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IREZ vs. UPSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IREZ vs. UPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Short IREN Daily ETF (IREZ) and Tradr 2X Long UPST Daily ETF (UPSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IREZ

1D
10.21%
1M
20.36%
YTD
6M
1Y
3Y*
5Y*
10Y*

UPSX

1D
2.52%
1M
9.80%
YTD
-59.70%
6M
-67.07%
1Y
-86.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IREZ vs. UPSX - Yearly Performance Comparison


Correlation

The correlation between IREZ and UPSX is -0.28, 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 (All Time)
Calculated using the full available price history since Jan 22, 2026

-0.28

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Return for Risk

IREZ vs. UPSX — Risk / Return Rank

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

IREZ

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


UPSX
UPSX Risk / Return Rank: 44
Overall Rank
UPSX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UPSX Sortino Ratio Rank: 44
Sortino Ratio Rank
UPSX Omega Ratio Rank: 44
Omega Ratio Rank
UPSX Calmar Ratio Rank: 11
Calmar Ratio Rank
UPSX Martin Ratio Rank: 44
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.

IREZ vs. UPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Short IREN Daily ETF (IREZ) and Tradr 2X Long UPST Daily ETF (UPSX). 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.


IREZUPSXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.89

Calmar ratioReturn relative to maximum drawdown

-0.91

Martin ratioReturn relative to average drawdown

-1.14

IREZ vs. UPSX - Sharpe Ratio Comparison


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Drawdowns

IREZ vs. UPSX - Drawdown Comparison

The maximum IREZ drawdown since its inception was -87.43%, smaller than the maximum UPSX drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for IREZ and UPSX.


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Drawdown Indicators


IREZUPSXDifference

Max Drawdown

Largest peak-to-trough decline

-87.43%

-95.01%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-95.01%

Current Drawdown

Current decline from peak

-79.29%

-92.06%

+12.77%

Average Drawdown

Average peak-to-trough decline

-48.23%

-67.31%

+19.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.40%

Volatility

IREZ vs. UPSX - Volatility Comparison


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Volatility by Period


IREZUPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.86%

Volatility (6M)

Calculated over the trailing 6-month period

102.28%

Volatility (1Y)

Calculated over the trailing 1-year period

213.32%

139.08%

+74.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

213.32%

140.76%

+72.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

213.32%

140.76%

+72.56%

IREZ vs. UPSX - Expense Ratio Comparison

IREZ has a 1.49% expense ratio, which is higher than UPSX's 1.30% expense ratio.


Dividends

IREZ vs. UPSX - Dividend Comparison

Neither IREZ nor UPSX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IREZ and UPSX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UPSX is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UPSX is cheaper with a 1.30% expense ratio, compared with 1.49% for IREZ.

IREZ and UPSX have nearly identical dividend yields, around 0.00%.

IREZ is categorized as Inverse Equities, while UPSX is Leveraged Equities. Their fees differ too: 1.49% for IREZ and 1.30% for UPSX.

Portfolio Optimizer

Find the right allocation for IREZ and UPSX

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

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