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QQQ3.L vs. ^GDAXI
Performance
Return for Risk
Drawdowns
Volatility

Performance

QQQ3.L vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQ3.L is traded in USD, while ^GDAXI is traded in EUR. To make them comparable, the ^GDAXI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQ3.L achieves a 42.02% return, which is significantly higher than ^GDAXI's -0.84% return. Over the past 10 years, QQQ3.L has outperformed ^GDAXI with an annualized return of 44.46%, while ^GDAXI has yielded a comparatively lower 9.94% annualized return.


QQQ3.L

1D
-2.01%
1M
2.53%
YTD
42.02%
6M
37.30%
1Y
102.92%
3Y*
60.33%
5Y*
23.94%
10Y*
44.46%

^GDAXI

1D
0.00%
1M
-0.54%
YTD
-0.84%
6M
1.95%
1Y
3.03%
3Y*
18.50%
5Y*
8.50%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ3.L vs. ^GDAXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
42.02%27.63%59.91%209.50%-79.58%87.37%131.34%128.92%-21.29%114.27%
^GDAXI
DAX Performance Index
-0.84%38.87%12.05%24.11%-17.17%6.66%13.66%22.83%-22.10%28.42%

Correlation

The correlation between QQQ3.L and ^GDAXI is 0.61, 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

0.61

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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2012

0.60

The correlation between QQQ3.L and ^GDAXI has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

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Return for Risk

QQQ3.L vs. ^GDAXI — Risk / Return Rank

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

QQQ3.L
QQQ3.L Risk / Return Rank: 6363
Overall Rank
QQQ3.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6060
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 5656
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 1717
Overall Rank
^GDAXI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 1717
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1717
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 1616
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 2020
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.

QQQ3.L vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and DAX Performance Index (^GDAXI). 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.


QQQ3.L^GDAXIDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.33

1.04

+0.28

Calmar ratioReturn relative to maximum drawdown

2.85

0.21

+2.64

Martin ratioReturn relative to average drawdown

8.90

0.67

+8.23

QQQ3.L vs. ^GDAXI - Sharpe Ratio Comparison

The current QQQ3.L Sharpe Ratio is 2.16, which is higher than the ^GDAXI Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of QQQ3.L and ^GDAXI, 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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Sharpe Ratios by Period


QQQ3.L^GDAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.17

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.41

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.48

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.22

+0.57

Drawdowns

QQQ3.L vs. ^GDAXI - Drawdown Comparison

The maximum QQQ3.L drawdown since its inception was -81.35%, which is greater than ^GDAXI's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for QQQ3.L and ^GDAXI.


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Drawdown Indicators


QQQ3.L^GDAXIDifference

Max Drawdown

Largest peak-to-trough decline

-81.35%

-60.99%

-20.36%

Max Drawdown (1Y)

Largest decline over 1 year

-35.92%

-14.36%

-21.56%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

-15.86%

-42.34%

Max Drawdown (5Y)

Largest decline over 5 years

-81.35%

-38.94%

-42.41%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

-44.80%

-36.55%

Current Drawdown

Current decline from peak

-11.26%

-4.82%

-6.44%

Average Drawdown

Average peak-to-trough decline

-19.09%

-14.86%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

4.53%

+6.99%

Volatility

QQQ3.L vs. ^GDAXI - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a higher volatility of 16.43% compared to DAX Performance Index (^GDAXI) at 5.65%. This indicates that QQQ3.L's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQ3.L^GDAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.43%

5.65%

+10.78%

Volatility (6M)

Calculated over the trailing 6-month period

35.63%

14.43%

+21.20%

Volatility (1Y)

Calculated over the trailing 1-year period

47.52%

17.61%

+29.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.30%

20.29%

+42.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.10%

20.55%

+39.55%

Frequently Asked Questions


QQQ3.L and ^GDAXI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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