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

Performance

5SPY.L vs. QQQY.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 IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.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 higher than QQQY.L's 15.10% return.


5SPY.L

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

QQQY.L

1D
-0.82%
1M
7.64%
YTD
15.10%
6M
14.75%
1Y
31.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities
35.46%1.52%22.67%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
15.10%14.25%7.28%

Correlation

The correlation between 5SPY.L and QQQY.L is 0.68, 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

0.68

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

0.62

The correlation between 5SPY.L and QQQY.L has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

5SPY.L vs. QQQY.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

QQQY.L
QQQY.L Risk / Return Rank: 7171
Overall Rank
QQQY.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 7070
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 7373
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. QQQY.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 IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.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.LQQQY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.33

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.77

4.32

-1.55

Martin ratioReturn relative to average drawdown

9.39

13.40

-4.02

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

The current 5SPY.L Sharpe Ratio is 2.15, which is comparable to the QQQY.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of 5SPY.L and QQQY.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.LQQQY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.18

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.02

-0.97

Drawdowns

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

The maximum 5SPY.L drawdown since its inception was -82.86%, which is greater than QQQY.L's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for 5SPY.L and QQQY.L.


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Drawdown Indicators


5SPY.LQQQY.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.86%

-19.23%

-63.63%

Max Drawdown (1Y)

Largest decline over 1 year

-42.76%

-7.34%

-35.42%

Max Drawdown (3Y)

Largest decline over 3 years

-72.55%

Current Drawdown

Current decline from peak

-2.73%

-0.93%

-1.80%

Average Drawdown

Average peak-to-trough decline

-50.64%

-3.18%

-47.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

2.37%

+10.27%

Volatility

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

Leverage Shares 5x Long US 500 ETP Securities (5SPY.L) has a higher volatility of 15.12% compared to IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) at 4.78%. This indicates that 5SPY.L's price experiences larger fluctuations and is considered to be riskier than QQQY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5SPY.LQQQY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.12%

4.78%

+10.34%

Volatility (6M)

Calculated over the trailing 6-month period

40.00%

10.22%

+29.78%

Volatility (1Y)

Calculated over the trailing 1-year period

55.20%

14.52%

+40.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.23%

20.98%

+57.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.23%

20.98%

+57.25%

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

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


Dividends

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

5SPY.L has not paid dividends to shareholders, while QQQY.L's dividend yield for the trailing twelve months is around 67.73%.


PositionTTM20252024
5SPY.L
Leverage Shares 5x Long US 500 ETP Securities
0.00%0.00%0.00%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
67.73%120.60%18.65%

Frequently Asked Questions


5SPY.L and QQQY.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

QQQY.L is cheaper with a 0.45% expense ratio, compared with 0.75% for 5SPY.L.

5SPY.L is categorized as Leveraged Equities, while QQQY.L is Nasdaq-100. Their fees differ too: 0.75% for 5SPY.L and 0.45% for QQQY.L.

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