PortfoliosLab logoPortfoliosLab logo
2MU.L vs. 5QQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2MU.L vs. 5QQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 2MU.L achieves a 1,048.84% return, which is significantly higher than 5QQQ.L's 53.71% return.


2MU.L

1D
0.00%
1M
113.85%
YTD
1,048.84%
6M
1,176.49%
1Y
5,133.05%
3Y*
342.43%
5Y*
108.24%
10Y*

5QQQ.L

1D
-13.00%
1M
-9.96%
YTD
53.71%
6M
50.43%
1Y
154.51%
3Y*
57.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2MU.L vs. 5QQQ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2MU.L
Leverage Shares 2x Micron Technology ETC GBP
1,048.84%550.25%-30.59%142.95%-76.42%19.71%
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
53.71%-4.78%76.84%401.35%-95.59%15.05%

Correlation

The correlation between 2MU.L and 5QQQ.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

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.59

The correlation between 2MU.L and 5QQQ.L has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

2MU.L vs. 5QQQ.L — Risk / Return Rank

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

2MU.L
2MU.L Risk / Return Rank: 9999
Overall Rank
2MU.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
2MU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
2MU.L Omega Ratio Rank: 9797
Omega Ratio Rank
2MU.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
2MU.L Martin Ratio Rank: 9999
Martin Ratio Rank

5QQQ.L
5QQQ.L Risk / Return Rank: 5454
Overall Rank
5QQQ.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
5QQQ.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
5QQQ.L Omega Ratio Rank: 5050
Omega Ratio Rank
5QQQ.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
5QQQ.L Martin Ratio Rank: 4646
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.

2MU.L vs. 5QQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2MU.L5QQQ.LDifference
Sharpe ratioReturn per unit of total volatility

+33.68

Sortino ratioReturn per unit of downside risk

+4.33

Omega ratioGain probability vs. loss probability

1.84

1.30

+0.55

Calmar ratioReturn relative to maximum drawdown

96.49

2.71

+93.78

Martin ratioReturn relative to average drawdown

321.59

7.12

+314.48

2MU.L vs. 5QQQ.L - Sharpe Ratio Comparison

The current 2MU.L Sharpe Ratio is 35.56, which is higher than the 5QQQ.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of 2MU.L and 5QQQ.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.


Loading charts...

Drawdowns

2MU.L vs. 5QQQ.L - Drawdown Comparison

The maximum 2MU.L drawdown since its inception was -89.16%, smaller than the maximum 5QQQ.L drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for 2MU.L and 5QQQ.L.


Loading charts...

Drawdown Indicators


2MU.L5QQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-95.97%

+6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-53.20%

-56.68%

+3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-89.16%

-80.23%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

0.00%

-45.19%

+45.19%

Average Drawdown

Average peak-to-trough decline

-44.45%

-74.21%

+29.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.96%

21.62%

-5.66%

Volatility

2MU.L vs. 5QQQ.L - Volatility Comparison

Leverage Shares 2x Micron Technology ETC GBP (2MU.L) has a higher volatility of 45.75% compared to Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) at 32.44%. This indicates that 2MU.L's price experiences larger fluctuations and is considered to be riskier than 5QQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2MU.L5QQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.75%

32.44%

+13.31%

Volatility (6M)

Calculated over the trailing 6-month period

100.35%

63.75%

+36.60%

Volatility (1Y)

Calculated over the trailing 1-year period

144.36%

81.78%

+62.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.99%

103.59%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.94%

103.59%

+0.35%

2MU.L vs. 5QQQ.L - Expense Ratio Comparison

Both 2MU.L and 5QQQ.L have an expense ratio of 0.75%.


Dividends

2MU.L vs. 5QQQ.L - Dividend Comparison

Neither 2MU.L nor 5QQQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2MU.L and 5QQQ.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.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

2MU.L and 5QQQ.L have the same expense ratio: 0.75% per year.

2MU.L is categorized as Leveraged Equities, while 5QQQ.L is Nasdaq-100.

Portfolio Optimizer

Find the right allocation for 2MU.L and 5QQQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer