QQQP vs. FUTG

Last updated Jun 4, 2026

QQQP (Tradr 2X Long Triple Q Quarterly ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.58 correlation means they provide meaningful diversification when combined. QQQP charges 1.30%/yr vs 0.75%/yr for FUTG.

Performance

QQQP vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQP achieves a 35.65% return, which is significantly higher than FUTG's -75.53% return.

QQQP

• 1D: -0.49%
• 1M: 18.28%
• YTD: 35.65%
• 6M: 31.31%
• 1Y: 75.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQP vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
QQQP Tradr 2X Long Triple Q Quarterly ETF	35.65%	3.99%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-0.80%

Correlation

The correlation between QQQP and FUTG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.58

Return for Risk

QQQP vs. FUTG — Risk / Return Rank

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

QQQP

QQQP Risk / Return Rank: 63
QQQP Sharpe Ratio Rank: 73
QQQP Sortino Ratio Rank: 62
QQQP Omega Ratio Rank: 60
QQQP Calmar Ratio Rank: 61
QQQP Martin Ratio Rank: 61

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.

QQQP vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.

	QQQP	FUTG	Difference
Sharpe ratio: Return per unit of total volatility	2.36	—	—
Sortino ratio: Return per unit of downside risk	2.87	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	2.99	—	—
Martin ratio: Return relative to average drawdown	10.92	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QQQP	FUTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.14	-0.66	+1.80

Drawdowns

QQQP vs. FUTG - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for QQQP and FUTG.

Drawdown Indicators

	QQQP	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-42.50%	-86.19%	+43.69%
Max Drawdown (1Y) Largest decline over 1 year	-25.35%	—	—
Current Drawdown Current decline from peak	-0.49%	-84.29%	+83.80%
Average Drawdown Average peak-to-trough decline	-7.33%	-40.35%	+33.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.92%	—	—

Volatility

Volatility by Period

	QQQP	FUTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.05%	136.01%	-103.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.80%	136.01%	-92.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.80%	136.01%	-92.21%

QQQP vs. FUTG - Expense Ratio Comparison

QQQP has a 1.30% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

QQQP vs. FUTG - Dividend Comparison

Neither QQQP nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QQQP and FUTG in my portfolio?

QQQP and FUTG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QQQP or FUTG?

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QQQP or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.30% for QQQP.

Which ETF pays a higher dividend yield, QQQP or FUTG?

QQQP and FUTG have nearly identical dividend yields, around 0.00%.

What is the main difference between QQQP and FUTG?

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for QQQP and 0.75% for FUTG.