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5QQQ.L vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

5QQQ.L vs. TQQQ - Performance Comparison

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

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5QQQ.L vs. TQQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
-33.28%-4.78%76.82%401.38%-95.59%15.05%
TQQQ
ProShares UltraPro QQQ
-16.51%24.78%61.03%183.15%-76.60%4.51%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, 5QQQ.L achieves a -33.28% return, which is significantly lower than TQQQ's -19.31% return.


5QQQ.L

1D
15.91%
1M
-19.33%
YTD
-33.28%
6M
-33.86%
1Y
29.20%
3Y*
39.92%
5Y*
10Y*

TQQQ

1D
0.00%
1M
-14.84%
YTD
-19.31%
6M
-18.71%
1Y
39.94%
3Y*
41.77%
5Y*
13.74%
10Y*
35.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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5QQQ.L vs. TQQQ - Expense Ratio Comparison

5QQQ.L has a 0.75% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Return for Risk

5QQQ.L vs. TQQQ — Risk / Return Rank

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

5QQQ.L
5QQQ.L Risk / Return Rank: 2626
Overall Rank
5QQQ.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5QQQ.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
5QQQ.L Omega Ratio Rank: 3636
Omega Ratio Rank
5QQQ.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
5QQQ.L Martin Ratio Rank: 1818
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 4747
Overall Rank
TQQQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5050
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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.

5QQQ.L vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) and ProShares UltraPro QQQ (TQQQ). 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.


5QQQ.LTQQQDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.60

-0.33

Sortino ratio

Return per unit of downside risk

1.17

1.27

-0.09

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.41

1.17

-0.76

Martin ratio

Return relative to average drawdown

0.98

3.35

-2.37

5QQQ.L vs. TQQQ - Sharpe Ratio Comparison

The current 5QQQ.L Sharpe Ratio is 0.28, which is lower than the TQQQ Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 5QQQ.L and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


5QQQ.LTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.60

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.68

-0.92

Correlation

The correlation between 5QQQ.L and TQQQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

5QQQ.L vs. TQQQ - Dividend Comparison

5QQQ.L has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.73%.


TTM20252024202320222021202020192018201720162015
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.73%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

5QQQ.L vs. TQQQ - Drawdown Comparison

The maximum 5QQQ.L drawdown since its inception was -95.97%, which is greater than TQQQ's maximum drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for 5QQQ.L and TQQQ.


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Drawdown Indicators


5QQQ.LTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-95.97%

-81.66%

-14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-62.48%

-36.97%

-25.51%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-76.21%

-28.08%

-48.13%

Average Drawdown

Average peak-to-trough decline

-75.53%

-18.66%

-56.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.07%

12.13%

+13.94%

Volatility

5QQQ.L vs. TQQQ - Volatility Comparison

Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) has a higher volatility of 28.24% compared to ProShares UltraPro QQQ (TQQQ) at 18.11%. This indicates that 5QQQ.L's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5QQQ.LTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.24%

18.11%

+10.13%

Volatility (6M)

Calculated over the trailing 6-month period

71.02%

37.41%

+33.61%

Volatility (1Y)

Calculated over the trailing 1-year period

105.51%

66.68%

+38.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.93%

64.20%

+41.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.93%

64.46%

+41.47%