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FTGQ.DE vs. HQU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGQ.DE vs. HQU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGQ.DE vs. HQU.TO - Yearly Performance Comparison


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

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

FTGQ.DE
FTGQ.DE Risk / Return Rank: 6363
Overall Rank
FTGQ.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTGQ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
FTGQ.DE Omega Ratio Rank: 5757
Omega Ratio Rank
FTGQ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTGQ.DE Martin Ratio Rank: 6464
Martin Ratio Rank

HQU.TO
HQU.TO Risk / Return Rank: 6868
Overall Rank
HQU.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HQU.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
HQU.TO Omega Ratio Rank: 6767
Omega Ratio Rank
HQU.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
HQU.TO Martin Ratio Rank: 6161
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.

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.DEHQU.TODifference
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

FTGQ.DE vs. HQU.TO - Sharpe Ratio Comparison

The current FTGQ.DE Sharpe Ratio is 1.86, which is comparable to the HQU.TO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FTGQ.DE and HQU.TO, 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


FTGQ.DEHQU.TODifference

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.DEHQU.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.17%

-0.55%

+0.38%

Average Drawdown

Average peak-to-trough decline

-5.88%

-30.73%

+24.85%

Ulcer Index

Depth 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.DEHQU.TODifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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