QUBX vs. GEVX
QUBX (Tradr 2X Long QUBT Daily ETF) and GEVX (Tradr 2X Long GEV Daily ETF) are both Leveraged Equities funds from Tradr. Over the past year, QUBX returned -93.92% vs 154.94% for GEVX. At a 0.36 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.
Performance
QUBX vs. GEVX - Performance Comparison
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Returns By Period
In the year-to-date period, QUBX achieves a -66.67% return, which is significantly lower than GEVX's 121.30% return.
QUBX
- 1D
- -6.06%
- 1M
- -51.82%
- 6M
- -76.81%
- YTD
- -66.67%
- 1Y
- -93.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEVX
- 1D
- -2.14%
- 1M
- 11.68%
- 6M
- 128.37%
- YTD
- 121.30%
- 1Y
- 154.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. GEVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -66.67% | -84.78% |
GEVX Tradr 2X Long GEV Daily ETF | 121.30% | 23.96% |
Correlation
The correlation between QUBX and GEVX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025 | 0.36 |
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Return for Risk
QUBX vs. GEVX — Risk / Return Rank
QUBX
GEVX
QUBX vs. GEVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) and Tradr 2X Long GEV Daily ETF (GEVX). 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 | GEVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 3.46 | -4.44 |
| Martin ratioReturn relative to average drawdown | -1.20 | 8.36 | -9.57 |
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Drawdowns
QUBX vs. GEVX - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than GEVX's maximum drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for QUBX and GEVX.
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Drawdown Indicators
| QUBX | GEVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -45.03% | -51.37% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -45.03% | -51.37% |
Current DrawdownCurrent decline from peak | -95.95% | -22.04% | -73.91% |
Average DrawdownAverage peak-to-trough decline | -72.03% | -15.14% | -56.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 18.60% | +59.34% |
Volatility
QUBX vs. GEVX - Volatility Comparison
Tradr 2X Long QUBT Daily ETF (QUBX) has a higher volatility of 52.86% compared to Tradr 2X Long GEV Daily ETF (GEVX) at 39.80%. This indicates that QUBX's price experiences larger fluctuations and is considered to be riskier than GEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBX | GEVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 52.86% | 39.80% | +13.06% |
Volatility (6M)Calculated over the trailing 6-month period | 133.27% | 71.74% | +61.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 199.16% | 104.04% | +95.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 198.46% | 103.76% | +94.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 198.46% | 103.76% | +94.70% |
QUBX vs. GEVX - Expense Ratio Comparison
Both QUBX and GEVX have an expense ratio of 1.30%.
Dividends
QUBX vs. GEVX - Dividend Comparison
Neither QUBX nor GEVX has paid dividends to shareholders.
Frequently Asked Questions
QUBX and GEVX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUBX has higher volatility (52.86%) compared to GEVX (39.80%). In terms of maximum drawdown, QUBX dropped -96.40% vs GEVX's -45.03%.
On 1-year performance, GEVX leads with 154.94% vs -93.92% for QUBX. Both ETFs have the same 1.30% expense ratio. On volatility, GEVX has been the lower-risk option at 39.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GEVX has performed better with a 154.94% return vs -93.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUBX and GEVX have the same expense ratio: 1.30% per year.
QUBX and GEVX have nearly identical dividend yields, around 0.00%.
GEVX currently has the higher Sharpe Ratio (1.50 vs -0.47), 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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