NVTX vs. GEVX
NVTX (Tradr 2X Long NVTS Daily ETF) and GEVX (Tradr 2X Long GEV Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. Both charge a 1.30% expense ratio.
Performance
NVTX vs. GEVX - Performance Comparison
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Returns By Period
In the year-to-date period, NVTX achieves a -15.47% return, which is significantly lower than GEVX's 94.48% return.
NVTX
- 1D
- 12.96%
- 1M
- -43.74%
- 6M
- -32.96%
- YTD
- -15.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GEVX
- 1D
- 2.97%
- 1M
- -21.34%
- 6M
- 48.05%
- YTD
- 94.48%
- 1Y
- 66.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 128.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.83M | $5.73M | $6.94M | |
| $5.35M | $5.91M | $24.87M |
NVTX vs. GEVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVTX Tradr 2X Long NVTS Daily ETF | -15.47% | -11.25% |
GEVX Tradr 2X Long GEV Daily ETF | 94.48% | 5.02% |
Correlation
The correlation between NVTX and GEVX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 9, 2025 | 0.40 |
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Return for Risk
NVTX vs. GEVX — Risk / Return Rank
NVTX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GEVX
NVTX vs. GEVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long NVTS Daily ETF (NVTX) and Tradr 2X Long GEV Daily ETF (GEVX). 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.
| NVTX | GEVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.48 | — |
| Martin ratioReturn relative to average drawdown | — | 3.34 | — |
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Drawdowns
NVTX vs. GEVX - Drawdown Comparison
The maximum NVTX drawdown since its inception was -93.29%, which is greater than GEVX's maximum drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for NVTX and GEVX.
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Drawdown Indicators
| NVTX | GEVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.29% | -45.03% | -48.26% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.03% | — |
Current DrawdownCurrent decline from peak | -90.68% | -31.49% | -59.19% |
Average DrawdownAverage peak-to-trough decline | -63.06% | -15.87% | -47.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.87% | — |
Volatility
NVTX vs. GEVX - Volatility Comparison
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Volatility by Period
| NVTX | GEVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 38.51% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 77.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 262.09% | 104.45% | +157.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 262.09% | 105.97% | +156.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 262.09% | 105.97% | +156.12% |
NVTX vs. GEVX - Expense Ratio Comparison
Both NVTX and GEVX have an expense ratio of 1.30%.
Dividends
NVTX vs. GEVX - Dividend Comparison
NVTX's dividend yield for the trailing twelve months is around 20.17%, while GEVX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GEVX Tradr 2X Long GEV Daily ETF | 0.00% | 0.00% |
NVTX Tradr 2X Long NVTS Daily ETF | 20.17% | 17.05% |
Frequently Asked Questions
NVTX and GEVX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NVTX and GEVX have the same expense ratio: 1.30% per year.
NVTX has the higher dividend yield at 20.17%, compared with 0.00% for GEVX.
Find the right allocation for NVTX and GEVX
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