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^GDAXI vs. QQQ3.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GDAXI vs. QQQ3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in DAX Performance Index (^GDAXI) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^GDAXI is traded in EUR, while QQQ3.L is traded in USD. To make them comparable, the QQQ3.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^GDAXI achieves a 1.10% return, which is significantly lower than QQQ3.L's 44.64% return. Over the past 10 years, ^GDAXI has underperformed QQQ3.L with an annualized return of 9.67%, while QQQ3.L has yielded a comparatively higher 44.10% annualized return.


^GDAXI

1D
0.00%
1M
1.73%
YTD
1.10%
6M
2.97%
1Y
1.87%
3Y*
15.79%
5Y*
9.71%
10Y*
9.67%

QQQ3.L

1D
-2.12%
1M
4.76%
YTD
44.64%
6M
38.53%
1Y
100.44%
3Y*
56.62%
5Y*
25.29%
10Y*
44.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GDAXI vs. QQQ3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GDAXI
DAX Performance Index
1.10%23.01%18.85%20.31%-12.35%15.79%3.55%25.48%-18.26%12.51%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
44.64%12.49%70.47%200.22%-78.32%101.39%112.27%134.09%-17.60%87.94%

Correlation

The correlation between ^GDAXI and QQQ3.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

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

0.55

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

0.61

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

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2012

0.63

The correlation between ^GDAXI and QQQ3.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

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Return for Risk

^GDAXI vs. QQQ3.L — Risk / Return Rank

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

^GDAXI
^GDAXI Risk / Return Rank: 1717
Overall Rank
^GDAXI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 1717
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1717
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 1616
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 2020
Martin Ratio Rank

QQQ3.L
QQQ3.L Risk / Return Rank: 6363
Overall Rank
QQQ3.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6060
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 5656
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.

^GDAXI vs. QQQ3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.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.


^GDAXIQQQ3.LDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.03

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

0.15

2.84

-2.69

Martin ratioReturn relative to average drawdown

0.48

8.47

-7.99

^GDAXI vs. QQQ3.L - Sharpe Ratio Comparison

The current ^GDAXI Sharpe Ratio is 0.12, which is lower than the QQQ3.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ^GDAXI and QQQ3.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


^GDAXIQQQ3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

2.12

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.41

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.81

-0.41

Drawdowns

^GDAXI vs. QQQ3.L - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, smaller than the maximum QQQ3.L drawdown of -80.26%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and QQQ3.L.


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Drawdown Indicators


^GDAXIQQQ3.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-80.26%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-35.14%

+22.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-60.23%

+44.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-80.26%

+53.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.78%

-80.26%

+41.48%

Current Drawdown

Current decline from peak

-2.60%

-10.76%

+8.16%

Average Drawdown

Average peak-to-trough decline

-15.53%

-19.00%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

11.82%

-7.95%

Volatility

^GDAXI vs. QQQ3.L - Volatility Comparison

The current volatility for DAX Performance Index (^GDAXI) is 4.89%, while WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a volatility of 15.84%. This indicates that ^GDAXI experiences smaller price fluctuations and is considered to be less risky than QQQ3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GDAXIQQQ3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

15.84%

-10.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

34.93%

-22.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

47.11%

-31.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

61.13%

-44.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

59.48%

-41.12%

Frequently Asked Questions


^GDAXI and QQQ3.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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