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QQQ3.L vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QQQ3.L and ^NDX is 0.57, 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.


-0.50.00.51.00.6

Performance

QQQ3.L vs. ^NDX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
25.46%
11.86%
QQQ3.L
^NDX

Key characteristics

Sharpe Ratio

QQQ3.L:

1.21

^NDX:

1.31

Sortino Ratio

QQQ3.L:

1.71

^NDX:

1.80

Omega Ratio

QQQ3.L:

1.23

^NDX:

1.24

Calmar Ratio

QQQ3.L:

1.49

^NDX:

1.79

Martin Ratio

QQQ3.L:

5.00

^NDX:

6.12

Ulcer Index

QQQ3.L:

12.57%

^NDX:

3.96%

Daily Std Dev

QQQ3.L:

52.10%

^NDX:

18.47%

Max Drawdown

QQQ3.L:

-81.35%

^NDX:

-82.90%

Current Drawdown

QQQ3.L:

-2.47%

^NDX:

0.00%

Returns By Period

In the year-to-date period, QQQ3.L achieves a 8.88% return, which is significantly higher than ^NDX's 5.54% return. Over the past 10 years, QQQ3.L has outperformed ^NDX with an annualized return of 34.68%, while ^NDX has yielded a comparatively lower 17.49% annualized return.


QQQ3.L

YTD

8.88%

1M

6.42%

6M

25.46%

1Y

60.45%

5Y*

27.50%

10Y*

34.68%

^NDX

YTD

5.54%

1M

3.43%

6M

11.86%

1Y

26.38%

5Y*

18.69%

10Y*

17.49%

*Annualized

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Risk-Adjusted Performance

QQQ3.L vs. ^NDX — Risk-Adjusted Performance Rank

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

QQQ3.L
The Risk-Adjusted Performance Rank of QQQ3.L is 4949
Overall Rank
The Sharpe Ratio Rank of QQQ3.L is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ3.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QQQ3.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QQQ3.L is 5353
Calmar Ratio Rank
The Martin Ratio Rank of QQQ3.L is 4949
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 5959
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQ3.L vs. ^NDX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for QQQ3.L, currently valued at 0.98, compared to the broader market0.002.004.000.981.29
The chart of Sortino ratio for QQQ3.L, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.0012.001.481.75
The chart of Omega ratio for QQQ3.L, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.24
The chart of Calmar ratio for QQQ3.L, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.201.72
The chart of Martin ratio for QQQ3.L, currently valued at 3.99, compared to the broader market0.0020.0040.0060.0080.00100.003.995.86
QQQ3.L
^NDX

The current QQQ3.L Sharpe Ratio is 1.21, which is comparable to the ^NDX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of QQQ3.L and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.98
1.29
QQQ3.L
^NDX

Drawdowns

QQQ3.L vs. ^NDX - Drawdown Comparison

The maximum QQQ3.L drawdown since its inception was -81.35%, roughly equal to the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for QQQ3.L and ^NDX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.47%
0
QQQ3.L
^NDX

Volatility

QQQ3.L vs. ^NDX - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a higher volatility of 17.98% compared to NASDAQ 100 (^NDX) at 4.80%. This indicates that QQQ3.L's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.98%
4.80%
QQQ3.L
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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