QBTZ vs. OSCX
QBTZ (Defiance Daily Target 2X Short QBTS ETF) and OSCX (Defiance Daily Target 2X Long OSCR ETF) are both exchange-traded funds - QBTZ is a Inverse Equities fund actively managed by Defiance ETFs, while OSCX is a Leveraged Equities fund actively managed by Defiance ETFs. Both are actively managed. At a correlation of -0.22, they often move in opposite directions. QBTZ charges 1.29%/yr vs 1.31%/yr for OSCX.
Performance
QBTZ vs. OSCX - Performance Comparison
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Returns By Period
In the year-to-date period, QBTZ achieves a -86.49% return, which is significantly lower than OSCX's 183.06% return.
QBTZ
- 1D
- 1.31%
- 1M
- 10.26%
- YTD
- -86.49%
- 6M
- -80.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OSCX
- 1D
- 1.06%
- 1M
- 48.06%
- YTD
- 183.06%
- 6M
- 155.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QBTZ vs. OSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QBTZ Defiance Daily Target 2X Short QBTS ETF | -86.49% | -47.53% |
OSCX Defiance Daily Target 2X Long OSCR ETF | 183.06% | -67.86% |
Correlation
The correlation between QBTZ and OSCX is -0.22, 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 7, 2025 | -0.22 |
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Return for Risk
QBTZ vs. OSCX - 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 OSCR ETF (OSCX). 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.
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Drawdowns
QBTZ vs. OSCX - Drawdown Comparison
The maximum QBTZ drawdown since its inception was -96.03%, which is greater than OSCX's maximum drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for QBTZ and OSCX.
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Drawdown Indicators
| QBTZ | OSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.03% | -84.49% | -11.54% |
Current DrawdownCurrent decline from peak | -95.30% | -10.01% | -85.29% |
Average DrawdownAverage peak-to-trough decline | -57.98% | -52.91% | -5.07% |
Volatility
QBTZ vs. OSCX - Volatility Comparison
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Volatility by Period
| QBTZ | OSCX | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 234.75% | 148.66% | +86.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 234.75% | 148.66% | +86.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 234.75% | 148.66% | +86.09% |
QBTZ vs. OSCX - Expense Ratio Comparison
QBTZ has a 1.29% expense ratio, which is lower than OSCX's 1.31% expense ratio.
Dividends
QBTZ vs. OSCX - Dividend Comparison
Neither QBTZ nor OSCX has paid dividends to shareholders.
Frequently Asked Questions
QBTZ and OSCX have a correlation of -0.22, 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 OSCX.
QBTZ and OSCX have nearly identical dividend yields, around 0.00%.
QBTZ is categorized as Inverse Equities, while OSCX is Leveraged Equities. Their fees differ too: 1.29% for QBTZ and 1.31% for OSCX.
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