QBTX vs. DBPE.DE
QBTX (Tradr 2X Long QBTS Daily ETF) and DBPE.DE (Xtrackers LevDAX Daily Swap UCITS ETF (Acc)) are both Leveraged Equities funds. Over the past year, QBTX returned -72.96% vs -0.63% for DBPE.DE. At a 0.25 correlation, their price movements are largely independent. QBTX charges 1.30%/yr vs 0.35%/yr for DBPE.DE.
Performance
QBTX vs. DBPE.DE - Performance Comparison
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Different Trading Currencies
QBTX is traded in USD, while DBPE.DE is traded in EUR. To make them comparable, the DBPE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QBTX achieves a -78.05% return, which is significantly lower than DBPE.DE's -3.25% return.
QBTX
- 1D
- -14.89%
- 1M
- -53.04%
- 6M
- -81.47%
- YTD
- -78.05%
- 1Y
- -72.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBPE.DE
- 1D
- -0.98%
- 1M
- -1.90%
- 6M
- -8.20%
- YTD
- -3.25%
- 1Y
- -0.63%
- 3Y*
- 25.77%
- 5Y*
- 12.55%
- 10Y*
- 13.85%
QBTX vs. DBPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QBTX Tradr 2X Long QBTS Daily ETF | -78.05% | 339.28% |
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | -3.25% | 22.44% |
Correlation
The correlation between QBTX and DBPE.DE 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 25, 2025 | 0.25 |
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Return for Risk
QBTX vs. DBPE.DE — Risk / Return Rank
QBTX
DBPE.DE
QBTX vs. DBPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QBTS Daily ETF (QBTX) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE). 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.
| QBTX | DBPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.03 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.02 | -0.74 |
| Martin ratioReturn relative to average drawdown | -1.00 | -0.07 | -0.93 |
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Drawdowns
QBTX vs. DBPE.DE - Drawdown Comparison
The maximum QBTX drawdown since its inception was -95.48%, which is greater than DBPE.DE's maximum drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for QBTX and DBPE.DE.
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Drawdown Indicators
| QBTX | DBPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.48% | -68.84% | -26.64% |
Max Drawdown (1Y)Largest decline over 1 year | -95.48% | -25.16% | -70.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -68.84% | — |
Current DrawdownCurrent decline from peak | -94.93% | -9.18% | -85.75% |
Average DrawdownAverage peak-to-trough decline | -59.11% | -18.90% | -40.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 72.94% | 8.60% | +64.34% |
Volatility
QBTX vs. DBPE.DE - Volatility Comparison
Tradr 2X Long QBTS Daily ETF (QBTX) has a higher volatility of 44.01% compared to Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) at 9.59%. This indicates that QBTX's price experiences larger fluctuations and is considered to be riskier than DBPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBTX | DBPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.01% | 9.59% | +34.42% |
Volatility (6M)Calculated over the trailing 6-month period | 145.15% | 28.34% | +116.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 218.35% | 33.37% | +184.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 237.52% | 36.96% | +200.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 237.52% | 37.60% | +199.92% |
QBTX vs. DBPE.DE - Expense Ratio Comparison
QBTX has a 1.30% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.
Dividends
QBTX vs. DBPE.DE - Dividend Comparison
QBTX's dividend yield for the trailing twelve months is around 60.12%, while DBPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | 0.00% | 0.00% |
QBTX Tradr 2X Long QBTS Daily ETF | 60.12% | 13.20% |
Frequently Asked Questions
QBTX and DBPE.DE 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, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBPE.DE is cheaper with a 0.35% expense ratio, compared with 1.30% for QBTX.
They also come from different issuers: Tradr and Xtrackers. Their fees differ too: 1.30% for QBTX and 0.35% for DBPE.DE.
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