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QQQE vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQE vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

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QQQE vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
-3.54%14.58%6.98%33.76%-8.66%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-35.93%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, QQQE achieves a -3.54% return, which is significantly higher than TSLL's -35.93% return.


QQQE

1D
2.57%
1M
-5.09%
YTD
-3.54%
6M
-2.70%
1Y
13.72%
3Y*
11.59%
5Y*
6.19%
10Y*
13.22%

TSLL

1D
9.16%
1M
-16.71%
YTD
-35.93%
6M
-39.94%
1Y
34.59%
3Y*
3.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQE vs. TSLL - Expense Ratio Comparison

QQQE has a 0.35% expense ratio, which is lower than TSLL's 1.08% expense ratio.


Return for Risk

QQQE vs. TSLL — Risk / Return Rank

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

QQQE
QQQE Risk / Return Rank: 4343
Overall Rank
QQQE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QQQE Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQQE Omega Ratio Rank: 4242
Omega Ratio Rank
QQQE Calmar Ratio Rank: 4646
Calmar Ratio Rank
QQQE Martin Ratio Rank: 4848
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3333
Overall Rank
TSLL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 5050
Sortino Ratio Rank
TSLL Omega Ratio Rank: 4141
Omega Ratio Rank
TSLL Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2222
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.

QQQE vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). 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.


QQQETSLLDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.31

+0.36

Sortino ratio

Return per unit of downside risk

1.11

1.25

-0.14

Omega ratio

Gain probability vs. loss probability

1.16

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.08

0.59

+0.49

Martin ratio

Return relative to average drawdown

4.38

1.26

+3.12

QQQE vs. TSLL - Sharpe Ratio Comparison

The current QQQE Sharpe Ratio is 0.67, which is higher than the TSLL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of QQQE and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQETSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.31

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

-0.13

+0.81

Correlation

The correlation between QQQE and TSLL is 0.54, 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.


Dividends

QQQE vs. TSLL - Dividend Comparison

QQQE's dividend yield for the trailing twelve months is around 0.64%, less than TSLL's 7.98% yield.


TTM20252024202320222021202020192018201720162015
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
0.64%0.52%0.86%0.79%0.98%3.83%0.54%0.74%0.80%0.65%1.17%0.57%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.98%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQE vs. TSLL - Drawdown Comparison

The maximum QQQE drawdown since its inception was -32.14%, smaller than the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for QQQE and TSLL.


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Drawdown Indicators


QQQETSLLDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-82.88%

+50.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-51.06%

+38.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

Current Drawdown

Current decline from peak

-7.08%

-67.65%

+60.57%

Average Drawdown

Average peak-to-trough decline

-5.22%

-53.34%

+48.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

23.92%

-20.79%

Volatility

QQQE vs. TSLL - Volatility Comparison

The current volatility for Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) is 5.68%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 22.31%. This indicates that QQQE experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQETSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

22.31%

-16.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

59.24%

-48.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

110.51%

-90.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

107.90%

-87.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

107.90%

-87.19%