QBTX vs. LYY8.DE
QBTX (Tradr 2X Long QBTS Daily ETF) and LYY8.DE (Amundi LevDax Daily (2x) leveraged UCITS ETF Acc) are both Leveraged Equities funds. Over the past year, QBTX returned -32.18% vs 0.18% for LYY8.DE. At a 0.25 correlation, their price movements are largely independent. QBTX charges 1.30%/yr vs 0.35%/yr for LYY8.DE.
Performance
QBTX vs. LYY8.DE - Performance Comparison
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Different Trading Currencies
QBTX is traded in USD, while LYY8.DE is traded in EUR. To make them comparable, the LYY8.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 -33.43% return, which is significantly lower than LYY8.DE's -1.29% return.
QBTX
- 1D
- 1.43%
- 1M
- 41.52%
- YTD
- -33.43%
- 6M
- -50.52%
- 1Y
- -32.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYY8.DE
- 1D
- 1.15%
- 1M
- -1.67%
- YTD
- -1.29%
- 6M
- 3.43%
- 1Y
- 0.18%
- 3Y*
- 29.10%
- 5Y*
- 11.91%
- 10Y*
- 13.26%
QBTX vs. LYY8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QBTX Tradr 2X Long QBTS Daily ETF | -33.43% | 318.19% |
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | -1.30% | 20.85% |
Correlation
The correlation between QBTX and LYY8.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 28, 2025 | 0.25 |
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Return for Risk
QBTX vs. LYY8.DE — Risk / Return Rank
QBTX
LYY8.DE
QBTX vs. LYY8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QBTS Daily ETF (QBTX) and Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.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.
| QBTX | LYY8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.03 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.03 | -0.37 |
| Martin ratioReturn relative to average drawdown | -0.48 | 0.10 | -0.58 |
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
| QBTX | LYY8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.03 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.11 | +0.53 |
Drawdowns
QBTX vs. LYY8.DE - Drawdown Comparison
The maximum QBTX drawdown since its inception was -95.48%, which is greater than LYY8.DE's maximum drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for QBTX and LYY8.DE.
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Drawdown Indicators
| QBTX | LYY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.48% | -86.51% | -8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -95.48% | -25.08% | -70.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.98% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.27% | — |
Current DrawdownCurrent decline from peak | -84.63% | -7.35% | -77.28% |
Average DrawdownAverage peak-to-trough decline | -56.16% | -32.24% | -23.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.22% | 8.63% | +58.59% |
Volatility
QBTX vs. LYY8.DE - Volatility Comparison
Tradr 2X Long QBTS Daily ETF (QBTX) has a higher volatility of 77.26% compared to Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) at 10.67%. This indicates that QBTX's price experiences larger fluctuations and is considered to be riskier than LYY8.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 | LYY8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 77.26% | 10.67% | +66.59% |
Volatility (6M)Calculated over the trailing 6-month period | 148.86% | 26.85% | +122.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 214.74% | 33.01% | +181.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 241.54% | 36.88% | +204.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 241.54% | 38.16% | +203.38% |
QBTX vs. LYY8.DE - Expense Ratio Comparison
QBTX has a 1.30% expense ratio, which is higher than LYY8.DE's 0.35% expense ratio.
Dividends
QBTX vs. LYY8.DE - Dividend Comparison
QBTX's dividend yield for the trailing twelve months is around 19.82%, while LYY8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | 0.00% | 0.00% |
QBTX Tradr 2X Long QBTS Daily ETF | 19.82% | 13.20% |
Frequently Asked Questions
QBTX and LYY8.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, 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: Tradr and Amundi. Their fees differ too: 1.30% for QBTX and 0.35% for LYY8.DE.
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