PortfoliosLab logoPortfoliosLab logo
TQQQ.TO vs. ZNQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ.TO vs. ZNQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and BMO NASDAQ 100 Equity Index ETF (ZNQ.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TQQQ.TO achieves a 38.31% return, which is significantly higher than ZNQ.TO's 20.44% return.


TQQQ.TO

1D
-10.09%
1M
-4.73%
YTD
38.31%
6M
32.51%
1Y
93.21%
3Y*
5Y*
10Y*

ZNQ.TO

1D
-3.01%
1M
2.35%
YTD
20.44%
6M
19.12%
1Y
39.10%
3Y*
28.82%
5Y*
19.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ.TO vs. ZNQ.TO - Yearly Performance Comparison


Correlation

The correlation between TQQQ.TO and ZNQ.TO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.92

The correlation between TQQQ.TO and ZNQ.TO has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TQQQ.TO vs. ZNQ.TO — Risk / Return Rank

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

TQQQ.TO
TQQQ.TO Risk / Return Rank: 5151
Overall Rank
TQQQ.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TQQQ.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
TQQQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TQQQ.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank

ZNQ.TO
ZNQ.TO Risk / Return Rank: 6767
Overall Rank
ZNQ.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ZNQ.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
ZNQ.TO Omega Ratio Rank: 7272
Omega Ratio Rank
ZNQ.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
ZNQ.TO Martin Ratio Rank: 5959
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.

TQQQ.TO vs. ZNQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and BMO NASDAQ 100 Equity Index ETF (ZNQ.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.

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.


TQQQ.TOZNQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.46

3.21

-0.75

Martin ratioReturn relative to average drawdown

7.67

10.06

-2.40

TQQQ.TO vs. ZNQ.TO - Sharpe Ratio Comparison

The current TQQQ.TO Sharpe Ratio is 1.76, which is comparable to the ZNQ.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TQQQ.TO and ZNQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TQQQ.TO vs. ZNQ.TO - Drawdown Comparison

The maximum TQQQ.TO drawdown since its inception was -38.15%, which is greater than ZNQ.TO's maximum drawdown of -32.09%. Use the drawdown chart below to compare losses from any high point for TQQQ.TO and ZNQ.TO.


Loading charts...

Drawdown Indicators


TQQQ.TOZNQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.15%

-32.09%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-38.15%

-12.24%

-25.91%

Max Drawdown (3Y)

Largest decline over 3 years

-22.67%

Max Drawdown (5Y)

Largest decline over 5 years

-32.09%

Current Drawdown

Current decline from peak

-14.99%

-3.15%

-11.84%

Average Drawdown

Average peak-to-trough decline

-8.56%

-6.60%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

3.90%

+8.30%

Volatility

TQQQ.TO vs. ZNQ.TO - Volatility Comparison

BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) has a higher volatility of 27.08% compared to BMO NASDAQ 100 Equity Index ETF (ZNQ.TO) at 8.77%. This indicates that TQQQ.TO's price experiences larger fluctuations and is considered to be riskier than ZNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TQQQ.TOZNQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

27.08%

8.77%

+18.31%

Volatility (6M)

Calculated over the trailing 6-month period

43.38%

14.20%

+29.18%

Volatility (1Y)

Calculated over the trailing 1-year period

53.25%

17.52%

+35.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.03%

21.11%

+31.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.03%

22.45%

+30.58%

Dividends

TQQQ.TO vs. ZNQ.TO - Dividend Comparison

TQQQ.TO has not paid dividends to shareholders, while ZNQ.TO's dividend yield for the trailing twelve months is around 0.21%.


PositionTTM2025202420232022202120202019
TQQQ.TO
BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZNQ.TO
BMO NASDAQ 100 Equity Index ETF
0.21%0.25%0.30%0.35%0.23%0.12%0.47%0.52%

Frequently Asked Questions


With a correlation of 0.92, TQQQ.TO and ZNQ.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TQQQ.TO tracks Nasdaq-100 Index, while ZNQ.TO tracks NASDAQ-100 Index. They also come from different issuers: Global X and BMO.

Portfolio Optimizer

Find the right allocation for TQQQ.TO and ZNQ.TO

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

Open Portfolio Optimizer