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SPOG vs. QQQP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOG vs. QQQP - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPOG achieves a -49.59% return, which is significantly lower than QQQP's 26.65% return.


SPOG

1D
-1.65%
1M
-24.63%
YTD
-49.59%
6M
-49.32%
1Y
3Y*
5Y*
10Y*

QQQP

1D
-5.26%
1M
-1.02%
YTD
26.65%
6M
23.33%
1Y
61.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOG vs. QQQP - Yearly Performance Comparison


Correlation

The correlation between SPOG and QQQP is 0.22, 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 Nov 17, 2025

0.22

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Return for Risk

SPOG vs. QQQP — Risk / Return Rank

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

SPOG

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


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
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.

SPOG vs. QQQP - Risk-Adjusted Trends Comparison

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


SPOGQQQPDifference
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

SPOG vs. QQQP - Sharpe Ratio Comparison


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Drawdowns

SPOG vs. QQQP - Drawdown Comparison

The maximum SPOG drawdown since its inception was -64.41%, which is greater than QQQP's maximum drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for SPOG and QQQP.


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Drawdown Indicators


SPOGQQQPDifference

Max Drawdown

Largest peak-to-trough decline

-64.41%

-42.50%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

Current Drawdown

Current decline from peak

-59.44%

-7.10%

-52.34%

Average Drawdown

Average peak-to-trough decline

-41.38%

-7.26%

-34.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

Volatility

SPOG vs. QQQP - Volatility Comparison


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Volatility by Period


SPOGQQQPDifference

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

100.37%

34.61%

+65.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.37%

44.42%

+55.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.37%

44.42%

+55.95%

SPOG vs. QQQP - Expense Ratio Comparison

SPOG has a 0.75% expense ratio, which is lower than QQQP's 1.30% expense ratio.


Dividends

SPOG vs. QQQP - Dividend Comparison

Neither SPOG nor QQQP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPOG and QQQP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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

Portfolio Optimizer

Find the right allocation for SPOG and QQQP

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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