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LMNX vs. QBTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMNX vs. QBTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long LMND ETF (LMNX) and Defiance Daily Target 2X Short QBTS ETF (QBTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMNX achieves a -55.70% return, which is significantly higher than QBTZ's -87.12% return.


LMNX

1D
1.73%
1M
0.16%
YTD
-55.70%
6M
-64.25%
1Y
3Y*
5Y*
10Y*

QBTZ

1D
-4.65%
1M
5.13%
YTD
-87.12%
6M
-84.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMNX vs. QBTZ - Yearly Performance Comparison


Correlation

The correlation between LMNX and QBTZ is -0.50, 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 Oct 16, 2025

-0.50

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Return for Risk

LMNX vs. QBTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long LMND ETF (LMNX) and Defiance Daily Target 2X Short QBTS ETF (QBTZ). 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.


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

LMNX vs. QBTZ - Sharpe Ratio Comparison


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Drawdowns

LMNX vs. QBTZ - Drawdown Comparison

The maximum LMNX drawdown since its inception was -79.62%, smaller than the maximum QBTZ drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for LMNX and QBTZ.


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Drawdown Indicators


LMNXQBTZDifference

Max Drawdown

Largest peak-to-trough decline

-79.62%

-96.03%

+16.41%

Current Drawdown

Current decline from peak

-74.61%

-95.52%

+20.91%

Average Drawdown

Average peak-to-trough decline

-43.60%

-58.19%

+14.59%

Volatility

LMNX vs. QBTZ - Volatility Comparison


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Volatility by Period


LMNXQBTZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

169.75%

234.15%

-64.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.75%

234.15%

-64.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.75%

234.15%

-64.40%

LMNX vs. QBTZ - Expense Ratio Comparison

LMNX has a 1.31% expense ratio, which is higher than QBTZ's 1.29% expense ratio.


Dividends

LMNX vs. QBTZ - Dividend Comparison

Neither LMNX nor QBTZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LMNX and QBTZ have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QBTZ is cheaper at 1.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QBTZ is cheaper with a 1.29% expense ratio, compared with 1.31% for LMNX.

LMNX and QBTZ have nearly identical dividend yields, around 0.00%.

LMNX is categorized as Leveraged Equities, while QBTZ is Inverse Equities. Their fees differ too: 1.31% for LMNX and 1.29% for QBTZ.

Portfolio Optimizer

Find the right allocation for LMNX and QBTZ

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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