PortfoliosLab logoPortfoliosLab logo
QBTZ vs. LMNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTZ vs. LMNX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QBTZ achieves a -86.49% return, which is significantly lower than LMNX's -56.45% return.


QBTZ

1D
1.31%
1M
10.26%
YTD
-86.49%
6M
-80.92%
1Y
3Y*
5Y*
10Y*

LMNX

1D
-5.86%
1M
-1.55%
YTD
-56.45%
6M
-67.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTZ vs. LMNX - Yearly Performance Comparison


Correlation

The correlation between QBTZ and LMNX is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

-0.50

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QBTZ vs. LMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short QBTS ETF (QBTZ) and Defiance Daily Target 2X Long LMND ETF (LMNX). 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.


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

QBTZ vs. LMNX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

QBTZ vs. LMNX - Drawdown Comparison

The maximum QBTZ drawdown since its inception was -96.03%, which is greater than LMNX's maximum drawdown of -79.62%. Use the drawdown chart below to compare losses from any high point for QBTZ and LMNX.


Loading charts...

Drawdown Indicators


QBTZLMNXDifference

Max Drawdown

Largest peak-to-trough decline

-96.03%

-79.62%

-16.41%

Current Drawdown

Current decline from peak

-95.30%

-75.04%

-20.26%

Average Drawdown

Average peak-to-trough decline

-57.98%

-43.41%

-14.57%

Volatility

QBTZ vs. LMNX - Volatility Comparison


Loading charts...

Volatility by Period


QBTZLMNXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

234.75%

170.24%

+64.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

234.75%

170.24%

+64.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

234.75%

170.24%

+64.51%

QBTZ vs. LMNX - Expense Ratio Comparison

QBTZ has a 1.29% expense ratio, which is lower than LMNX's 1.31% expense ratio.


Dividends

QBTZ vs. LMNX - Dividend Comparison

Neither QBTZ nor LMNX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QBTZ and LMNX have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QBTZ is cheaper at 1.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QBTZ is cheaper with a 1.29% expense ratio, compared with 1.31% for LMNX.

QBTZ and LMNX have nearly identical dividend yields, around 0.00%.

QBTZ is categorized as Inverse Equities, while LMNX is Leveraged Equities. Their fees differ too: 1.29% for QBTZ and 1.31% for LMNX.

Portfolio Optimizer

Find the right allocation for QBTZ and LMNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer