PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, IWY achieves a 1.19% return, which is significantly lower than QQQD's 5.92% return.


IWY

1D
-0.28%
1M
-4.55%
YTD
1.19%
6M
-0.22%
1Y
16.91%
3Y*
22.20%
5Y*
14.11%
10Y*
19.31%

QQQD

1D
0.97%
1M
10.75%
YTD
5.92%
6M
8.00%
1Y
-12.65%
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
1.19%18.19%23.64%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
5.92%-20.32%-27.75%

Correlation

The correlation between IWY and QQQD is -0.90, 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

-0.90

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 -0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 2828
Overall Rank
IWY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 2929
Sortino Ratio Rank
IWY Omega Ratio Rank: 2929
Omega Ratio Rank
IWY Calmar Ratio Rank: 2323
Calmar Ratio Rank
IWY Martin Ratio Rank: 2626
Martin Ratio Rank

QQQD
QQQD Risk / Return Rank: 55
Overall Rank
QQQD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 44
Sortino Ratio Rank
QQQD Omega Ratio Rank: 44
Omega Ratio Rank
QQQD Calmar Ratio Rank: 55
Calmar Ratio Rank
QQQD Martin Ratio Rank: 55
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

+1.66

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.19

0.91

+0.27

Calmar ratioReturn relative to maximum drawdown

1.02

-0.56

+1.58

Martin ratioReturn relative to average drawdown

3.23

-0.89

+4.12

IWY vs. QQQD - Sharpe Ratio Comparison

The current IWY Sharpe Ratio is 1.05, which is higher than the QQQD Sharpe Ratio of -0.61. 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.


Loading charts...

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.


Loading charts...

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%

-22.72%

+6.09%

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

-7.33%

-42.73%

+35.40%

Average Drawdown

Average peak-to-trough decline

-4.75%

-30.65%

+25.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

14.48%

-9.24%

Volatility

IWY vs. QQQD - Volatility Comparison

The current volatility for iShares Russell Top 200 Growth ETF (IWY) is 6.07%, while Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) has a volatility of 7.24%. 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.


Loading charts...

Volatility by Period


IWYQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.24%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

15.69%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

20.86%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

26.85%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

26.85%

-5.83%

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 0.36%, less than QQQD's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.36%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
2.90%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 -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQD has higher volatility (7.24%) compared to IWY (6.07%). In terms of maximum drawdown, IWY dropped -32.68% vs QQQD's -49.47%.

On 1-year performance, IWY leads with 16.91% vs -12.65% for QQQD. On fees, IWY is cheaper at 0.20% per year. On volatility, IWY has been the lower-risk option at 6.07%. 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 16.91% return vs -12.65%. 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 2.90%, compared with 0.36% 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 (1.05 vs -0.61), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer