QQU.TO vs. QQI.TO
QQU.TO (BetaPro NASDAQ-100 2x Daily Bull ETF) and QQI.TO (BetaPro Nasdaq-100 Daily Inverse ETF) are both Nasdaq-100 funds from Global X - QQU.TO tracks the NASDAQ-100 Index while QQI.TO tracks the NASDAQ-100 Index (-100%). Both are passively managed. At a correlation of -0.85, they often move in opposite directions. QQU.TO charges 1.46%/yr vs 1.15%/yr for QQI.TO.
Performance
QQU.TO vs. QQI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, QQU.TO achieves a 39.04% return, which is significantly higher than QQI.TO's -16.09% return.
QQU.TO
- 1D
- -1.13%
- 1M
- 17.08%
- YTD
- 39.04%
- 6M
- 34.49%
- 1Y
- 77.53%
- 3Y*
- 46.17%
- 5Y*
- 22.66%
- 10Y*
- 32.96%
QQI.TO
- 1D
- 0.50%
- 1M
- -7.99%
- YTD
- -16.09%
- 6M
- -15.83%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQU.TO vs. QQI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | 39.04% | 0.97% |
QQI.TO BetaPro Nasdaq-100 Daily Inverse ETF | -16.09% | -3.15% |
Correlation
The correlation between QQU.TO and QQI.TO is -0.85, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | -0.85 |
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Return for Risk
QQU.TO vs. QQI.TO — Risk / Return Rank
QQU.TO
QQI.TO
QQU.TO vs. QQI.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 BetaPro Nasdaq-100 Daily Inverse ETF (QQI.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 | QQI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | — | — |
| Martin ratioReturn relative to average drawdown | 10.32 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQU.TO | QQI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -1.40 | +1.95 |
Drawdowns
QQU.TO vs. QQI.TO - Drawdown Comparison
The maximum QQU.TO drawdown since its inception was -78.51%, which is greater than QQI.TO's maximum drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for QQU.TO and QQI.TO.
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Drawdown Indicators
| QQU.TO | QQI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.51% | -25.19% | -53.32% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -43.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.83% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -24.77% | +23.17% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -6.98% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | — | — |
Volatility
QQU.TO vs. QQI.TO - Volatility Comparison
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Volatility by Period
| QQU.TO | QQI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.30% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.70% | 18.42% | +13.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.84% | 18.42% | +26.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.85% | 18.42% | +26.43% |
QQU.TO vs. QQI.TO - Expense Ratio Comparison
QQU.TO has a 1.46% expense ratio, which is higher than QQI.TO's 1.15% expense ratio.
Dividends
QQU.TO vs. QQI.TO - Dividend Comparison
Neither QQU.TO nor QQI.TO has paid dividends to shareholders.
Frequently Asked Questions
QQU.TO and QQI.TO have a correlation of -0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQI.TO is cheaper at 1.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQI.TO is cheaper with a 1.15% expense ratio, compared with 1.46% for QQU.TO.
QQU.TO tracks NASDAQ-100 Index, while QQI.TO tracks NASDAQ-100 Index (-100%). Their fees differ too: 1.46% for QQU.TO and 1.15% for QQI.TO.
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