HQU.TO vs. ANAU.DE
HQU.TO (BetaPro NASDAQ-100 2x Daily Bull ETF) and ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) are both Nasdaq-100 funds. Over the past year, HQU.TO returned 79.57% vs 41.90% for ANAU.DE. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
HQU.TO vs. ANAU.DE - Performance Comparison
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Different Trading Currencies
HQU.TO is traded in CAD, while ANAU.DE is traded in USD. To make them comparable, the ANAU.DE values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HQU.TO achieves a 40.64% return, which is significantly higher than ANAU.DE's 21.13% return.
HQU.TO
- 1D
- -0.47%
- 1M
- 18.42%
- YTD
- 40.64%
- 6M
- 36.03%
- 1Y
- 79.57%
- 3Y*
- 46.76%
- 5Y*
- 22.94%
- 10Y*
- 33.24%
ANAU.DE
- 1D
- -0.60%
- 1M
- 8.98%
- YTD
- 21.13%
- 6M
- 19.49%
- 1Y
- 41.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HQU.TO vs. ANAU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | 40.64% | 26.77% | 40.01% | 23.15% |
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc | 21.13% | 15.03% | 37.12% | 10.53% |
Correlation
The correlation between HQU.TO and ANAU.DE is 0.59, 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 | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2023 | 0.53 |
The correlation between HQU.TO and ANAU.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
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Return for Risk
HQU.TO vs. ANAU.DE — Risk / Return Rank
HQU.TO
ANAU.DE
HQU.TO vs. ANAU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE). 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.
| HQU.TO | ANAU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.83 | -0.70 |
| Martin ratioReturn relative to average drawdown | 10.71 | 11.44 | -0.73 |
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
| HQU.TO | ANAU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.64 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 1.65 | -1.59 |
Drawdowns
HQU.TO vs. ANAU.DE - Drawdown Comparison
The maximum HQU.TO drawdown since its inception was -95.76%, which is greater than ANAU.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for HQU.TO and ANAU.DE.
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Drawdown Indicators
| HQU.TO | ANAU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.76% | -23.70% | -72.06% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -11.16% | -14.69% |
Max Drawdown (3Y)Largest decline over 3 years | -43.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.83% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.60% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -55.28% | -3.43% | -51.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 3.74% | +3.80% |
Volatility
HQU.TO vs. ANAU.DE - Volatility Comparison
BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a higher volatility of 9.23% compared to AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) at 4.70%. This indicates that HQU.TO's price experiences larger fluctuations and is considered to be riskier than ANAU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HQU.TO | ANAU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 4.70% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 11.80% | +12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.84% | 16.16% | +15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.89% | 18.59% | +26.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.87% | 18.59% | +26.28% |
Dividends
HQU.TO vs. ANAU.DE - Dividend Comparison
Neither HQU.TO nor ANAU.DE has paid dividends to shareholders.
Frequently Asked Questions
HQU.TO and ANAU.DE have a correlation of 0.59, 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: Global X and AXA IM.
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