PortfoliosLab logoPortfoliosLab logo
CRMG vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRMG vs. XDQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long CRM Daily ETF (CRMG) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRMG vs. XDQQ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRMG achieves a -54.27% return, which is significantly lower than XDQQ's -5.36% return.


CRMG

1D
-0.48%
1M
-8.73%
YTD
-54.27%
6M
-45.34%
1Y
3Y*
5Y*
10Y*

XDQQ

1D
0.12%
1M
-3.91%
YTD
-5.36%
6M
-1.53%
1Y
16.04%
3Y*
18.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CRMG vs. XDQQ - Expense Ratio Comparison

CRMG has a 0.75% expense ratio, which is lower than XDQQ's 0.79% expense ratio.


Return for Risk

CRMG vs. XDQQ — Risk / Return Rank

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

CRMG

XDQQ
XDQQ Risk / Return Rank: 4343
Overall Rank
XDQQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 4747
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5050
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.

CRMG vs. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long CRM Daily ETF (CRMG) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRMG vs. XDQQ - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


CRMGXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

0.38

-1.16

Correlation

The correlation between CRMG and XDQQ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRMG vs. XDQQ - Dividend Comparison

Neither CRMG nor XDQQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRMG vs. XDQQ - Drawdown Comparison

The maximum CRMG drawdown since its inception was -68.94%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for CRMG and XDQQ.


Loading graphics...

Drawdown Indicators


CRMGXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-68.94%

-35.63%

-33.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

Current Drawdown

Current decline from peak

-66.54%

-7.73%

-58.81%

Average Drawdown

Average peak-to-trough decline

-32.23%

-11.14%

-21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

CRMG vs. XDQQ - Volatility Comparison


Loading graphics...

Volatility by Period


CRMGXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

68.86%

21.42%

+47.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.86%

19.95%

+48.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.86%

19.95%

+48.91%