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HQU.TO vs. SHLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQU.TO vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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HQU.TO vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
HQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
-13.35%26.77%40.01%16.87%
SHLD
Global X Defense Tech ETF
14.85%66.17%46.63%10.35%
Different Trading Currencies

HQU.TO is traded in CAD, while SHLD is traded in USD. To make them comparable, the SHLD 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 -13.35% return, which is significantly lower than SHLD's 14.85% return.


HQU.TO

1D
7.32%
1M
-10.19%
YTD
-13.35%
6M
-12.59%
1Y
32.69%
3Y*
32.64%
5Y*
12.86%
10Y*
26.83%

SHLD

1D
3.58%
1M
-3.12%
YTD
14.85%
6M
4.73%
1Y
52.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HQU.TO vs. SHLD - Expense Ratio Comparison


Return for Risk

HQU.TO vs. SHLD — Risk / Return Rank

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

HQU.TO
HQU.TO Risk / Return Rank: 4343
Overall Rank
HQU.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HQU.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
HQU.TO Omega Ratio Rank: 4747
Omega Ratio Rank
HQU.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
HQU.TO Martin Ratio Rank: 4040
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 9292
Overall Rank
SHLD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
SHLD Omega Ratio Rank: 8989
Omega Ratio Rank
SHLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
SHLD Martin Ratio Rank: 8888
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.

HQU.TO vs. SHLD - 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 Global X Defense Tech ETF (SHLD). 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.TOSHLDDifference

Sharpe ratio

Return per unit of total volatility

0.78

2.13

-1.34

Sortino ratio

Return per unit of downside risk

1.37

2.83

-1.45

Omega ratio

Gain probability vs. loss probability

1.20

1.36

-0.17

Calmar ratio

Return relative to maximum drawdown

1.34

3.61

-2.27

Martin ratio

Return relative to average drawdown

4.37

9.73

-5.36

HQU.TO vs. SHLD - Sharpe Ratio Comparison

The current HQU.TO Sharpe Ratio is 0.78, which is lower than the SHLD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of HQU.TO and SHLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HQU.TOSHLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.13

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

2.83

-2.79

Correlation

The correlation between HQU.TO and SHLD is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HQU.TO vs. SHLD - Dividend Comparison

HQU.TO has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.48%.


TTM202520242023
HQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.48%0.55%0.53%0.26%

Drawdowns

HQU.TO vs. SHLD - Drawdown Comparison

The maximum HQU.TO drawdown since its inception was -95.76%, which is greater than SHLD's maximum drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for HQU.TO and SHLD.


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Drawdown Indicators


HQU.TOSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-95.76%

-15.06%

-80.70%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-15.06%

-10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-64.83%

Max Drawdown (10Y)

Largest decline over 10 years

-64.83%

Current Drawdown

Current decline from peak

-20.43%

-5.82%

-14.61%

Average Drawdown

Average peak-to-trough decline

-55.79%

-2.58%

-53.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

5.18%

+2.77%

Volatility

HQU.TO vs. SHLD - Volatility Comparison

BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a higher volatility of 13.55% compared to Global X Defense Tech ETF (SHLD) at 9.22%. This indicates that HQU.TO's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQU.TOSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

9.22%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

25.67%

18.21%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

44.85%

24.66%

+20.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.92%

19.83%

+25.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.77%

19.83%

+24.94%