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QCMD vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMD vs. QQQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bear 1X Shares (QCMD) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCMD achieves a -37.78% return, which is significantly lower than QQQD's -2.89% return.


QCMD

1D
-5.39%
1M
-32.32%
YTD
-37.78%
6M
-38.23%
1Y
3Y*
5Y*
10Y*

QQQD

1D
1.38%
1M
-1.88%
YTD
-2.89%
6M
-2.43%
1Y
-21.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCMD vs. QQQD - Yearly Performance Comparison


Correlation

The correlation between QCMD and QQQD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.38

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Return for Risk

QCMD vs. QQQD — Risk / Return Rank

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

QCMD

QQQD
QQQD Risk / Return Rank: 22
Overall Rank
QQQD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 11
Sortino Ratio Rank
QQQD Omega Ratio Rank: 22
Omega Ratio Rank
QQQD Calmar Ratio Rank: 22
Calmar Ratio Rank
QQQD Martin Ratio Rank: 33
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.

QCMD vs. QQQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bear 1X Shares (QCMD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QCMD vs. QQQD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCMDQQQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.01

-0.86

-0.15

Drawdowns

QCMD vs. QQQD - Drawdown Comparison

The maximum QCMD drawdown since its inception was -55.59%, which is greater than QQQD's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for QCMD and QQQD.


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Drawdown Indicators


QCMDQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-55.59%

-49.47%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.65%

Current Drawdown

Current decline from peak

-54.28%

-47.50%

-6.78%

Average Drawdown

Average peak-to-trough decline

-12.96%

-30.34%

+17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.72%

Volatility

QCMD vs. QQQD - Volatility Comparison


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Volatility by Period


QCMDQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

47.23%

20.21%

+27.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.23%

26.77%

+20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.23%

26.77%

+20.46%

QCMD vs. QQQD - Expense Ratio Comparison

QCMD has a 1.00% expense ratio, which is higher than QQQD's 0.57% expense ratio.


Dividends

QCMD vs. QQQD - Dividend Comparison

QCMD's dividend yield for the trailing twelve months is around 3.82%, less than QQQD's 4.07% yield.


PositionTTM20252024
QCMD
Direxion Daily QCOM Bear 1X Shares
3.82%1.77%0.00%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
4.07%4.33%5.17%

Frequently Asked Questions


QCMD and QQQD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQD is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQD is cheaper with a 0.57% expense ratio, compared with 1.00% for QCMD.

QQQD has the higher dividend yield at 4.07%, compared with 3.82% for QCMD.

Their fees differ too: 1.00% for QCMD and 0.57% for QQQD.

Portfolio Optimizer

Find the right allocation for QCMD and QQQD

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