HQU.TO vs. WTIU

Last updated Apr 2, 2026

Compare and contrast key facts about BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and MicroSectors Energy 3X Leveraged ETN (WTIU).

HQU.TO and WTIU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HQU.TO is managed by Global X. WTIU is a passively managed fund by REX that tracks the performance of the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). It was launched on Feb 16, 2023.

Performance

HQU.TO vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

HQU.TO vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF	-13.35%	26.77%	40.01%	61.47%
WTIU MicroSectors Energy 3X Leveraged ETN	115.93%	-20.93%	-23.58%	-29.23%

Different Trading Currencies

HQU.TO is traded in CAD, while WTIU is traded in USD. To make them comparable, the WTIU 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 WTIU's 115.93% 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%

WTIU

• 1D: -11.96%
• 1M: 19.03%
• YTD: 115.93%
• 6M: 89.31%
• 1Y: 42.67%
• 3Y*: 3.37%
• 5Y*: —
• 10Y*: —

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

HQU.TO vs. WTIU - Expense Ratio Comparison

WTIU

MicroSectors Energy 3X Leveraged ETN

Return for Risk

HQU.TO vs. WTIU — 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: 43
HQU.TO Sharpe Ratio Rank: 38
HQU.TO Sortino Ratio Rank: 47
HQU.TO Omega Ratio Rank: 47
HQU.TO Calmar Ratio Rank: 44
HQU.TO Martin Ratio Rank: 40

WTIU

WTIU Risk / Return Rank: 34
WTIU Sharpe Ratio Rank: 29
WTIU Sortino Ratio Rank: 42
WTIU Omega Ratio Rank: 43
WTIU Calmar Ratio Rank: 35
WTIU Martin Ratio Rank: 23

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. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). 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	WTIU	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.53	+0.26
Sortino ratio Return per unit of downside risk	1.37	1.17	+0.21
Omega ratio Gain probability vs. loss probability	1.20	1.17	+0.03
Calmar ratio Return relative to maximum drawdown	1.34	0.81	+0.54
Martin ratio Return relative to average drawdown	4.37	1.45	+2.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HQU.TO vs. WTIU - Sharpe Ratio Comparison

The current HQU.TO Sharpe Ratio is 0.78, which is higher than the WTIU Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of HQU.TO and WTIU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HQU.TO	WTIU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.53	+0.26
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	-0.04	+0.08

Correlation

The correlation between HQU.TO and WTIU is 0.07, 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. WTIU - Dividend Comparison

Neither HQU.TO nor WTIU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HQU.TO vs. WTIU - Drawdown Comparison

The maximum HQU.TO drawdown since its inception was -95.76%, which is greater than WTIU's maximum drawdown of -75.04%. Use the drawdown chart below to compare losses from any high point for HQU.TO and WTIU.

Drawdown Indicators

	HQU.TO	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-95.76%	-75.73%	-20.03%
Max Drawdown (1Y) Largest decline over 1 year	-25.85%	-53.11%	+27.26%
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%	-24.42%	+3.99%
Average Drawdown Average peak-to-trough decline	-55.79%	-39.49%	-16.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.95%	28.53%	-20.58%

Volatility

HQU.TO vs. WTIU - Volatility Comparison

The current volatility for BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) is 13.55%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 22.99%. This indicates that HQU.TO experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HQU.TO	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.55%	22.99%	-9.44%
Volatility (6M) Calculated over the trailing 6-month period	25.67%	46.40%	-20.73%
Volatility (1Y) Calculated over the trailing 1-year period	44.85%	81.25%	-36.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.92%	68.37%	-23.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.77%	68.37%	-23.60%