PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, IBBQ achieves a 0.14% return, which is significantly higher than LABD's -26.35% return.


IBBQ

1D
-2.91%
1M
-1.52%
YTD
0.14%
6M
1.13%
1Y
38.35%
3Y*
11.95%
5Y*
10Y*

LABD

1D
13.36%
1M
2.25%
YTD
-26.35%
6M
-33.91%
1Y
-80.10%
3Y*
-49.03%
5Y*
-40.90%
10Y*
-55.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBBQ vs. LABD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
0.14%33.32%-0.63%4.73%-10.41%-6.72%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-26.35%-70.07%-21.43%-41.77%-32.68%32.68%

Correlation

The correlation between IBBQ and LABD is -0.91, 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

-0.91

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

-0.92

Correlation (All Time)
Calculated using the full available price history since Jun 14, 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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 6767
Overall Rank
IBBQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 5252
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 8686
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 8080
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) 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.


IBBQLABDDifference

Sharpe ratio

Return per unit of total volatility

1.97

-1.06

+3.03

Sortino ratio

Return per unit of downside risk

2.78

-2.21

+4.99

Omega ratio

Gain probability vs. loss probability

1.33

0.75

+0.58

Calmar ratio

Return relative to maximum drawdown

4.89

-0.98

+5.86

Martin ratio

Return relative to average drawdown

16.17

-1.32

+17.49

IBBQ vs. LABD - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.97, which is higher than the LABD Sharpe Ratio of -1.06. 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.


Loading charts...

Sharpe Ratios by Period


IBBQLABDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

-1.06

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.54

+0.68

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.


Loading charts...

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%

-83.21%

+74.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-95.31%

+71.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-6.82%

-99.99%

+93.17%

Average Drawdown

Average peak-to-trough decline

-16.83%

-90.92%

+74.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

62.04%

-59.52%

Volatility

IBBQ vs. LABD - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 6.88%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 28.02%. 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.


Loading charts...

Volatility by Period


IBBQLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

28.02%

-21.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

61.98%

-46.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

76.01%

-56.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

96.24%

-74.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

95.94%

-74.09%

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 0.88%, less than LABD's 6.14% yield.


PositionTTM20252024202320222021202020192018
IBBQ
Invesco Nasdaq Biotechnology ETF
0.88%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
6.14%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 (28.02%) compared to IBBQ (6.88%). In terms of maximum drawdown, IBBQ dropped -37.94% vs LABD's -99.99%.

On 3-year performance, IBBQ leads with 11.95% vs -49.03% for LABD. On fees, IBBQ is cheaper at 0.00% per year. On volatility, IBBQ has been the lower-risk option at 6.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBBQ has performed better with a 11.95% return vs -49.03%. 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 6.14%, compared with 0.88% 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 (1.97 vs -1.06), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer