
2022-08-0125548.5370359335
2022-09-0120497.43757821346
2022-10-0122995.947798105
2022-11-0123008.759907037722
2022-12-0120344.437161075028
2023-01-0123148.203325189206
2023-02-0122260.29438054943
2023-03-0123094.571241284786
2023-04-0123675.585483582625
2023-05-0124045.050950479712
2023-06-0128094.273285263094
2023-07-0130236.577081222815
2023-08-0129166.91496335141
2023-09-0125975.805971038673
2023-10-0123273.344854299503
2023-11-0128636.553244741077
2023-12-0132813.89666885168
2024-01-0134571.83719682975
2024-02-0138680.65073595138
2024-03-0142336.57112210238
2024-04-0138197.96198081163
2024-05-0139964.84118944044
2024-06-0146871.461772242415
2024-07-0146207.01984387104
2024-08-0146135.51039866516
2024-09-0148009.65377510279
2024-10-0149287.885108158036
2024-11-0157571.06251117335
2024-12-0154695.78690185329
2025-01-0159513.73577259997
2025-02-0151749.00184732734
2025-03-0141609.55842917586
2025-04-0137038.91305643287
2025-05-0144499.731839580476
2025-06-0149904.65407305882
2025-07-0156158.750968357075
2025-08-0156280.91293725046
2025-09-0161221.023776890535
2025-10-0167242.71497526966
2025-11-0165818.48519158573
2025-12-0165726.11882486146
2026-01-0164960.37184911508
2026-02-0163881.771050592935
2026-03-0152711.39979738991
2026-04-0166497.82492104165
Annual Return Matrix
YearAnnual Return
2018-0.23109229875100057
20190.9165561402758171
20200.04165581492257431
20211.0448905239847126
2022-0.5229411641409378
20230.6129173989455186
20240.6668482702260965
20250.20166693904232713
20260.011741239403418202
Total Factor Risk
0.3770943219364652
VTI.US Exposure
0.9697417777916331
VEA.US Exposure
0.002085094841590811
VWO.US Exposure
-0.01263052253317709
QQQ.US Exposure
0.02396536216694935
VTV.US Exposure
-0.0043219359686568135
IJR.US Exposure
-0.04793480283344057
QUAL.US Exposure
-0.025953718153294145
SHV.US Exposure
0.056863783628630024
TLT.US Exposure
0.03653335549168878
LQD.US Exposure
-0.026137676779026085
HYG.US Exposure
-0.05417771548010228
GLD.US Exposure
-0.0007320205773434082
USO.US Exposure
0.005397870903483798
VNQ.US Exposure
0.011569351003828988
BTC-USD.CC Exposure
-0.004819367003736591
CPER.US Exposure
0.006403985356097101
VIX.INDX Exposure
0.003928125126659074
UUP.US Exposure
0.006946361560412869
TIP.US Exposure
0.009185075381518875
Idiosyncratic Exposure
0.044087616076284405
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree S&P 500 3x Daily Leveraged a high-risk investment?

WisdomTree S&P 500 3x Daily Leveraged (3LUS.LSE) has an annualized volatility of 37.7% and experienced a maximum drawdown of 55.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 3LUS.LSE?

Over the past 10 years, 3LUS.LSE has generated a Compound Annual Growth Rate (CAGR) of 23.2%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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