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SPYU.DE vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYU.DE vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYU.DE is traded in EUR, while TQQQ is traded in USD. To make them comparable, the TQQQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYU.DE achieves a 13.06% return, which is significantly lower than TQQQ's 66.43% return. Over the past 10 years, SPYU.DE has underperformed TQQQ with an annualized return of 10.70%, while TQQQ has yielded a comparatively higher 44.87% annualized return.


SPYU.DE

1D
-0.28%
1M
-3.02%
YTD
13.06%
6M
14.07%
1Y
26.75%
3Y*
16.61%
5Y*
11.82%
10Y*
10.70%

TQQQ

1D
0.00%
1M
29.38%
YTD
66.43%
6M
56.95%
1Y
132.17%
3Y*
64.89%
5Y*
29.58%
10Y*
44.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYU.DE vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
13.06%34.39%0.99%13.57%-7.97%8.80%11.01%31.91%2.41%9.05%
TQQQ
ProShares UltraPro QQQ
63.76%18.41%68.72%189.11%-77.79%96.67%92.74%139.12%-16.02%91.26%

Correlation

The correlation between SPYU.DE and TQQQ is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.25

The correlation between SPYU.DE and TQQQ shifts across timeframes, from 0.03 (3 years) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYU.DE vs. TQQQ — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 5757
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 5858
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6666
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
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.

SPYU.DE vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and ProShares UltraPro QQQ (TQQQ). 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.


SPYU.DETQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

3.59

3.67

-0.09

Martin ratioReturn relative to average drawdown

10.13

11.47

-1.35

SPYU.DE vs. TQQQ - Sharpe Ratio Comparison

The current SPYU.DE Sharpe Ratio is 1.79, which is lower than the TQQQ Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of SPYU.DE and TQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYU.DETQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.83

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.46

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.69

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.77

-0.20

Drawdowns

SPYU.DE vs. TQQQ - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, smaller than the maximum TQQQ drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and TQQQ.


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Drawdown Indicators


SPYU.DETQQQDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-80.51%

+47.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-36.19%

+28.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-59.74%

+46.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-80.51%

+58.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-80.51%

+47.53%

Current Drawdown

Current decline from peak

-5.24%

-0.54%

-4.70%

Average Drawdown

Average peak-to-trough decline

-5.63%

-18.33%

+12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

11.57%

-8.94%

Volatility

SPYU.DE vs. TQQQ - Volatility Comparison

The current volatility for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) is 5.85%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 12.29%. This indicates that SPYU.DE experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYU.DETQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

12.29%

-6.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

34.90%

-21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

46.93%

-32.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

65.24%

-49.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

65.41%

-48.36%

SPYU.DE vs. TQQQ - Expense Ratio Comparison

SPYU.DE has a 0.18% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Dividends

SPYU.DE vs. TQQQ - Dividend Comparison

SPYU.DE has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.37%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


SPYU.DE and TQQQ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.95% for TQQQ.

SPYU.DE is categorized as Utilities Equities, while TQQQ is Leveraged Equities. SPYU.DE tracks MSCI Europe Utilities 20/35 Capped, while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.18% for SPYU.DE and 0.95% for TQQQ.

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