CEGX vs. QUBX

Last updated Jun 4, 2026

CEGX (Tradr 2X Long CEG Daily ETF) and QUBX (Tradr 2X Long QUBT Daily ETF) are both Leveraged Equities funds from Tradr. At a 0.27 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

CEGX vs. QUBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CEG Daily ETF (CEGX) and Tradr 2X Long QUBT Daily ETF (QUBX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CEGX achieves a -50.98% return, which is significantly lower than QUBX's -25.88% return.

CEGX

• 1D: -4.26%
• 1M: -32.70%
• YTD: -50.98%
• 6M: -54.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QUBX

• 1D: -16.53%
• 1M: 20.88%
• YTD: -25.88%
• 6M: -51.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CEGX vs. QUBX - Yearly Performance Comparison

	2026 (YTD)	2025
CEGX Tradr 2X Long CEG Daily ETF	-50.98%	6.48%
QUBX Tradr 2X Long QUBT Daily ETF	-25.88%	-81.57%

Correlation

The correlation between CEGX and QUBX is 0.27, 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 Jul 14, 2025	0.27

Return for Risk

CEGX vs. QUBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CEG Daily ETF (CEGX) and Tradr 2X Long QUBT Daily ETF (QUBX). 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.

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

Sharpe Ratios by Period

	CEGX	QUBX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	-0.44	-0.10

Drawdowns

CEGX vs. QUBX - Drawdown Comparison

The maximum CEGX drawdown since its inception was -66.35%, smaller than the maximum QUBX drawdown of -96.40%. Use the drawdown chart below to compare losses from any high point for CEGX and QUBX.

Drawdown Indicators

	CEGX	QUBX	Difference
Max Drawdown Largest peak-to-trough decline	-66.35%	-96.40%	+30.05%
Current Drawdown Current decline from peak	-64.76%	-91.00%	+26.24%
Average Drawdown Average peak-to-trough decline	-33.21%	-69.71%	+36.50%

Volatility

Volatility by Period

	CEGX	QUBX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	95.58%	200.76%	-105.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.58%	200.76%	-105.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.58%	200.76%	-105.18%

CEGX vs. QUBX - Expense Ratio Comparison

Both CEGX and QUBX have an expense ratio of 1.30%.

Dividends

CEGX vs. QUBX - Dividend Comparison

Neither CEGX nor QUBX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CEGX and QUBX in my portfolio?

CEGX and QUBX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CEGX or QUBX?

Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CEGX or QUBX?

CEGX and QUBX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, CEGX or QUBX?

CEGX and QUBX have nearly identical dividend yields, around 0.00%.