LYY8.DE vs. QBTX
LYY8.DE (Amundi LevDax Daily (2x) leveraged UCITS ETF Acc) and QBTX (Tradr 2X Long QBTS Daily ETF) are both Leveraged Equities funds. Over the past year, LYY8.DE returned -1.27% vs -42.82% for QBTX. At a 0.24 correlation, their price movements are largely independent. LYY8.DE charges 0.35%/yr vs 1.30%/yr for QBTX.
Performance
LYY8.DE vs. QBTX - Performance Comparison
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Different Trading Currencies
LYY8.DE is traded in EUR, while QBTX is traded in USD. To make them comparable, the QBTX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYY8.DE achieves a -0.14% return, which is significantly higher than QBTX's -51.15% return.
LYY8.DE
- 1D
- 1.03%
- 1M
- -0.52%
- YTD
- -0.14%
- 6M
- 3.70%
- 1Y
- -1.27%
- 3Y*
- 25.67%
- 5Y*
- 12.96%
- 10Y*
- 13.01%
QBTX
- 1D
- -27.44%
- 1M
- -15.11%
- YTD
- -51.15%
- 6M
- -59.66%
- 1Y
- -42.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYY8.DE vs. QBTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | -0.14% | 16.88% |
QBTX Tradr 2X Long QBTS Daily ETF | -51.15% | 304.68% |
Correlation
The correlation between LYY8.DE and QBTX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.25 |
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Return for Risk
LYY8.DE vs. QBTX — Risk / Return Rank
LYY8.DE
QBTX
LYY8.DE vs. QBTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and Tradr 2X Long QBTS Daily ETF (QBTX). 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.
| LYY8.DE | QBTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.45 | +0.41 |
| Martin ratioReturn relative to average drawdown | -0.10 | -0.64 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYY8.DE | QBTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | -0.20 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.35 | -0.15 |
Drawdowns
LYY8.DE vs. QBTX - Drawdown Comparison
The maximum LYY8.DE drawdown since its inception was -84.92%, smaller than the maximum QBTX drawdown of -95.40%. Use the drawdown chart below to compare losses from any high point for LYY8.DE and QBTX.
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Drawdown Indicators
| LYY8.DE | QBTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.92% | -95.40% | +10.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.12% | -95.40% | +71.28% |
Max Drawdown (3Y)Largest decline over 3 years | -30.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -65.35% | — | — |
Current DrawdownCurrent decline from peak | -6.99% | -88.81% | +81.82% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -56.81% | +28.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 67.50% | -59.00% |
Volatility
LYY8.DE vs. QBTX - Volatility Comparison
The current volatility for Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) is 10.22%, while Tradr 2X Long QBTS Daily ETF (QBTX) has a volatility of 81.44%. This indicates that LYY8.DE experiences smaller price fluctuations and is considered to be less risky than QBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYY8.DE | QBTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 81.44% | -71.22% |
Volatility (6M)Calculated over the trailing 6-month period | 25.68% | 150.11% | -124.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 216.34% | -184.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.24% | 243.05% | -208.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.57% | 243.05% | -206.48% |
LYY8.DE vs. QBTX - Expense Ratio Comparison
LYY8.DE has a 0.35% expense ratio, which is lower than QBTX's 1.30% expense ratio.
Dividends
LYY8.DE vs. QBTX - Dividend Comparison
LYY8.DE has not paid dividends to shareholders, while QBTX's dividend yield for the trailing twelve months is around 27.54%.
| Position | TTM | 2025 |
|---|---|---|
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | 0.00% | 0.00% |
QBTX Tradr 2X Long QBTS Daily ETF | 27.54% | 13.20% |
Frequently Asked Questions
LYY8.DE and QBTX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY8.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY8.DE is cheaper with a 0.35% expense ratio, compared with 1.30% for QBTX.
They also come from different issuers: Amundi and Tradr. Their fees differ too: 0.35% for LYY8.DE and 1.30% for QBTX.
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