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QQQ3.L vs. GGRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ3.L vs. GGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L). 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 GGRP.L is traded in GBp. To make them comparable, the GGRP.L 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 56.06% return, which is significantly higher than GGRP.L's 4.55% return.


QQQ3.L

1D
-2.48%
1M
25.62%
YTD
56.06%
6M
51.95%
1Y
124.35%
3Y*
64.10%
5Y*
26.81%
10Y*
43.93%

GGRP.L

1D
0.44%
1M
3.87%
YTD
4.55%
6M
6.12%
1Y
15.21%
3Y*
12.32%
5Y*
7.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ3.L vs. GGRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
56.06%27.64%59.91%209.50%-79.58%87.37%110.13%128.92%-21.29%72.90%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
4.55%15.14%8.02%17.51%-13.56%19.26%16.37%35.48%-10.63%22.20%

Correlation

The correlation between QQQ3.L and GGRP.L is 0.63, 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

0.63

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

0.67

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

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2017

0.59

The correlation between QQQ3.L and GGRP.L shifts across timeframes, from 0.59 (all time) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ3.L vs. GGRP.L — 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: 6969
Overall Rank
QQQ3.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6464
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 6060
Martin Ratio Rank

GGRP.L
GGRP.L Risk / Return Rank: 4646
Overall Rank
GGRP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 4545
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. GGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.


QQQ3.LGGRP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.38

1.24

+0.14

Calmar ratioReturn relative to maximum drawdown

3.44

1.48

+1.96

Martin ratioReturn relative to average drawdown

10.78

5.90

+4.88

QQQ3.L vs. GGRP.L - Sharpe Ratio Comparison

The current QQQ3.L Sharpe Ratio is 2.63, which is higher than the GGRP.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of QQQ3.L and GGRP.L, 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.LGGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.32

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.53

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.86

-0.05

Drawdowns

QQQ3.L vs. GGRP.L - Drawdown Comparison

The maximum QQQ3.L drawdown since its inception was -81.35%, which is greater than GGRP.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for QQQ3.L and GGRP.L.


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Drawdown Indicators


QQQ3.LGGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.35%

-30.97%

-50.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.92%

-10.21%

-25.71%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

-15.31%

-42.89%

Max Drawdown (5Y)

Largest decline over 5 years

-81.35%

-25.16%

-56.19%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

Current Drawdown

Current decline from peak

-2.48%

0.00%

-2.48%

Average Drawdown

Average peak-to-trough decline

-19.62%

-4.79%

-14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

2.57%

+8.92%

Volatility

QQQ3.L vs. GGRP.L - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a higher volatility of 14.73% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 3.01%. This indicates that QQQ3.L's price experiences larger fluctuations and is considered to be riskier than GGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQ3.LGGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

3.01%

+11.72%

Volatility (6M)

Calculated over the trailing 6-month period

34.78%

9.09%

+25.69%

Volatility (1Y)

Calculated over the trailing 1-year period

47.01%

11.47%

+35.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.24%

14.31%

+47.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.91%

17.44%

+42.47%

QQQ3.L vs. GGRP.L - Expense Ratio Comparison

QQQ3.L has a 0.75% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.


Dividends

QQQ3.L vs. GGRP.L - Dividend Comparison

QQQ3.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM202520242023202220212020201920182017
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
0.01%0.01%0.54%1.86%2.42%1.60%1.46%1.88%2.13%1.41%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQ3.L and GGRP.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGRP.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRP.L is cheaper with a 0.38% expense ratio, compared with 0.75% for QQQ3.L.

QQQ3.L is categorized as Nasdaq-100, while GGRP.L is Global Equities. QQQ3.L tracks NASDAQ-100 Index (300%), while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.75% for QQQ3.L and 0.38% for GGRP.L.

Portfolio Optimizer

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