NASD.L vs. TQQQ
Compare and contrast key facts about Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and ProShares UltraPro QQQ (TQQQ).
NASD.L and TQQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NASD.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 17, 2019. TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010. Both NASD.L and TQQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASD.L or TQQQ.
Key characteristics
| NASD.L | TQQQ | |
|---|---|---|
| YTD Return | 25.48% | 64.96% |
| 1Y Return | 38.34% | 119.79% |
| 3Y Return (Ann) | 9.76% | 0.92% |
| 5Y Return (Ann) | 21.42% | 36.02% |
| Sharpe Ratio | 2.32 | 2.20 |
| Sortino Ratio | 3.09 | 2.54 |
| Omega Ratio | 1.41 | 1.34 |
| Calmar Ratio | 3.09 | 2.04 |
| Martin Ratio | 10.83 | 9.24 |
| Ulcer Index | 3.52% | 12.40% |
| Daily Std Dev | 16.33% | 52.07% |
| Max Drawdown | -35.01% | -81.66% |
| Current Drawdown | 0.00% | -3.47% |
Correlation
The correlation between NASD.L and TQQQ is 0.61, 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.
Performance
NASD.L vs. TQQQ - Performance Comparison
In the year-to-date period, NASD.L achieves a 25.48% return, which is significantly lower than TQQQ's 64.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NASD.L vs. TQQQ - Expense Ratio Comparison
NASD.L has a 0.30% expense ratio, which is lower than TQQQ's 0.95% expense ratio.
Risk-Adjusted Performance
NASD.L vs. TQQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and ProShares UltraPro QQQ (TQQQ). 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.
Dividends
NASD.L vs. TQQQ - Dividend Comparison
NASD.L has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.66% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.15% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
Drawdowns
NASD.L vs. TQQQ - Drawdown Comparison
The maximum NASD.L drawdown since its inception was -35.01%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for NASD.L and TQQQ. For additional features, visit the drawdowns tool.
Volatility
NASD.L vs. TQQQ - Volatility Comparison
The current volatility for Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) is 4.75%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 15.47%. This indicates that NASD.L experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.