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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 8.67% return, which is significantly higher than LABD's -53.78% return.


IBBQ

1D
0.93%
1M
5.09%
YTD
8.67%
6M
7.00%
1Y
48.86%
3Y*
15.18%
5Y*
4.77%
10Y*

LABD

1D
-3.10%
1M
-32.29%
YTD
-53.78%
6M
-50.39%
1Y
-87.04%
3Y*
-56.99%
5Y*
-43.25%
10Y*
-59.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBBQ vs. LABD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
8.67%33.32%-0.63%4.73%-10.41%-6.24%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-53.78%-70.07%-21.43%-41.77%-32.68%33.16%

Correlation

The correlation between IBBQ and LABD is -0.92, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.92

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

-0.92

Correlation (5Y)
Calculated over the trailing 5-year 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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBBQ
IBBQ Risk / Return Rank: 8383
Overall Rank
IBBQ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 7171
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 8989
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: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
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.

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

+3.56

Sortino ratioReturn per unit of downside risk

+6.09

Omega ratioGain probability vs. loss probability

1.40

0.70

+0.70

Calmar ratioReturn relative to maximum drawdown

5.89

-1.00

+6.89

Martin ratioReturn relative to average drawdown

18.75

-1.37

+20.13

IBBQ vs. LABD - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 2.45, which is higher than the LABD Sharpe Ratio of -1.11. 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 -99.99%. 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%

-99.99%

+62.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-86.75%

+78.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-96.40%

+72.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.94%

-98.65%

+60.71%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

0.00%

-99.99%

+99.99%

Average Drawdown

Average peak-to-trough decline

-16.66%

-90.99%

+74.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

64.00%

-61.39%

Volatility

IBBQ vs. LABD - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 6.82%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 29.98%. 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

6.82%

29.98%

-23.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

65.23%

-49.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

78.79%

-58.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

96.66%

-74.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

95.97%

-74.10%

IBBQ vs. LABD - Expense Ratio Comparison

IBBQ has a 0.00% 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 0.83%, less than LABD's 9.79% yield.


PositionTTM20252024202320222021202020192018
IBBQ
Invesco Nasdaq Biotechnology ETF
0.83%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
9.79%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 -0.92, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (29.98%) compared to IBBQ (6.82%). In terms of maximum drawdown, IBBQ dropped -37.94% vs LABD's -99.99%.

On 5-year performance, IBBQ leads with 4.77% vs -43.25% for LABD. On fees, IBBQ is cheaper at 0.00% per year. On volatility, IBBQ has been the lower-risk option at 6.82%. 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 4.77% return vs -43.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBBQ is cheaper with a 0.00% expense ratio, compared with 1.06% for LABD.

LABD has the higher dividend yield at 9.79%, compared with 0.83% for IBBQ.

IBBQ is categorized as Health & Biotech Equities, while LABD is Leveraged Equities. IBBQ tracks NASDAQ / Biotechnology, while LABD tracks S&P Biotechnology Select Industry Index (-300%). They also come from different issuers: Invesco and Direxion. Their fees differ too: 0.00% for IBBQ and 1.06% for LABD.

IBBQ currently has the higher Sharpe Ratio (2.45 vs -1.11), 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

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