QQU.TO vs. GOOG.TO

Last updated Apr 2, 2026

Compare and contrast key facts about BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) and Alphabet CDR (CAD Hedged) (GOOG.TO).

QQU.TO is an actively managed fund by Global X. It was launched on Jun 18, 2008.

Performance

QQU.TO vs. GOOG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) and Alphabet CDR (CAD Hedged) (GOOG.TO). The values are adjusted to include any dividend payments, if applicable.

QQU.TO vs. GOOG.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF	-11.89%	26.77%	40.01%	114.00%	-61.73%	15.88%
GOOG.TO Alphabet CDR (CAD Hedged)	-6.55%	61.01%	33.55%	56.62%	-39.75%	4.65%

Returns By Period

In the year-to-date period, QQU.TO achieves a -11.89% return, which is significantly lower than GOOG.TO's -6.55% return.

QQU.TO

• 1D: 1.69%
• 1M: -8.67%
• YTD: -11.89%
• 6M: -11.12%
• 1Y: 34.93%
• 3Y*: 33.38%
• 5Y*: 13.24%
• 10Y*: 27.04%

GOOG.TO

• 1D: 2.77%
• 1M: -4.13%
• YTD: -6.55%
• 6M: 18.74%
• 1Y: 81.41%
• 3Y*: 39.21%
• 5Y*: —
• 10Y*: —

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

Return for Risk

QQU.TO vs. GOOG.TO — Risk / Return Rank

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

QQU.TO

QQU.TO Risk / Return Rank: 47
QQU.TO Sharpe Ratio Rank: 40
QQU.TO Sortino Ratio Rank: 49
QQU.TO Omega Ratio Rank: 48
QQU.TO Calmar Ratio Rank: 53
QQU.TO Martin Ratio Rank: 46

GOOG.TO

GOOG.TO Risk / Return Rank: 93
GOOG.TO Sharpe Ratio Rank: 95
GOOG.TO Sortino Ratio Rank: 95
GOOG.TO Omega Ratio Rank: 93
GOOG.TO Calmar Ratio Rank: 90
GOOG.TO Martin Ratio Rank: 94

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.

QQU.TO vs. GOOG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) and Alphabet CDR (CAD Hedged) (GOOG.TO). 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.

	QQU.TO	GOOG.TO	Difference
Sharpe ratio Return per unit of total volatility	0.78	2.72	-1.93
Sortino ratio Return per unit of downside risk	1.37	3.69	-2.32
Omega ratio Gain probability vs. loss probability	1.19	1.45	-0.26
Calmar ratio Return relative to maximum drawdown	1.44	4.01	-2.57
Martin ratio Return relative to average drawdown	4.63	15.20	-10.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQU.TO vs. GOOG.TO - Sharpe Ratio Comparison

The current QQU.TO Sharpe Ratio is 0.78, which is lower than the GOOG.TO Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of QQU.TO and GOOG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QQU.TO	GOOG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	2.72	-1.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.51	-0.03

Correlation

The correlation between QQU.TO and GOOG.TO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QQU.TO vs. GOOG.TO - Dividend Comparison

QQU.TO has not paid dividends to shareholders, while GOOG.TO's dividend yield for the trailing twelve months is around 0.29%.

	TTM	2025	2024
QQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF	0.00%	0.00%	0.00%
GOOG.TO Alphabet CDR (CAD Hedged)	0.29%	0.27%	0.31%

Drawdowns

QQU.TO vs. GOOG.TO - Drawdown Comparison

The maximum QQU.TO drawdown since its inception was -78.51%, which is greater than GOOG.TO's maximum drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for QQU.TO and GOOG.TO.

Drawdown Indicators

	QQU.TO	GOOG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-78.51%	-45.34%	-33.17%
Max Drawdown (1Y) Largest decline over 1 year	-25.85%	-21.03%	-4.82%
Max Drawdown (5Y) Largest decline over 5 years	-64.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-64.83%	—	—
Current Drawdown Current decline from peak	-19.09%	-15.05%	-4.04%
Average Drawdown Average peak-to-trough decline	-17.16%	-14.52%	-2.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.04%	5.55%	+2.49%

Volatility

QQU.TO vs. GOOG.TO - Volatility Comparison

BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) has a higher volatility of 13.58% compared to Alphabet CDR (CAD Hedged) (GOOG.TO) at 9.07%. This indicates that QQU.TO's price experiences larger fluctuations and is considered to be riskier than GOOG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQU.TO	GOOG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.58%	9.07%	+4.51%
Volatility (6M) Calculated over the trailing 6-month period	25.58%	19.57%	+6.01%
Volatility (1Y) Calculated over the trailing 1-year period	44.77%	30.14%	+14.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.87%	31.10%	+13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.76%	31.10%	+13.66%