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FNGD vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGD vs. QQQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGD achieves a -41.82% return, which is significantly lower than QQQD's -2.89% return.


FNGD

1D
3.34%
1M
-28.48%
YTD
-41.82%
6M
-33.35%
1Y
-60.64%
3Y*
-69.29%
5Y*
-65.57%
10Y*

QQQD

1D
1.38%
1M
-1.88%
YTD
-2.89%
6M
-2.43%
1Y
-21.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGD vs. QQQD - Yearly Performance Comparison


2026 (YTD)20252024
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-41.82%-61.42%-62.58%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
-2.89%-20.32%-27.69%

Correlation

The correlation between FNGD and QQQD is 0.81, 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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

0.87

The correlation between FNGD and QQQD has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

FNGD vs. QQQD — Risk / Return Rank

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

FNGD
FNGD Risk / Return Rank: 11
Overall Rank
FNGD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 11
Sortino Ratio Rank
FNGD Omega Ratio Rank: 11
Omega Ratio Rank
FNGD Calmar Ratio Rank: 11
Calmar Ratio Rank
FNGD Martin Ratio Rank: 00
Martin Ratio Rank

QQQD
QQQD Risk / Return Rank: 22
Overall Rank
QQQD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 11
Sortino Ratio Rank
QQQD Omega Ratio Rank: 22
Omega Ratio Rank
QQQD Calmar Ratio Rank: 22
Calmar Ratio Rank
QQQD Martin Ratio Rank: 33
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.

FNGD vs. QQQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). 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.


FNGDQQQDDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

0.81

0.83

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.82

-0.10

Martin ratioReturn relative to average drawdown

-1.84

-1.23

-0.61

FNGD vs. QQQD - Sharpe Ratio Comparison

The current FNGD Sharpe Ratio is -1.04, which is comparable to the QQQD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of FNGD and QQQD, 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


FNGDQQQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

-1.08

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

-0.86

+0.08

Drawdowns

FNGD vs. QQQD - Drawdown Comparison

The maximum FNGD drawdown since its inception was -100.00%, which is greater than QQQD's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for FNGD and QQQD.


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Drawdown Indicators


FNGDQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-49.47%

-50.53%

Max Drawdown (1Y)

Largest decline over 1 year

-65.92%

-26.65%

-39.27%

Max Drawdown (3Y)

Largest decline over 3 years

-97.37%

Max Drawdown (5Y)

Largest decline over 5 years

-99.67%

Current Drawdown

Current decline from peak

-100.00%

-47.50%

-52.50%

Average Drawdown

Average peak-to-trough decline

-87.25%

-30.34%

-56.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.99%

17.72%

+15.27%

Volatility

FNGD vs. QQQD - Volatility Comparison

MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a higher volatility of 17.47% compared to Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) at 4.76%. This indicates that FNGD's price experiences larger fluctuations and is considered to be riskier than QQQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGDQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.47%

4.76%

+12.71%

Volatility (6M)

Calculated over the trailing 6-month period

45.91%

14.43%

+31.48%

Volatility (1Y)

Calculated over the trailing 1-year period

58.70%

20.21%

+38.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.78%

26.77%

+62.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.00%

26.77%

+64.23%

FNGD vs. QQQD - Expense Ratio Comparison

FNGD has a 0.95% expense ratio, which is higher than QQQD's 0.57% expense ratio.


Dividends

FNGD vs. QQQD - Dividend Comparison

FNGD has not paid dividends to shareholders, while QQQD's dividend yield for the trailing twelve months is around 4.07%.


Frequently Asked Questions


FNGD and QQQD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGD has higher volatility (17.47%) compared to QQQD (4.76%). In terms of maximum drawdown, FNGD dropped -100.00% vs QQQD's -49.47%.

On 1-year performance, QQQD leads with -21.80% vs -60.64% for FNGD. On fees, QQQD is cheaper at 0.57% per year. On volatility, QQQD has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQD has performed better with a -21.80% return vs -60.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQD is cheaper with a 0.57% expense ratio, compared with 0.95% for FNGD.

QQQD has the higher dividend yield at 4.07%, compared with 0.00% for FNGD.

FNGD is categorized as Leveraged Equities, while QQQD is Inverse Equities. FNGD tracks NYSE FANG+ Index (-300%), while QQQD tracks Indxx Magnificent 7 Index (-100%). They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for FNGD and 0.57% for QQQD.

FNGD currently has the higher Sharpe Ratio (-1.04 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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