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QQQP vs. RGTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQP vs. RGTU - Performance Comparison

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

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Returns By Period

In the year-to-date period, QQQP achieves a 26.65% return, which is significantly higher than RGTU's -47.21% return.


QQQP

1D
-5.26%
1M
-1.02%
YTD
26.65%
6M
23.33%
1Y
61.35%
3Y*
5Y*
10Y*

RGTU

1D
-1.12%
1M
-43.27%
YTD
-47.21%
6M
-59.39%
1Y
0.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQP vs. RGTU - Yearly Performance Comparison


2026 (YTD)2025
QQQP
Tradr 2X Long Triple Q Quarterly ETF
26.65%27.41%
RGTU
Tradr 2X Long RGTI Daily ETF
-47.21%90.43%

Correlation

The correlation between QQQP and RGTU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.45

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Return for Risk

QQQP vs. RGTU — Risk / Return Rank

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

QQQP
QQQP Risk / Return Rank: 5353
Overall Rank
QQQP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 5050
Sortino Ratio Rank
QQQP Omega Ratio Rank: 5050
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5353
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5555
Martin Ratio Rank

RGTU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. RGTU - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QQQPRGTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

8.72

QQQP vs. RGTU - Sharpe Ratio Comparison


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Drawdowns

QQQP vs. RGTU - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, smaller than the maximum RGTU drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for QQQP and RGTU.


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Drawdown Indicators


QQQPRGTUDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-96.96%

+54.46%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

-96.96%

+71.61%

Current Drawdown

Current decline from peak

-7.10%

-94.10%

+87.00%

Average Drawdown

Average peak-to-trough decline

-7.26%

-63.61%

+56.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

Volatility

QQQP vs. RGTU - Volatility Comparison


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Volatility by Period


QQQPRGTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.55%

Volatility (6M)

Calculated over the trailing 6-month period

27.56%

Volatility (1Y)

Calculated over the trailing 1-year period

34.61%

218.91%

-184.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.42%

218.91%

-174.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.42%

218.91%

-174.49%

QQQP vs. RGTU - Expense Ratio Comparison

Both QQQP and RGTU have an expense ratio of 1.30%.


Dividends

QQQP vs. RGTU - Dividend Comparison

QQQP has not paid dividends to shareholders, while RGTU's dividend yield for the trailing twelve months is around 39.08%.


PositionTTM2025
QQQP
Tradr 2X Long Triple Q Quarterly ETF
0.00%0.00%
RGTU
Tradr 2X Long RGTI Daily ETF
39.08%20.63%

Frequently Asked Questions


QQQP and RGTU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, QQQP leads with 61.35% vs 0.54% for RGTU. Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQP has performed better with a 61.35% return vs 0.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQP and RGTU have the same expense ratio: 1.30% per year.

RGTU has the higher dividend yield at 39.08%, compared with 0.00% for QQQP.

Portfolio Optimizer

Find the right allocation for QQQP and RGTU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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