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5SPY.L vs. QQQ3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5SPY.L vs. QQQ3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5SPY.L achieves a 35.46% return, which is significantly lower than QQQ3.L's 56.06% return.


5SPY.L

1D
0.00%
1M
22.23%
YTD
35.46%
6M
35.04%
1Y
119.12%
3Y*
55.62%
5Y*
10Y*

QQQ3.L

1D
-2.48%
1M
25.62%
YTD
56.06%
6M
51.95%
1Y
124.35%
3Y*
64.10%
5Y*
26.81%
10Y*
43.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5SPY.L vs. QQQ3.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities
35.46%1.52%98.06%100.80%-80.81%13.40%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
56.06%27.64%59.91%209.50%-79.58%11.10%

Correlation

The correlation between 5SPY.L and QQQ3.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.93

The correlation between 5SPY.L and QQQ3.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

5SPY.L vs. QQQ3.L — Risk / Return Rank

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

5SPY.L
5SPY.L Risk / Return Rank: 5757
Overall Rank
5SPY.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
5SPY.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
5SPY.L Omega Ratio Rank: 5454
Omega Ratio Rank
5SPY.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
5SPY.L Martin Ratio Rank: 5555
Martin Ratio Rank

QQQ3.L
QQQ3.L Risk / Return Rank: 6969
Overall Rank
QQQ3.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6464
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 6060
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.

5SPY.L vs. QQQ3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) 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.


5SPY.LQQQ3.LDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.33

1.38

-0.05

Calmar ratioReturn relative to maximum drawdown

2.77

3.44

-0.67

Martin ratioReturn relative to average drawdown

9.39

10.78

-1.40

5SPY.L vs. QQQ3.L - Sharpe Ratio Comparison

The current 5SPY.L Sharpe Ratio is 2.15, which is comparable to the QQQ3.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of 5SPY.L 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


5SPY.LQQQ3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.63

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.82

-0.77

Drawdowns

5SPY.L vs. QQQ3.L - Drawdown Comparison

The maximum 5SPY.L drawdown since its inception was -82.86%, roughly equal to the maximum QQQ3.L drawdown of -81.35%. Use the drawdown chart below to compare losses from any high point for 5SPY.L and QQQ3.L.


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Drawdown Indicators


5SPY.LQQQ3.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-81.35%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-42.76%

-35.92%

-6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-72.55%

-58.20%

-14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-81.35%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

Current Drawdown

Current decline from peak

-2.73%

-2.48%

-0.25%

Average Drawdown

Average peak-to-trough decline

-50.64%

-19.62%

-31.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

11.49%

+1.15%

Volatility

5SPY.L vs. QQQ3.L - Volatility Comparison

Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) have volatilities of 15.12% and 14.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5SPY.LQQQ3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.12%

14.73%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

40.00%

34.78%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

55.20%

47.01%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.23%

62.24%

+15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.23%

59.91%

+18.32%

5SPY.L vs. QQQ3.L - Expense Ratio Comparison

Both 5SPY.L and QQQ3.L have an expense ratio of 0.75%.


Dividends

5SPY.L vs. QQQ3.L - Dividend Comparison

Neither 5SPY.L nor QQQ3.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, 5SPY.L and QQQ3.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

5SPY.L and QQQ3.L have the same expense ratio: 0.75% per year.

5SPY.L is categorized as Leveraged Equities, while QQQ3.L is Nasdaq-100. They also come from different issuers: Leverage Shares and WisdomTree.

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