QUBX vs. DLLL
QUBX (Tradr 2X Long QUBT Daily ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds. At a 0.21 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 -25.88% return, which is significantly lower than DLLL's 758.72% return.
QUBX
- 1D
- -16.53%
- 1M
- 20.88%
- YTD
- -25.88%
- 6M
- -51.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DLLL
- 1D
- 0.11%
- 1M
- 230.95%
- YTD
- 758.72%
- 6M
- 593.50%
- 1Y
- 836.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -25.88% | -82.54% |
DLLL GraniteShares 2x Long DELL Daily ETF | 758.72% | -3.81% |
Correlation
The correlation between QUBX and DLLL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025 | 0.21 |
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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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QUBX | DLLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 6.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.44 | 3.14 | -3.59 |
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 | — | -57.19% | — |
Current DrawdownCurrent decline from peak | -91.00% | -18.77% | -72.23% |
Average DrawdownAverage peak-to-trough decline | -69.71% | -25.89% | -43.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 27.39% | — |
Volatility
QUBX vs. DLLL - Volatility Comparison
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Volatility by Period
| QUBX | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 69.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 102.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 200.76% | 129.16% | +71.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.76% | 130.36% | +70.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.76% | 130.36% | +70.40% |
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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUBX is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
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.
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