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LQQ.PA vs. IWFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQQ.PA vs. IWFL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQQ.PA is traded in EUR, while IWFL is traded in USD. To make them comparable, the IWFL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQQ.PA achieves a 40.35% return, which is significantly higher than IWFL's 7.59% return.


LQQ.PA

1D
5.42%
1M
8.04%
YTD
40.35%
6M
42.90%
1Y
81.16%
3Y*
42.81%
5Y*
10Y*

IWFL

1D
3.92%
1M
0.35%
YTD
7.59%
6M
9.43%
1Y
38.04%
3Y*
31.76%
5Y*
18.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQQ.PA vs. IWFL - Yearly Performance Comparison


2026 (YTD)202520242023
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
40.35%14.16%57.00%75.85%
IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
7.59%4.47%72.63%58.08%

Correlation

The correlation between LQQ.PA and IWFL is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.62

The correlation between LQQ.PA and IWFL has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

LQQ.PA vs. IWFL — Risk / Return Rank

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

LQQ.PA
LQQ.PA Risk / Return Rank: 7676
Overall Rank
LQQ.PA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 7676
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 7575
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 7878
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 6767
Martin Ratio Rank

IWFL
IWFL Risk / Return Rank: 3131
Overall Rank
IWFL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IWFL Sortino Ratio Rank: 3232
Sortino Ratio Rank
IWFL Omega Ratio Rank: 3434
Omega Ratio Rank
IWFL Calmar Ratio Rank: 2626
Calmar Ratio Rank
IWFL Martin Ratio Rank: 2828
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.

LQQ.PA vs. IWFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). 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.


LQQ.PAIWFLDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.40

1.21

+0.18

Calmar ratioReturn relative to maximum drawdown

3.65

1.20

+2.46

Martin ratioReturn relative to average drawdown

11.21

3.56

+7.65

LQQ.PA vs. IWFL - Sharpe Ratio Comparison

The current LQQ.PA Sharpe Ratio is 2.50, which is higher than the IWFL Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of LQQ.PA and IWFL, 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

LQQ.PA vs. IWFL - Drawdown Comparison

The maximum LQQ.PA drawdown since its inception was -44.66%, smaller than the maximum IWFL drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for LQQ.PA and IWFL.


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Drawdown Indicators


LQQ.PAIWFLDifference

Max Drawdown

Largest peak-to-trough decline

-44.66%

-55.75%

+11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-21.88%

-31.97%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-44.66%

-49.20%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-55.75%

Current Drawdown

Current decline from peak

-1.10%

-6.07%

+4.97%

Average Drawdown

Average peak-to-trough decline

-7.19%

-19.11%

+11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

10.72%

-3.55%

Volatility

LQQ.PA vs. IWFL - Volatility Comparison

Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a higher volatility of 12.35% compared to ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) at 9.21%. This indicates that LQQ.PA's price experiences larger fluctuations and is considered to be riskier than IWFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQQ.PAIWFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.35%

9.21%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

24.49%

25.54%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

32.04%

32.52%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.49%

45.99%

-10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.49%

45.41%

-9.92%

LQQ.PA vs. IWFL - Expense Ratio Comparison

LQQ.PA has a 0.60% expense ratio, which is lower than IWFL's 0.95% expense ratio.


Dividends

LQQ.PA vs. IWFL - Dividend Comparison

Neither LQQ.PA nor IWFL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LQQ.PA and IWFL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQQ.PA is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQQ.PA is cheaper with a 0.60% expense ratio, compared with 0.95% for IWFL.

LQQ.PA is categorized as Nasdaq-100, while IWFL is Leveraged Equities. LQQ.PA tracks Nasdaq 100® Leverage (2x) index, while IWFL tracks Russell 1000 Growth (200%). They also come from different issuers: Amundi and UBS. Their fees differ too: 0.60% for LQQ.PA and 0.95% for IWFL.

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