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IBBQ vs. LABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBBQ vs. LABD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and Direxion Daily S&P Biotech Bear 3x Shares (LABD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBBQ achieves a 13.32% return, which is significantly higher than LABD's -55.11% return.


IBBQ

1D
-1.84%
1M
-4.55%
6M
10.60%
YTD
13.32%
1Y
44.71%
3Y*
17.25%
5Y*
5.42%
10Y*
ALL TIME*
5.57%

LABD

1D
8.48%
1M
26.56%
6M
-50.76%
YTD
-55.11%
1Y
-85.49%
3Y*
-58.18%
5Y*
-46.59%
10Y*
-56.42%
ALL TIME*
-55.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$517.67K$836.57K$727.46K
$66.43M$107.77M$90.23M

IBBQ vs. LABD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
13.32%33.32%-0.63%4.73%-10.41%-6.24%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-55.11%-70.07%-21.43%-41.77%-32.68%33.16%

Correlation

The correlation between IBBQ and LABD is -0.91, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.91

Correlation (3Y)
Balances recent behavior with more history.

-0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.91

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

-0.91

The correlation between IBBQ and LABD has been stable across timeframes, ranging from -0.92 to -0.91 - a consistent structural relationship.

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Return for Risk

IBBQ vs. LABD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBBQ
IBBQ Risk / Return Rank: 9191
Overall Rank
IBBQ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 8585
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 9292
Martin Ratio Rank

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 11
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBBQ vs. LABD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and Direxion Daily S&P Biotech Bear 3x Shares (LABD). 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.


IBBQLABDDifference
Sharpe ratioReturn per unit of total volatility

+3.34

Sortino ratioReturn per unit of downside risk

+5.66

Omega ratioGain probability vs. loss probability

1.37

0.72

+0.65

Calmar ratioReturn relative to maximum drawdown

5.49

-0.96

+6.44

Martin ratioReturn relative to average drawdown

15.87

-1.28

+17.15

IBBQ vs. LABD - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 2.27, which is higher than the LABD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of IBBQ and LABD, 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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Drawdowns

IBBQ vs. LABD - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum LABD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IBBQ and LABD.


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Drawdown Indicators


IBBQLABDDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-100.00%

+62.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-89.59%

+81.25%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-97.43%

+73.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.94%

-99.04%

+61.10%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-6.14%

-99.99%

+93.85%

Average Drawdown

Average peak-to-trough decline

-16.38%

-91.08%

+74.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

67.04%

-64.16%

Volatility

IBBQ vs. LABD - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 6.31%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 24.34%. This indicates that IBBQ experiences smaller price fluctuations and is considered to be less risky than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBBQLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

24.34%

-18.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

65.59%

-49.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

80.29%

-60.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

96.73%

-74.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

95.74%

-73.89%

IBBQ vs. LABD - Expense Ratio Comparison

IBBQ has a 0.19% expense ratio, which is lower than LABD's 1.06% expense ratio.


Dividends

IBBQ vs. LABD - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.80%, less than LABD's 7.00% yield.


PositionTTM20252024202320222021202020192018
IBBQ
Invesco Nasdaq Biotechnology ETF
0.80%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
7.00%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%

Frequently Asked Questions


IBBQ and LABD have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (24.34%) compared to IBBQ (6.31%). In terms of maximum drawdown, IBBQ dropped -37.94% vs LABD's -100.00%.

On 5-year performance, IBBQ leads with 5.42% vs -46.59% for LABD. On fees, IBBQ is cheaper at 0.19% per year. On volatility, IBBQ has been the lower-risk option at 6.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBBQ has performed better with a 5.42% return vs -46.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBBQ is cheaper with a 0.19% expense ratio, compared with 1.06% for LABD.

LABD has the higher dividend yield at 7.00%, compared with 0.80% for IBBQ.

IBBQ is categorized as Health & Biotech Equities, while LABD is Leveraged Equities. IBBQ tracks Nasdaq Biotechnology Index, while LABD tracks S&P Biotechnology Select Industry Index (-300%). They also come from different issuers: Invesco and Direxion. Their fees differ too: 0.19% for IBBQ and 1.06% for LABD.

IBBQ currently has the higher Sharpe Ratio (2.27 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IBBQ and LABD

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