FTGQ.DE vs. HQU.TO
FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) and HQU.TO (BetaPro NASDAQ-100 2x Daily Bull ETF) are both Nasdaq-100 funds. Over the past year, FTGQ.DE returned 16.15% vs 73.98% for HQU.TO. At a 0.41 correlation, their price movements are largely independent.
Performance
FTGQ.DE vs. HQU.TO - Performance Comparison
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Different Trading Currencies
FTGQ.DE is traded in EUR, while HQU.TO is traded in CAD. To make them comparable, the HQU.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTGQ.DE achieves a 7.60% return, which is significantly lower than HQU.TO's 40.74% return.
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.77%
- 1Y
- 16.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HQU.TO
- 1D
- -0.55%
- 1M
- 17.00%
- YTD
- 40.74%
- 6M
- 37.25%
- 1Y
- 73.98%
- 3Y*
- 41.31%
- 5Y*
- 20.70%
- 10Y*
- 32.03%
FTGQ.DE vs. HQU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | 40.74% | 17.08% | -4.28% |
Correlation
The correlation between FTGQ.DE and HQU.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024 | 0.41 |
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Return for Risk
FTGQ.DE vs. HQU.TO — Risk / Return Rank
FTGQ.DE
HQU.TO
FTGQ.DE vs. HQU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.
| FTGQ.DE | HQU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 3.03 | +1.19 |
| Martin ratioReturn relative to average drawdown | 11.47 | 10.33 | +1.14 |
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
| FTGQ.DE | HQU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.35 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.18 | +0.06 |
Drawdowns
FTGQ.DE vs. HQU.TO - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum HQU.TO drawdown of -75.99%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and HQU.TO.
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Drawdown Indicators
| FTGQ.DE | HQU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -75.99% | +56.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -24.79% | +20.99% |
Max Drawdown (3Y)Largest decline over 3 years | — | -45.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -65.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.25% | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.55% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -30.73% | +24.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 7.27% | -5.86% |
Volatility
FTGQ.DE vs. HQU.TO - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.30%, while BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a volatility of 8.57%. This indicates that FTGQ.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
| FTGQ.DE | HQU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 8.57% | -7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 23.89% | -18.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 32.02% | -23.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 46.19% | -33.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 46.81% | -34.12% |
Dividends
FTGQ.DE vs. HQU.TO - Dividend Comparison
Neither FTGQ.DE nor HQU.TO has paid dividends to shareholders.
Frequently Asked Questions
FTGQ.DE and HQU.TO have a correlation of 0.42, 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: First Trust and Global X.
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