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QPUX vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPUX vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance 2X Daily Long Pure Quantum ETF (QPUX) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QPUX achieves a -71.23% return, which is significantly lower than FDL's 17.61% return.


QPUX

1D
-13.62%
1M
-55.16%
6M
-76.32%
YTD
-71.23%
1Y
3Y*
5Y*
10Y*

FDL

1D
2.42%
1M
2.96%
6M
12.71%
YTD
17.61%
1Y
25.62%
3Y*
19.90%
5Y*
14.10%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPUX vs. FDL - Yearly Performance Comparison


Correlation

The correlation between QPUX and FDL is -0.01, 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 Aug 7, 2025

-0.01

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Return for Risk

QPUX vs. FDL — Risk / Return Rank

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

QPUX

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


FDL
FDL Risk / Return Rank: 8787
Overall Rank
FDL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 8989
Sortino Ratio Rank
FDL Omega Ratio Rank: 8181
Omega Ratio Rank
FDL Calmar Ratio Rank: 9595
Calmar Ratio Rank
FDL Martin Ratio Rank: 8585
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.

QPUX vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance 2X Daily Long Pure Quantum ETF (QPUX) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


QPUXFDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

6.02

Martin ratioReturn relative to average drawdown

13.73

QPUX vs. FDL - Sharpe Ratio Comparison


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Drawdowns

QPUX vs. FDL - Drawdown Comparison

The maximum QPUX drawdown since its inception was -94.73%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for QPUX and FDL.


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Drawdown Indicators


QPUXFDLDifference

Max Drawdown

Largest peak-to-trough decline

-94.73%

-65.93%

-28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-94.29%

0.00%

-94.29%

Average Drawdown

Average peak-to-trough decline

-70.47%

-9.61%

-60.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

QPUX vs. FDL - Volatility Comparison


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Volatility by Period


QPUXFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

198.75%

11.79%

+186.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

198.75%

14.41%

+184.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

198.75%

17.13%

+181.62%

QPUX vs. FDL - Expense Ratio Comparison

QPUX has a 1.29% expense ratio, which is higher than FDL's 0.43% expense ratio.


Dividends

QPUX vs. FDL - Dividend Comparison

QPUX has not paid dividends to shareholders, while FDL's dividend yield for the trailing twelve months is around 3.61%.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.61%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
QPUX
Defiance 2X Daily Long Pure Quantum ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QPUX and FDL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FDL is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FDL is cheaper with a 0.43% expense ratio, compared with 1.29% for QPUX.

FDL has the higher dividend yield at 3.61%, compared with 0.00% for QPUX.

QPUX is categorized as Leveraged Equities, while FDL is Large Cap Value Equities. They also come from different issuers: Defiance and First Trust. Their fees differ too: 1.29% for QPUX and 0.43% for FDL.

Portfolio Optimizer

Find the right allocation for QPUX and FDL

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

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