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TQQQ vs. FUTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro QQQ (TQQQ) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQQQ achieves a 61.91% return, which is significantly higher than FUTG's -75.86% return.


TQQQ

1D
-1.55%
1M
26.46%
YTD
61.91%
6M
54.01%
1Y
132.34%
3Y*
68.49%
5Y*
27.97%
10Y*
44.95%

FUTG

1D
-1.36%
1M
-71.11%
YTD
-75.86%
6M
-77.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. FUTG - Yearly Performance Comparison


2026 (YTD)2025
TQQQ
ProShares UltraPro QQQ
61.91%4.42%
FUTG
Leverage Shares 2X Long FUTU Daily ETF
-75.86%-0.80%

Correlation

The correlation between TQQQ and FUTG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.58

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Return for Risk

TQQQ vs. FUTG — Risk / Return Rank

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

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

FUTG
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 vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.


TQQQFUTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.60

Martin ratioReturn relative to average drawdown

11.77

TQQQ vs. FUTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TQQQFUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.66

+1.40

Drawdowns

TQQQ vs. FUTG - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for TQQQ and FUTG.


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Drawdown Indicators


TQQQFUTGDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-86.19%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-2.29%

-84.51%

+82.22%

Average Drawdown

Average peak-to-trough decline

-18.52%

-40.62%

+22.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

Volatility

TQQQ vs. FUTG - Volatility Comparison


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Volatility by Period


TQQQFUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

Volatility (6M)

Calculated over the trailing 6-month period

36.04%

Volatility (1Y)

Calculated over the trailing 1-year period

47.60%

135.59%

-87.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.50%

135.59%

-69.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.95%

135.59%

-69.64%

TQQQ vs. FUTG - Expense Ratio Comparison

TQQQ has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.


Dividends

TQQQ vs. FUTG - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FUTG
Leverage Shares 2X Long FUTU Daily 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


TQQQ and FUTG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for TQQQ.

TQQQ has the higher dividend yield at 0.37%, compared with 0.00% for FUTG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for TQQQ and 0.75% for FUTG.

Portfolio Optimizer

Find the right allocation for TQQQ and FUTG

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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