QUBX vs. DLLL
QUBX (Tradr 2X Long QUBT Daily ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds. Over the past year, QUBX returned -91.08% vs 753.45% for DLLL. At a 0.22 correlation, their price movements are largely independent. QUBX charges 1.30%/yr vs 1.50%/yr for DLLL.
Performance
QUBX vs. DLLL - Performance Comparison
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Returns By Period
In the year-to-date period, QUBX achieves a -48.88% return, which is significantly lower than DLLL's 787.26% return.
QUBX
- 1D
- -14.85%
- 1M
- -44.16%
- YTD
- -48.88%
- 6M
- -59.20%
- 1Y
- -91.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DLLL
- 1D
- 2.87%
- 1M
- 94.80%
- YTD
- 787.26%
- 6M
- 750.24%
- 1Y
- 753.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -48.88% | -83.01% |
DLLL GraniteShares 2x Long DELL Daily ETF | 787.26% | 0.40% |
Correlation
The correlation between QUBX and DLLL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.22 |
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Return for Risk
QUBX vs. DLLL — Risk / Return Rank
QUBX
DLLL
QUBX vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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 | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.26 | ||
| Sortino ratioReturn per unit of downside risk | -4.90 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.56 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 13.30 | -14.25 |
| Martin ratioReturn relative to average drawdown | -1.20 | 27.05 | -28.26 |
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Drawdowns
QUBX vs. DLLL - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for QUBX and DLLL.
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Drawdown Indicators
| QUBX | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -68.58% | -27.82% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -57.19% | -39.21% |
Current DrawdownCurrent decline from peak | -93.79% | -16.07% | -77.72% |
Average DrawdownAverage peak-to-trough decline | -70.76% | -25.83% | -44.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.78% | 28.06% | +47.72% |
Volatility
QUBX vs. DLLL - Volatility Comparison
The current volatility for Tradr 2X Long QUBT Daily ETF (QUBX) is 57.66%, while GraniteShares 2x Long DELL Daily ETF (DLLL) has a volatility of 61.95%. This indicates that QUBX experiences smaller price fluctuations and is considered to be less risky than DLLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBX | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.66% | 61.95% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 133.93% | 102.52% | +31.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 200.88% | 130.96% | +69.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.88% | 129.49% | +71.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.88% | 129.49% | +71.39% |
QUBX vs. DLLL - Expense Ratio Comparison
QUBX has a 1.30% expense ratio, which is lower than DLLL's 1.50% expense ratio.
Dividends
QUBX vs. DLLL - Dividend Comparison
Neither QUBX nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
QUBX and DLLL 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.
DLLL has higher volatility (61.95%) compared to QUBX (57.66%). In terms of maximum drawdown, QUBX dropped -96.40% vs DLLL's -68.58%.
On 1-year performance, DLLL leads with 753.45% vs -91.08% for QUBX. On fees, QUBX is cheaper at 1.30% per year. On volatility, QUBX has been the lower-risk option at 57.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DLLL has performed better with a 753.45% return vs -91.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUBX is cheaper with a 1.30% expense ratio, compared with 1.50% for DLLL.
QUBX and DLLL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.30% for QUBX and 1.50% for DLLL.
DLLL currently has the higher Sharpe Ratio (5.81 vs -0.45), 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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