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XDWH.DE vs. QQQ3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWH.DE vs. QQQ3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWH.DE is traded in EUR, while QQQ3.L is traded in USD. To make them comparable, the QQQ3.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWH.DE achieves a -1.98% return, which is significantly lower than QQQ3.L's 44.64% return. Over the past 10 years, XDWH.DE has underperformed QQQ3.L with an annualized return of 7.61%, while QQQ3.L has yielded a comparatively higher 44.10% annualized return.


XDWH.DE

1D
2.85%
1M
5.50%
YTD
-1.98%
6M
-1.51%
1Y
8.93%
3Y*
2.67%
5Y*
5.50%
10Y*
7.61%

QQQ3.L

1D
-2.12%
1M
4.76%
YTD
44.64%
6M
38.53%
1Y
100.44%
3Y*
56.62%
5Y*
25.29%
10Y*
44.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWH.DE vs. QQQ3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C
-1.98%2.21%7.44%0.04%-0.07%30.55%2.69%27.24%5.96%5.52%
QQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
44.64%12.49%70.47%200.22%-78.32%101.39%112.27%134.09%-17.60%87.94%

Correlation

The correlation between XDWH.DE and QQQ3.L is 0.09, 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

0.09

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

0.21

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

0.34

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2016

0.49

Over the past year, the correlation between XDWH.DE and QQQ3.L has dropped to 0.09 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

XDWH.DE vs. QQQ3.L — Risk / Return Rank

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

XDWH.DE
XDWH.DE Risk / Return Rank: 2121
Overall Rank
XDWH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWH.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XDWH.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWH.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDWH.DE Martin Ratio Rank: 2020
Martin Ratio Rank

QQQ3.L
QQQ3.L Risk / Return Rank: 6363
Overall Rank
QQQ3.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6060
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 5656
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.

XDWH.DE vs. QQQ3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) and WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L). 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.


XDWH.DEQQQ3.LDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

0.93

2.84

-1.92

Martin ratioReturn relative to average drawdown

2.28

8.47

-6.19

XDWH.DE vs. QQQ3.L - Sharpe Ratio Comparison

The current XDWH.DE Sharpe Ratio is 0.70, which is lower than the QQQ3.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XDWH.DE and QQQ3.L, 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


XDWH.DEQQQ3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.12

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.41

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.74

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.81

-0.26

Drawdowns

XDWH.DE vs. QQQ3.L - Drawdown Comparison

The maximum XDWH.DE drawdown since its inception was -26.08%, smaller than the maximum QQQ3.L drawdown of -80.26%. Use the drawdown chart below to compare losses from any high point for XDWH.DE and QQQ3.L.


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Drawdown Indicators


XDWH.DEQQQ3.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.08%

-80.26%

+54.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-35.14%

+24.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-60.23%

+39.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-80.26%

+59.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.08%

-80.26%

+54.18%

Current Drawdown

Current decline from peak

-8.51%

-10.76%

+2.25%

Average Drawdown

Average peak-to-trough decline

-4.82%

-19.00%

+14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

11.82%

-7.62%

Volatility

XDWH.DE vs. QQQ3.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.DE) is 4.81%, while WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a volatility of 15.84%. This indicates that XDWH.DE experiences smaller price fluctuations and is considered to be less risky than QQQ3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWH.DEQQQ3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

15.84%

-11.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

34.93%

-25.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

47.11%

-33.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

61.13%

-47.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

59.48%

-44.79%

XDWH.DE vs. QQQ3.L - Expense Ratio Comparison

XDWH.DE has a 0.25% expense ratio, which is lower than QQQ3.L's 0.75% expense ratio.


Dividends

XDWH.DE vs. QQQ3.L - Dividend Comparison

Neither XDWH.DE nor QQQ3.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWH.DE and QQQ3.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWH.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWH.DE is cheaper with a 0.25% expense ratio, compared with 0.75% for QQQ3.L.

XDWH.DE is categorized as Health & Biotech Equities, while QQQ3.L is Nasdaq-100. XDWH.DE tracks MSCI World/Health Care NR USD, while QQQ3.L tracks NASDAQ-100 Index (300%). They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for XDWH.DE and 0.75% for QQQ3.L.

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