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QPUX vs. MSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QPUX vs. MSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance 2X Daily Long Pure Quantum ETF (QPUX) and Defiance Daily Target 2X Long MSTR ETF (MSTX). The values are adjusted to include any dividend payments, if applicable.

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QPUX vs. MSTX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QPUX achieves a -68.74% return, which is significantly lower than MSTX's -51.04% return.


QPUX

1D
17.66%
1M
-42.56%
YTD
-68.74%
6M
-87.62%
1Y
3Y*
5Y*
10Y*

MSTX

1D
-3.58%
1M
-24.90%
YTD
-51.04%
6M
-91.98%
1Y
-93.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QPUX vs. MSTX - Expense Ratio Comparison

Both QPUX and MSTX have an expense ratio of 1.29%.


Return for Risk

QPUX vs. MSTX — Risk / Return Rank

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

QPUX

MSTX
MSTX Risk / Return Rank: 11
Overall Rank
MSTX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSTX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTX Omega Ratio Rank: 11
Omega Ratio Rank
MSTX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTX Martin Ratio Rank: 11
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. MSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance 2X Daily Long Pure Quantum ETF (QPUX) and Defiance Daily Target 2X Long MSTR ETF (MSTX). 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.

QPUX vs. MSTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QPUXMSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

-0.43

-0.05

Correlation

The correlation between QPUX and MSTX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QPUX vs. MSTX - Dividend Comparison

Neither QPUX nor MSTX has paid dividends to shareholders.


Drawdowns

QPUX vs. MSTX - Drawdown Comparison

The maximum QPUX drawdown since its inception was -94.73%, roughly equal to the maximum MSTX drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for QPUX and MSTX.


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Drawdown Indicators


QPUXMSTXDifference

Max Drawdown

Largest peak-to-trough decline

-94.73%

-98.66%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-96.62%

Current Drawdown

Current decline from peak

-93.80%

-98.49%

+4.69%

Average Drawdown

Average peak-to-trough decline

-56.93%

-67.02%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.14%

Volatility

QPUX vs. MSTX - Volatility Comparison


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Volatility by Period


QPUXMSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.77%

Volatility (6M)

Calculated over the trailing 6-month period

111.14%

Volatility (1Y)

Calculated over the trailing 1-year period

186.38%

147.35%

+39.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.38%

169.54%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

186.38%

169.54%

+16.84%