PortfoliosLab logoPortfoliosLab logo
IRE vs. QQQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRE vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long IREN ETF (IRE) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IRE achieves a -63.30% return, which is significantly lower than QQQY's 12.11% return.


IRE

1D
-7.43%
1M
-26.85%
6M
-79.34%
YTD
-63.30%
1Y
3Y*
5Y*
10Y*
ALL TIME*

QQQY

1D
0.50%
1M
-3.16%
6M
11.25%
YTD
12.11%
1Y
21.17%
3Y*
5Y*
10Y*
ALL TIME*
14.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$104.51M$97.02M$161.63M
$1.79M$2.09M$2.92M

IRE vs. QQQY - Yearly Performance Comparison


Correlation

The correlation between IRE and QQQY is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

0.53

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

IRE vs. QQQY — Risk / Return Rank

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

IRE

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


QQQY
QQQY Risk / Return Rank: 4646
Overall Rank
QQQY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 4141
Sortino Ratio Rank
QQQY Omega Ratio Rank: 4545
Omega Ratio Rank
QQQY Calmar Ratio Rank: 4848
Calmar Ratio Rank
QQQY Martin Ratio Rank: 5252
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.

IRE vs. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long IREN ETF (IRE) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


IREQQQYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.72

Martin ratioReturn relative to average drawdown

6.07

IRE vs. QQQY - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IRE vs. QQQY - Drawdown Comparison

The maximum IRE drawdown since its inception was -95.22%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for IRE and QQQY.


Loading charts...

Drawdown Indicators


IREQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-95.22%

-19.05%

-76.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

Current Drawdown

Current decline from peak

-92.93%

-6.19%

-86.74%

Average Drawdown

Average peak-to-trough decline

-72.92%

-2.96%

-69.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

IRE vs. QQQY - Volatility Comparison


Loading charts...

Volatility by Period


IREQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

Volatility (1Y)

Calculated over the trailing 1-year period

226.19%

17.41%

+208.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

226.19%

15.75%

+210.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

226.19%

15.75%

+210.44%

IRE vs. QQQY - Expense Ratio Comparison

IRE has a 1.31% expense ratio, which is higher than QQQY's 0.99% expense ratio.


Dividends

IRE vs. QQQY - Dividend Comparison

IRE has not paid dividends to shareholders, while QQQY's dividend yield for the trailing twelve months is around 37.47%.


PositionTTM202520242023
IRE
Defiance Daily Target 2X Long IREN ETF
0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
37.47%45.34%83.34%20.64%

Frequently Asked Questions


IRE and QQQY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQY is cheaper with a 0.99% expense ratio, compared with 1.31% for IRE.

QQQY has the higher dividend yield at 37.47%, compared with 0.00% for IRE.

IRE is categorized as Leveraged Equities, while QQQY is Nasdaq-100. Their fees differ too: 1.31% for IRE and 0.99% for QQQY.

Portfolio Optimizer

Find the right allocation for IRE and QQQY

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