ANAU.DE vs. HQU.TO
ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) and HQU.TO (BetaPro NASDAQ-100 2x Daily Bull ETF) are both Nasdaq-100 funds. Over the past year, ANAU.DE returned 39.48% vs 79.90% for HQU.TO. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ANAU.DE vs. HQU.TO - Performance Comparison
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Different Trading Currencies
ANAU.DE is traded in USD, while HQU.TO is traded in CAD. To make them comparable, the HQU.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ANAU.DE achieves a 19.26% return, which is significantly lower than HQU.TO's 38.96% return.
ANAU.DE
- 1D
- -0.69%
- 1M
- 6.81%
- YTD
- 19.26%
- 6M
- 18.67%
- 1Y
- 39.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HQU.TO
- 1D
- -0.83%
- 1M
- 11.58%
- YTD
- 38.96%
- 6M
- 34.28%
- 1Y
- 79.90%
- 3Y*
- 45.11%
- 5Y*
- 19.55%
- 10Y*
- 32.30%
ANAU.DE vs. HQU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc | 19.26% | 20.55% | 26.51% | 13.09% |
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | 38.96% | 32.84% | 28.95% | 26.00% |
Correlation
The correlation between ANAU.DE and HQU.TO is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2023 | 0.61 |
The correlation between ANAU.DE and HQU.TO has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
ANAU.DE vs. HQU.TO — Risk / Return Rank
ANAU.DE
HQU.TO
ANAU.DE vs. HQU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO). 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.
| ANAU.DE | HQU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.06 | +0.65 |
| Martin ratioReturn relative to average drawdown | 13.31 | 11.13 | +2.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANAU.DE | HQU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.38 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 0.18 | +1.42 |
Drawdowns
ANAU.DE vs. HQU.TO - Drawdown Comparison
The maximum ANAU.DE drawdown since its inception was -22.35%, smaller than the maximum HQU.TO drawdown of -76.46%. Use the drawdown chart below to compare losses from any high point for ANAU.DE and HQU.TO.
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Drawdown Indicators
| ANAU.DE | HQU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -76.46% | +54.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -25.71% | +14.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -43.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -67.30% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.83% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -33.28% | +30.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 7.05% | -4.01% |
Volatility
ANAU.DE vs. HQU.TO - Volatility Comparison
The current volatility for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) is 4.75%, while BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a volatility of 9.50%. This indicates that ANAU.DE experiences smaller price fluctuations and is considered to be less risky than HQU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANAU.DE | HQU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 9.50% | -4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 25.40% | -13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 33.13% | -17.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 47.78% | -29.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 47.65% | -29.25% |
Dividends
ANAU.DE vs. HQU.TO - Dividend Comparison
Neither ANAU.DE nor HQU.TO has paid dividends to shareholders.
Frequently Asked Questions
ANAU.DE and HQU.TO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: AXA IM and Global X.
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