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GPT vs. 5QQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPT vs. 5QQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Alpha Atlas ETF (GPT) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GPT is traded in USD, while 5QQQ.L is traded in GBp. To make them comparable, the 5QQQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GPT achieves a 12.68% return, which is significantly lower than 5QQQ.L's 98.30% return.


GPT

1D
-0.31%
1M
2.33%
YTD
12.68%
6M
11.45%
1Y
31.43%
3Y*
5Y*
10Y*

5QQQ.L

1D
-0.56%
1M
56.79%
YTD
98.30%
6M
85.67%
1Y
227.72%
3Y*
79.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPT vs. 5QQQ.L - Yearly Performance Comparison


2026 (YTD)20252024
GPT
Intelligent Alpha Atlas ETF
12.68%24.85%-3.42%
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
98.30%2.40%34.20%

Correlation

The correlation between GPT and 5QQQ.L is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2024

0.51

The correlation between GPT and 5QQQ.L has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

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Return for Risk

GPT vs. 5QQQ.L — Risk / Return Rank

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

GPT
GPT Risk / Return Rank: 6060
Overall Rank
GPT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GPT Sortino Ratio Rank: 5252
Sortino Ratio Rank
GPT Omega Ratio Rank: 5353
Omega Ratio Rank
GPT Calmar Ratio Rank: 7171
Calmar Ratio Rank
GPT Martin Ratio Rank: 7373
Martin Ratio Rank

5QQQ.L
5QQQ.L Risk / Return Rank: 6666
Overall Rank
5QQQ.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
5QQQ.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
5QQQ.L Omega Ratio Rank: 6363
Omega Ratio Rank
5QQQ.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
5QQQ.L 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.

GPT vs. 5QQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Alpha Atlas ETF (GPT) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L). 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.


GPT5QQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.52

3.60

-0.08

Martin ratioReturn relative to average drawdown

13.47

8.36

+5.11

GPT vs. 5QQQ.L - Sharpe Ratio Comparison

The current GPT Sharpe Ratio is 1.79, which is comparable to the 5QQQ.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of GPT and 5QQQ.L, 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


GPT5QQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.52

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

-0.03

+0.99

Drawdowns

GPT vs. 5QQQ.L - Drawdown Comparison

The maximum GPT drawdown since its inception was -25.59%, smaller than the maximum 5QQQ.L drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for GPT and 5QQQ.L.


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Drawdown Indicators


GPT5QQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-96.41%

+70.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-62.83%

+53.86%

Max Drawdown (3Y)

Largest decline over 3 years

-80.22%

Current Drawdown

Current decline from peak

-0.76%

-29.52%

+28.76%

Average Drawdown

Average peak-to-trough decline

-4.26%

-75.63%

+71.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

27.12%

-24.78%

Volatility

GPT vs. 5QQQ.L - Volatility Comparison

The current volatility for Intelligent Alpha Atlas ETF (GPT) is 4.79%, while Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) has a volatility of 23.41%. This indicates that GPT experiences smaller price fluctuations and is considered to be less risky than 5QQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPT5QQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

23.41%

-18.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

57.94%

-43.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

90.12%

-72.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

107.72%

-87.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

107.72%

-87.03%

GPT vs. 5QQQ.L - Expense Ratio Comparison

GPT has a 0.69% expense ratio, which is lower than 5QQQ.L's 0.75% expense ratio.


Dividends

GPT vs. 5QQQ.L - Dividend Comparison

GPT's dividend yield for the trailing twelve months is around 0.67%, while 5QQQ.L has not paid dividends to shareholders.


PositionTTM20252024
5QQQ.L
Leverage Shares 5x Long Nasdaq 100 ETP Securities
0.00%0.00%0.00%
GPT
Intelligent Alpha Atlas ETF
0.67%0.75%0.19%

Frequently Asked Questions


GPT and 5QQQ.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPT is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPT is cheaper with a 0.69% expense ratio, compared with 0.75% for 5QQQ.L.

GPT is categorized as Global Equities, while 5QQQ.L is Nasdaq-100. They also come from different issuers: Intelligent Alpha and Leverage Shares. Their fees differ too: 0.69% for GPT and 0.75% for 5QQQ.L.

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