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

Performance

QQQ3.L vs. WCOG.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 Enhanced Commodity UCITS ETF USD (WCOG.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 WCOG.L is traded in GBp. To make them comparable, the WCOG.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 WCOG.L's 30.86% return. Over the past 10 years, QQQ3.L has outperformed WCOG.L with an annualized return of 43.93%, while WCOG.L has yielded a comparatively lower 8.06% annualized 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%

WCOG.L

1D
-1.13%
1M
-2.76%
YTD
30.86%
6M
32.52%
1Y
43.95%
3Y*
16.01%
5Y*
11.53%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ3.L vs. WCOG.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%114.27%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
30.86%16.09%2.71%-7.51%12.84%27.21%0.92%7.21%-9.13%4.80%

Correlation

The correlation between QQQ3.L and WCOG.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

0.02

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

0.09

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.15

The correlation between QQQ3.L and WCOG.L shifts across timeframes, from -0.11 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ3.L vs. WCOG.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

WCOG.L
WCOG.L Risk / Return Rank: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
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. WCOG.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 Enhanced Commodity UCITS ETF USD (WCOG.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.LWCOG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.08

Calmar ratioReturn relative to maximum drawdown

3.44

7.44

-4.00

Martin ratioReturn relative to average drawdown

10.78

16.61

-5.83

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

The current QQQ3.L Sharpe Ratio is 2.63, which is comparable to the WCOG.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of QQQ3.L and WCOG.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.LWCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.55

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.74

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.59

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.61

+0.21

Drawdowns

QQQ3.L vs. WCOG.L - Drawdown Comparison

The maximum QQQ3.L drawdown since its inception was -81.35%, which is greater than WCOG.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for QQQ3.L and WCOG.L.


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Drawdown Indicators


QQQ3.LWCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.35%

-28.45%

-52.90%

Max Drawdown (1Y)

Largest decline over 1 year

-35.92%

-5.88%

-30.04%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

-9.71%

-48.49%

Max Drawdown (5Y)

Largest decline over 5 years

-81.35%

-24.47%

-56.88%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

-28.45%

-52.90%

Current Drawdown

Current decline from peak

-2.48%

-3.96%

+1.48%

Average Drawdown

Average peak-to-trough decline

-19.62%

-10.17%

-9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

2.64%

+8.85%

Volatility

QQQ3.L vs. WCOG.L - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a higher volatility of 14.73% compared to WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) at 6.24%. This indicates that QQQ3.L's price experiences larger fluctuations and is considered to be riskier than WCOG.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.LWCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

6.24%

+8.49%

Volatility (6M)

Calculated over the trailing 6-month period

34.78%

15.44%

+19.34%

Volatility (1Y)

Calculated over the trailing 1-year period

47.01%

17.19%

+29.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.24%

15.67%

+46.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.91%

13.68%

+46.23%

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

QQQ3.L has a 0.75% expense ratio, which is higher than WCOG.L's 0.35% expense ratio.


Dividends

QQQ3.L vs. WCOG.L - Dividend Comparison

QQQ3.L has not paid dividends to shareholders, while WCOG.L's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018
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%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Frequently Asked Questions


QQQ3.L and WCOG.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.75% for QQQ3.L.

QQQ3.L is categorized as Nasdaq-100, while WCOG.L is Commodities. QQQ3.L tracks NASDAQ-100 Index (300%), while WCOG.L tracks Optimised Roll Commodity. Their fees differ too: 0.75% for QQQ3.L and 0.35% for WCOG.L.

Portfolio Optimizer

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