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IWY vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWY vs. QQQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Growth ETF (IWY) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWY achieves a 4.73% return, which is significantly higher than QQQD's -3.83% return.


IWY

1D
0.27%
1M
-0.64%
6M
5.82%
YTD
4.73%
1Y
16.39%
3Y*
21.97%
5Y*
14.13%
10Y*
19.00%

QQQD

1D
-2.38%
1M
-3.43%
6M
-5.40%
YTD
-3.83%
1Y
-17.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWY vs. QQQD - Yearly Performance Comparison


2026 (YTD)20252024
IWY
iShares Russell Top 200 Growth ETF
4.73%18.19%23.64%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
-3.83%-20.32%-27.75%

Correlation

The correlation between IWY and QQQD is -0.89, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.89

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2024

-0.91

The correlation between IWY and QQQD has been stable across timeframes, ranging from -0.91 to -0.89 - a consistent structural relationship.

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Return for Risk

IWY vs. QQQD — Risk / Return Rank

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

IWY
IWY Risk / Return Rank: 2929
Overall Rank
IWY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 3131
Sortino Ratio Rank
IWY Omega Ratio Rank: 3030
Omega Ratio Rank
IWY Calmar Ratio Rank: 2525
Calmar Ratio Rank
IWY Martin Ratio Rank: 2727
Martin Ratio Rank

QQQD
QQQD Risk / Return Rank: 33
Overall Rank
QQQD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 33
Sortino Ratio Rank
QQQD Omega Ratio Rank: 33
Omega Ratio Rank
QQQD Calmar Ratio Rank: 33
Calmar Ratio Rank
QQQD Martin Ratio Rank: 22
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.

IWY vs. QQQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Growth ETF (IWY) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWYQQQDDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.17

0.88

+0.30

Calmar ratioReturn relative to maximum drawdown

0.99

-0.81

+1.80

Martin ratioReturn relative to average drawdown

3.04

-1.39

+4.44

IWY vs. QQQD - Sharpe Ratio Comparison

The current IWY Sharpe Ratio is 0.97, which is higher than the QQQD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of IWY and QQQD, 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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Drawdowns

IWY vs. QQQD - Drawdown Comparison

The maximum IWY drawdown since its inception was -32.68%, smaller than the maximum QQQD drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for IWY and QQQD.


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Drawdown Indicators


IWYQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-32.68%

-49.47%

+16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-21.94%

+5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

Current Drawdown

Current decline from peak

-4.09%

-48.00%

+43.91%

Average Drawdown

Average peak-to-trough decline

-4.75%

-30.99%

+26.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

12.82%

-7.42%

Volatility

IWY vs. QQQD - Volatility Comparison

The current volatility for iShares Russell Top 200 Growth ETF (IWY) is 6.69%, while Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) has a volatility of 8.05%. This indicates that IWY experiences smaller price fluctuations and is considered to be less risky than QQQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWYQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

8.05%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

16.75%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

21.46%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

26.83%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

26.83%

-5.77%

IWY vs. QQQD - Expense Ratio Comparison

IWY has a 0.20% expense ratio, which is lower than QQQD's 0.57% expense ratio.


Dividends

IWY vs. QQQD - Dividend Comparison

IWY's dividend yield for the trailing twelve months is around 0.35%, less than QQQD's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.35%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
3.20%4.33%5.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWY and QQQD have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQD has higher volatility (8.05%) compared to IWY (6.69%). In terms of maximum drawdown, IWY dropped -32.68% vs QQQD's -49.47%.

On 1-year performance, IWY leads with 16.39% vs -17.81% for QQQD. On fees, IWY is cheaper at 0.20% per year. On volatility, IWY has been the lower-risk option at 6.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWY has performed better with a 16.39% return vs -17.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWY is cheaper with a 0.20% expense ratio, compared with 0.57% for QQQD.

QQQD has the higher dividend yield at 3.20%, compared with 0.35% for IWY.

IWY is categorized as Large Cap Growth Equities, while QQQD is Inverse Equities. IWY tracks Russell Top 200 Growth Index, while QQQD tracks Indxx Magnificent 7 Index (-100%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.20% for IWY and 0.57% for QQQD.

IWY currently has the higher Sharpe Ratio (0.97 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IWY and QQQD

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