QBTX vs. RGTU

Last updated Jul 17, 2026

QBTX (Tradr 2X Long QBTS Daily ETF) and RGTU (Tradr 2X Long RGTI Daily ETF) are both Leveraged Equities funds from Tradr. Over the past year, QBTX returned -72.96% vs -79.08% for RGTU. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 1.30% expense ratio.

Performance

QBTX vs. RGTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long QBTS Daily ETF (QBTX) and Tradr 2X Long RGTI Daily ETF (RGTU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with QBTX having a -78.05% return and RGTU slightly lower at -78.33%.

QBTX

• 1D: -14.89%
• 1M: -53.04%
• 6M: -81.47%
• YTD: -78.05%
• 1Y: -72.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RGTU

• 1D: -15.85%
• 1M: -56.43%
• 6M: -82.18%
• YTD: -78.33%
• 1Y: -79.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTX vs. RGTU - Yearly Performance Comparison

	2026 (YTD)	2025
QBTX Tradr 2X Long QBTS Daily ETF	-78.05%	51.15%
RGTU Tradr 2X Long RGTI Daily ETF	-78.33%	90.43%

Correlation

The correlation between QBTX and RGTU is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.89

The correlation between QBTX and RGTU has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

Return for Risk

QBTX vs. RGTU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QBTX

QBTX Risk / Return Rank: 9
QBTX Sharpe Ratio Rank: 6
QBTX Sortino Ratio Rank: 16
QBTX Omega Ratio Rank: 15
QBTX Calmar Ratio Rank: 3
QBTX Martin Ratio Rank: 5

RGTU

RGTU Risk / Return Rank: 7
RGTU Sharpe Ratio Rank: 6
RGTU Sortino Ratio Rank: 12
RGTU Omega Ratio Rank: 11
RGTU Calmar Ratio Rank: 3
RGTU Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QBTX vs. RGTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QBTS Daily ETF (QBTX) and Tradr 2X Long RGTI Daily ETF (RGTU). 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	RGTU	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	-0.38	+0.04
Sortino ratio: Return per unit of downside risk	0.70	0.41	+0.29
Omega ratio: Gain probability vs. loss probability	1.07	1.04	+0.03
Calmar ratio: Return relative to maximum drawdown	-0.77	-0.81	+0.05
Martin ratio: Return relative to average drawdown	-1.00	-1.02	+0.02

QBTX vs. RGTU - Sharpe Ratio Comparison

The current QBTX Sharpe Ratio is -0.34, which is comparable to the RGTU Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of QBTX and RGTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QBTX vs. RGTU - Drawdown Comparison

The maximum QBTX drawdown since its inception was -95.48%, roughly equal to the maximum RGTU drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for QBTX and RGTU.

Drawdown Indicators

	QBTX	RGTU	Difference
Max Drawdown Largest peak-to-trough decline	-95.48%	-97.58%	+2.10%
Max Drawdown (1Y) Largest decline over 1 year	-95.48%	-97.58%	+2.10%
Current Drawdown Current decline from peak	-94.93%	-97.58%	+2.65%
Average Drawdown Average peak-to-trough decline	-59.11%	-65.56%	+6.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	72.94%	77.19%	-4.25%

Volatility

QBTX vs. RGTU - Volatility Comparison

Tradr 2X Long QBTS Daily ETF (QBTX) and Tradr 2X Long RGTI Daily ETF (RGTU) have volatilities of 44.01% and 43.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBTX	RGTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	44.01%	43.95%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	145.15%	141.20%	+3.95%
Volatility (1Y) Calculated over the trailing 1-year period	218.35%	218.60%	-0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	237.52%	216.05%	+21.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	237.52%	216.05%	+21.47%

QBTX vs. RGTU - Expense Ratio Comparison

Both QBTX and RGTU have an expense ratio of 1.30%.

Dividends

QBTX vs. RGTU - Dividend Comparison

QBTX's dividend yield for the trailing twelve months is around 60.12%, less than RGTU's 95.20% yield.

Position	TTM	2025
QBTX Tradr 2X Long QBTS Daily ETF	60.12%	13.20%
RGTU Tradr 2X Long RGTI Daily ETF	95.20%	20.63%

Frequently Asked Questions

Can I hold both QBTX and RGTU in my portfolio?

QBTX and RGTU have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QBTX or RGTU?

QBTX has higher volatility (44.01%) compared to RGTU (43.95%). In terms of maximum drawdown, QBTX dropped -95.48% vs RGTU's -97.58%.

Which ETF is better, QBTX or RGTU?

On 1-year performance, QBTX leads with -72.96% vs -79.08% for RGTU. Both ETFs have the same 1.30% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QBTX or RGTU?

Over the 1-year period, QBTX has performed better with a -72.96% return vs -79.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QBTX or RGTU?

QBTX and RGTU have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, QBTX or RGTU?

RGTU has the higher dividend yield at 95.20%, compared with 60.12% for QBTX.

Which has better risk-adjusted returns?

QBTX currently has the higher Sharpe Ratio (-0.34 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.