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LQQ3.L vs. INTL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQQ3.L vs. INTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). The values are adjusted to include any dividend payments, if applicable.

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LQQ3.L vs. INTL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
-18.74%18.96%62.50%192.06%-77.11%89.86%102.98%89.41%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
-0.02%14.50%13.58%48.71%-35.12%17.36%68.98%32.12%

Returns By Period

In the year-to-date period, LQQ3.L achieves a -18.74% return, which is significantly lower than INTL.L's -0.02% return.


LQQ3.L

1D
8.79%
1M
-10.53%
YTD
-18.74%
6M
-15.76%
1Y
41.33%
3Y*
42.30%
5Y*
13.83%
10Y*

INTL.L

1D
4.07%
1M
-2.57%
YTD
-0.02%
6M
2.66%
1Y
41.82%
3Y*
16.18%
5Y*
7.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQQ3.L vs. INTL.L - Expense Ratio Comparison

LQQ3.L has a 0.75% expense ratio, which is higher than INTL.L's 0.40% expense ratio.


Return for Risk

LQQ3.L vs. INTL.L — Risk / Return Rank

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

LQQ3.L
LQQ3.L Risk / Return Rank: 3838
Overall Rank
LQQ3.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LQQ3.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
LQQ3.L Omega Ratio Rank: 4242
Omega Ratio Rank
LQQ3.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQQ3.L Martin Ratio Rank: 3232
Martin Ratio Rank

INTL.L
INTL.L Risk / Return Rank: 7878
Overall Rank
INTL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
INTL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
INTL.L Omega Ratio Rank: 7070
Omega Ratio Rank
INTL.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
INTL.L Martin Ratio Rank: 7575
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.

LQQ3.L vs. INTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). 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.


LQQ3.LINTL.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.54

-0.81

Sortino ratio

Return per unit of downside risk

1.32

2.10

-0.78

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.10

2.71

-1.61

Martin ratio

Return relative to average drawdown

3.36

8.39

-5.03

LQQ3.L vs. INTL.L - Sharpe Ratio Comparison

The current LQQ3.L Sharpe Ratio is 0.73, which is lower than the INTL.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of LQQ3.L and INTL.L, 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


LQQ3.LINTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.54

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.31

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.71

-0.20

Correlation

The correlation between LQQ3.L and INTL.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LQQ3.L vs. INTL.L - Dividend Comparison

Neither LQQ3.L nor INTL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LQQ3.L vs. INTL.L - Drawdown Comparison

The maximum LQQ3.L drawdown since its inception was -79.16%, which is greater than INTL.L's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for LQQ3.L and INTL.L.


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Drawdown Indicators


LQQ3.LINTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.16%

-37.71%

-41.45%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-15.10%

-20.54%

Max Drawdown (5Y)

Largest decline over 5 years

-79.16%

-36.92%

-42.24%

Current Drawdown

Current decline from peak

-28.72%

-8.06%

-20.66%

Average Drawdown

Average peak-to-trough decline

-23.66%

-11.22%

-12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.66%

4.88%

+6.78%

Volatility

LQQ3.L vs. INTL.L - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.L) has a higher volatility of 16.42% compared to WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) at 8.08%. This indicates that LQQ3.L's price experiences larger fluctuations and is considered to be riskier than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQQ3.LINTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

8.08%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

18.94%

+15.58%

Volatility (1Y)

Calculated over the trailing 1-year period

56.99%

27.10%

+29.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.35%

25.38%

+33.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.57%

26.15%

+33.42%