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QBTZ vs. BRKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTZ vs. BRKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short QBTS ETF (QBTZ) and Direxion Daily BRKB Bear 1X Shares (BRKD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBTZ achieves a -86.84% return, which is significantly lower than BRKD's 5.90% return.


QBTZ

1D
-1.57%
1M
-73.34%
YTD
-86.84%
6M
-88.85%
1Y
3Y*
5Y*
10Y*

BRKD

1D
0.00%
1M
0.00%
YTD
5.90%
6M
6.21%
1Y
6.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTZ vs. BRKD - Yearly Performance Comparison


Correlation

The correlation between QBTZ and BRKD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 8, 2025

-0.09

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Return for Risk

QBTZ vs. BRKD — Risk / Return Rank

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

QBTZ

BRKD
BRKD Risk / Return Rank: 1717
Overall Rank
BRKD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BRKD Sortino Ratio Rank: 1717
Sortino Ratio Rank
BRKD Omega Ratio Rank: 1717
Omega Ratio Rank
BRKD Calmar Ratio Rank: 1818
Calmar Ratio Rank
BRKD Martin Ratio Rank: 1515
Martin Ratio Rank
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.

QBTZ vs. BRKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short QBTS ETF (QBTZ) and Direxion Daily BRKB Bear 1X Shares (BRKD). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QBTZ vs. BRKD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QBTZBRKDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.04

-0.46

Drawdowns

QBTZ vs. BRKD - Drawdown Comparison

The maximum QBTZ drawdown since its inception was -96.03%, which is greater than BRKD's maximum drawdown of -17.92%. Use the drawdown chart below to compare losses from any high point for QBTZ and BRKD.


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Drawdown Indicators


QBTZBRKDDifference

Max Drawdown

Largest peak-to-trough decline

-96.03%

-17.92%

-78.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Current Drawdown

Current decline from peak

-95.42%

-3.69%

-91.73%

Average Drawdown

Average peak-to-trough decline

-55.88%

-7.73%

-48.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

QBTZ vs. BRKD - Volatility Comparison


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Volatility by Period


QBTZBRKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

234.44%

13.32%

+221.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

234.44%

17.23%

+217.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

234.44%

17.23%

+217.21%

QBTZ vs. BRKD - Expense Ratio Comparison

QBTZ has a 1.29% expense ratio, which is higher than BRKD's 1.00% expense ratio.


Dividends

QBTZ vs. BRKD - Dividend Comparison

QBTZ has not paid dividends to shareholders, while BRKD's dividend yield for the trailing twelve months is around 2.82%.


Frequently Asked Questions


QBTZ and BRKD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRKD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRKD is cheaper with a 1.00% expense ratio, compared with 1.29% for QBTZ.

BRKD has the higher dividend yield at 2.82%, compared with 0.00% for QBTZ.

They also come from different issuers: Defiance ETFs and Direxion. Their fees differ too: 1.29% for QBTZ and 1.00% for BRKD.

Portfolio Optimizer

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