IBIG vs. QPUX

Last updated Jun 26, 2026

IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and QPUX (Defiance 2X Daily Long Pure Quantum ETF) are both exchange-traded funds - IBIG is a Inflation-Protected Bonds fund tracking the ICE 2030 Maturity US Inflation-Linked Treasury Index, while QPUX is a Leveraged Equities fund actively managed by Defiance. IBIG is passively managed, while QPUX is actively managed. At a correlation of -0.00, they often move in opposite directions. IBIG charges 0.10%/yr vs 1.29%/yr for QPUX.

Performance

IBIG vs. QPUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and Defiance 2X Daily Long Pure Quantum ETF (QPUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBIG achieves a 1.12% return, which is significantly higher than QPUX's -48.88% return.

IBIG

• 1D: 0.23%
• 1M: -0.33%
• YTD: 1.12%
• 6M: 1.18%
• 1Y: 3.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QPUX

• 1D: -11.28%
• 1M: -45.46%
• YTD: -48.88%
• 6M: -57.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IBIG vs. QPUX - Yearly Performance Comparison

	2026 (YTD)	2025
IBIG iShares iBonds Oct 2030 Term TIPS ETF	1.12%	1.02%
QPUX Defiance 2X Daily Long Pure Quantum ETF	-48.88%	-55.09%

Correlation

The correlation between IBIG and QPUX is -0.00, 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 (All Time) Calculated using the full available price history since Aug 7, 2025	-0.00

Return for Risk

IBIG vs. QPUX — Risk / Return Rank

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

IBIG

IBIG Risk / Return Rank: 48
IBIG Sharpe Ratio Rank: 42
IBIG Sortino Ratio Rank: 44
IBIG Omega Ratio Rank: 41
IBIG Calmar Ratio Rank: 62
IBIG Martin Ratio Rank: 52

QPUX

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

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.

IBIG vs. QPUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and Defiance 2X Daily Long Pure Quantum ETF (QPUX). 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.

	IBIG	QPUX	Difference
Sharpe ratio: Return per unit of total volatility	1.36	—	—
Sortino ratio: Return per unit of downside risk	2.05	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	2.70	—	—
Martin ratio: Return relative to average drawdown	8.04	—	—

Drawdowns

IBIG vs. QPUX - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum QPUX drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for IBIG and QPUX.

Drawdown Indicators

	IBIG	QPUX	Difference
Max Drawdown Largest peak-to-trough decline	-3.21%	-94.73%	+91.52%
Max Drawdown (1Y) Largest decline over 1 year	-1.35%	—	—
Current Drawdown Current decline from peak	-0.94%	-89.86%	+88.92%
Average Drawdown Average peak-to-trough decline	-0.77%	-69.17%	+68.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.45%	—	—

Volatility

Volatility by Period

	IBIG	QPUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.67%	201.78%	-199.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.27%	201.78%	-197.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.27%	201.78%	-197.51%

IBIG vs. QPUX - Expense Ratio Comparison

IBIG has a 0.10% expense ratio, which is lower than QPUX's 1.29% expense ratio.

Dividends

IBIG vs. QPUX - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.91%, while QPUX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
IBIG iShares iBonds Oct 2030 Term TIPS ETF	3.91%	4.70%	4.15%	0.78%
QPUX Defiance 2X Daily Long Pure Quantum ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBIG and QPUX in my portfolio?

IBIG and QPUX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBIG or QPUX?

On fees, IBIG is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBIG or QPUX?

IBIG is cheaper with a 0.10% expense ratio, compared with 1.29% for QPUX.

Which ETF pays a higher dividend yield, IBIG or QPUX?

IBIG has the higher dividend yield at 3.91%, compared with 0.00% for QPUX.

What is the main difference between IBIG and QPUX?

IBIG is categorized as Inflation-Protected Bonds, while QPUX is Leveraged Equities. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.10% for IBIG and 1.29% for QPUX.