PortfoliosLab logoPortfoliosLab logo
Leverage Shares 5x Long Nasdaq 100 ETP Securities ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
XS2399364152
Inception Date
Dec 10, 2021
Leveraged
5x
Index Tracked
Invesco QQQ Trust
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Leverage Shares 5x Long Nasdaq 100 ETP Securities, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Leverage Shares 5x Long Nasdaq 100 ETP Securities (QQQ5.L) has returned -43.51% so far this year and 25.80% over the past 12 months.


Leverage Shares 5x Long Nasdaq 100 ETP Securities

1D
3.21%
1M
-32.32%
YTD
-43.51%
6M
-42.78%
1Y
25.80%
3Y*
36.17%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 14, 2021, QQQ5.L's average daily return is +0.10%, while the average monthly return is +1.57%. At this rate, your investment would double in approximately 3.7 years.

Historically, 48% of months were positive and 52% were negative. The best month was Jan 2023 with a return of +66.3%, while the worst month was Apr 2022 at -52.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, QQQ5.L closed higher 53% of trading days. The best single day was Feb 2, 2023 with a return of +27.0%, while the worst single day was Jun 10, 2022 at -26.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.32%-17.62%-32.32%-43.51%
20255.26%-28.04%-39.35%-18.58%54.51%29.45%15.14%-4.43%22.68%22.05%-14.84%-2.55%2.29%
20245.12%17.86%5.12%-19.86%14.29%47.68%-18.67%-5.92%9.77%-5.89%21.61%2.78%74.04%
202366.33%-9.66%40.68%-1.47%42.09%32.40%16.62%-10.85%-24.18%-19.81%60.96%33.11%430.61%
2022-46.57%-20.92%18.15%-52.17%-35.39%-41.70%54.80%-22.49%-41.49%-3.34%-5.43%-31.83%-96.07%
202117.02%17.02%

Benchmark Metrics

Leverage Shares 5x Long Nasdaq 100 ETP Securities has an annualized alpha of -7.70%, beta of 3.29, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since December 15, 2021.

  • This ETF captured 907.50% of S&P 500 Index gains and 253.22% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.30 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-7.70%
Beta
3.29
0.30
Upside Capture
907.50%
Downside Capture
253.22%

Expense Ratio

QQQ5.L has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QQQ5.L ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


QQQ5.L Risk / Return Rank: 2424
Overall Rank
QQQ5.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QQQ5.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
QQQ5.L Omega Ratio Rank: 3232
Omega Ratio Rank
QQQ5.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
QQQ5.L Martin Ratio Rank: 1616
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Leverage Shares 5x Long Nasdaq 100 ETP Securities (QQQ5.L) and compare them to a chosen benchmark (S&P 500 Index).


QQQ5.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.90

-0.63

Sortino ratio

Return per unit of downside risk

1.05

1.39

-0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.24

1.40

-1.15

Martin ratio

Return relative to average drawdown

0.64

6.61

-5.97

Explore QQQ5.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Leverage Shares 5x Long Nasdaq 100 ETP Securities doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Leverage Shares 5x Long Nasdaq 100 ETP Securities. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Leverage Shares 5x Long Nasdaq 100 ETP Securities was 96.40%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Leverage Shares 5x Long Nasdaq 100 ETP Securities drawdown is 79.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.4%Dec 31, 2021249Dec 28, 2022
-15.4%Dec 17, 20212Dec 20, 20212Dec 22, 20214

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...