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MQQQ vs. IUIT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MQQQ vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Triple Q Monthly ETF (MQQQ) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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MQQQ vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)20252024
MQQQ
Tradr 2X Long Triple Q Monthly ETF
-11.27%31.67%19.72%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
-8.54%22.93%12.58%

Returns By Period

In the year-to-date period, MQQQ achieves a -11.27% return, which is significantly lower than IUIT.L's -8.54% return.


MQQQ

1D
2.43%
1M
-8.42%
YTD
-11.27%
6M
-9.68%
1Y
40.47%
3Y*
5Y*
10Y*

IUIT.L

1D
3.97%
1M
-2.55%
YTD
-8.54%
6M
-6.57%
1Y
29.81%
3Y*
26.91%
5Y*
17.83%
10Y*
22.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MQQQ vs. IUIT.L - Expense Ratio Comparison

MQQQ has a 1.30% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


Return for Risk

MQQQ vs. IUIT.L — Risk / Return Rank

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

MQQQ
MQQQ Risk / Return Rank: 5454
Overall Rank
MQQQ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MQQQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
MQQQ Omega Ratio Rank: 5555
Omega Ratio Rank
MQQQ Calmar Ratio Rank: 6262
Calmar Ratio Rank
MQQQ Martin Ratio Rank: 5555
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6363
Overall Rank
IUIT.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6262
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5151
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.

MQQQ vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Monthly ETF (MQQQ) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.


MQQQIUIT.LDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.24

-0.37

Sortino ratio

Return per unit of downside risk

1.51

1.81

-0.30

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.69

1.68

+0.01

Martin ratio

Return relative to average drawdown

5.73

5.14

+0.58

MQQQ vs. IUIT.L - Sharpe Ratio Comparison

The current MQQQ Sharpe Ratio is 0.87, which is comparable to the IUIT.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MQQQ and IUIT.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


MQQQIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.24

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.02

-0.48

Correlation

The correlation between MQQQ and IUIT.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MQQQ vs. IUIT.L - Dividend Comparison

MQQQ's dividend yield for the trailing twelve months is around 2.27%, while IUIT.L has not paid dividends to shareholders.


Drawdowns

MQQQ vs. IUIT.L - Drawdown Comparison

The maximum MQQQ drawdown since its inception was -42.16%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for MQQQ and IUIT.L.


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Drawdown Indicators


MQQQIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-33.46%

-8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-25.23%

-17.03%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-17.75%

-13.18%

-4.57%

Average Drawdown

Average peak-to-trough decline

-7.62%

-6.08%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

5.57%

+1.89%

Volatility

MQQQ vs. IUIT.L - Volatility Comparison

Tradr 2X Long Triple Q Monthly ETF (MQQQ) has a higher volatility of 13.84% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 6.61%. This indicates that MQQQ's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MQQQIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.84%

6.61%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

26.46%

15.16%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

46.81%

24.00%

+22.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.28%

23.41%

+20.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.28%

22.47%

+21.81%