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5QQE.L vs. QQQO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5QQE.L vs. QQQO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP GBP (QQQO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5QQE.L is traded in EUR, while QQQO.L is traded in GBp. To make them comparable, the QQQO.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5QQE.L achieves a 94.22% return, which is significantly higher than QQQO.L's 16.56% return.


5QQE.L

1D
-3.82%
1M
45.57%
YTD
94.22%
6M
81.64%
1Y
205.09%
3Y*
69.77%
5Y*
10Y*

QQQO.L

1D
-0.75%
1M
6.64%
YTD
16.56%
6M
15.65%
1Y
29.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5QQE.L vs. QQQO.L - Yearly Performance Comparison


Correlation

The correlation between 5QQE.L and QQQO.L is 0.64, 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

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.59

The correlation between 5QQE.L and QQQO.L has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

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Return for Risk

5QQE.L vs. QQQO.L — Risk / Return Rank

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

5QQE.L
5QQE.L Risk / Return Rank: 6767
Overall Rank
5QQE.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
5QQE.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
5QQE.L Omega Ratio Rank: 5959
Omega Ratio Rank
5QQE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
5QQE.L Martin Ratio Rank: 5757
Martin Ratio Rank

QQQO.L
QQQO.L Risk / Return Rank: 7373
Overall Rank
QQQO.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQO.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
QQQO.L Omega Ratio Rank: 7979
Omega Ratio Rank
QQQO.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
QQQO.L Martin Ratio Rank: 6363
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.

5QQE.L vs. QQQO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP GBP (QQQO.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.


5QQE.LQQQO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

3.64

3.96

-0.32

Martin ratioReturn relative to average drawdown

9.85

9.91

-0.05

5QQE.L vs. QQQO.L - Sharpe Ratio Comparison

The current 5QQE.L Sharpe Ratio is 2.64, which is higher than the QQQO.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of 5QQE.L and QQQO.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


5QQE.LQQQO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.99

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.99

-1.04

Drawdowns

5QQE.L vs. QQQO.L - Drawdown Comparison

The maximum 5QQE.L drawdown since its inception was -96.05%, which is greater than QQQO.L's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for 5QQE.L and QQQO.L.


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Drawdown Indicators


5QQE.LQQQO.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-24.01%

-72.04%

Max Drawdown (1Y)

Largest decline over 1 year

-56.03%

-7.50%

-48.53%

Max Drawdown (3Y)

Largest decline over 3 years

-80.97%

Current Drawdown

Current decline from peak

-31.31%

-0.75%

-30.56%

Average Drawdown

Average peak-to-trough decline

-74.99%

-5.40%

-69.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.72%

3.00%

+17.72%

Volatility

5QQE.L vs. QQQO.L - Volatility Comparison

Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) has a higher volatility of 24.60% compared to IncomeShares Nasdaq 100 Options (0DTE) ETP GBP (QQQO.L) at 3.66%. This indicates that 5QQE.L's price experiences larger fluctuations and is considered to be riskier than QQQO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5QQE.LQQQO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.60%

3.66%

+20.94%

Volatility (6M)

Calculated over the trailing 6-month period

56.93%

9.15%

+47.78%

Volatility (1Y)

Calculated over the trailing 1-year period

77.27%

14.92%

+62.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.77%

18.83%

+89.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.77%

18.83%

+89.94%

5QQE.L vs. QQQO.L - Expense Ratio Comparison

5QQE.L has a 0.75% expense ratio, which is higher than QQQO.L's 0.45% expense ratio.


Dividends

5QQE.L vs. QQQO.L - Dividend Comparison

5QQE.L has not paid dividends to shareholders, while QQQO.L's dividend yield for the trailing twelve months is around 67.52%.


Frequently Asked Questions


5QQE.L and QQQO.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQO.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQO.L is cheaper with a 0.45% expense ratio, compared with 0.75% for 5QQE.L.

Their fees differ too: 0.75% for 5QQE.L and 0.45% for QQQO.L.

Portfolio Optimizer

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