QUBX vs. ADBG
QUBX (Tradr 2X Long QUBT Daily ETF) and ADBG (Leverage Shares 2X Long ADBE Daily ETF) are both Leveraged Equities funds. Over the past year, QUBX returned -91.08% vs -79.56% for ADBG. At a correlation of -0.01, they often move in opposite directions. QUBX charges 1.30%/yr vs 0.75%/yr for ADBG.
Performance
QUBX vs. ADBG - Performance Comparison
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Returns By Period
In the year-to-date period, QUBX achieves a -48.88% return, which is significantly higher than ADBG's -72.90% return.
QUBX
- 1D
- -14.85%
- 1M
- -44.16%
- YTD
- -48.88%
- 6M
- -59.20%
- 1Y
- -91.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADBG
- 1D
- -0.72%
- 1M
- -37.89%
- YTD
- -72.90%
- 6M
- -73.44%
- 1Y
- -79.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. ADBG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -48.88% | -83.01% |
ADBG Leverage Shares 2X Long ADBE Daily ETF | -72.90% | -23.27% |
Correlation
The correlation between QUBX and ADBG 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 (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | -0.01 |
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Return for Risk
QUBX vs. ADBG — Risk / Return Rank
QUBX
ADBG
QUBX vs. ADBG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) and Leverage Shares 2X Long ADBE Daily ETF (ADBG). 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.
| QUBX | ADBG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.71 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.98 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.20 | -1.68 | +0.48 |
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Drawdowns
QUBX vs. ADBG - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than ADBG's maximum drawdown of -83.90%. Use the drawdown chart below to compare losses from any high point for QUBX and ADBG.
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Drawdown Indicators
| QUBX | ADBG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -83.90% | -12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -80.96% | -15.44% |
Current DrawdownCurrent decline from peak | -93.79% | -83.54% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -70.76% | -43.18% | -27.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.78% | 47.37% | +28.41% |
Volatility
QUBX vs. ADBG - Volatility Comparison
Tradr 2X Long QUBT Daily ETF (QUBX) has a higher volatility of 57.66% compared to Leverage Shares 2X Long ADBE Daily ETF (ADBG) at 32.23%. This indicates that QUBX's price experiences larger fluctuations and is considered to be riskier than ADBG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBX | ADBG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.66% | 32.23% | +25.43% |
Volatility (6M)Calculated over the trailing 6-month period | 133.93% | 59.28% | +74.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 200.88% | 69.21% | +131.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.88% | 68.63% | +132.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.88% | 68.63% | +132.25% |
QUBX vs. ADBG - Expense Ratio Comparison
QUBX has a 1.30% expense ratio, which is higher than ADBG's 0.75% expense ratio.
Dividends
QUBX vs. ADBG - Dividend Comparison
Neither QUBX nor ADBG has paid dividends to shareholders.
Frequently Asked Questions
QUBX and ADBG 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.
QUBX has higher volatility (57.66%) compared to ADBG (32.23%). In terms of maximum drawdown, QUBX dropped -96.40% vs ADBG's -83.90%.
On 1-year performance, ADBG leads with -79.56% vs -91.08% for QUBX. On fees, ADBG is cheaper at 0.75% per year. On volatility, ADBG has been the lower-risk option at 32.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ADBG has performed better with a -79.56% return vs -91.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ADBG is cheaper with a 0.75% expense ratio, compared with 1.30% for QUBX.
QUBX and ADBG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for QUBX and 0.75% for ADBG.
QUBX currently has the higher Sharpe Ratio (-0.45 vs -1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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