QUBX vs. GEVX

Last updated Jun 4, 2026

QUBX (Tradr 2X Long QUBT Daily ETF) and GEVX (Tradr 2X Long GEV Daily ETF) are both Leveraged Equities funds from Tradr. At a 0.35 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

QUBX vs. GEVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long QUBT Daily ETF (QUBX) and Tradr 2X Long GEV Daily ETF (GEVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUBX achieves a -25.88% return, which is significantly lower than GEVX's 92.64% return.

QUBX

• 1D: -16.53%
• 1M: 20.88%
• YTD: -25.88%
• 6M: -51.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GEVX

• 1D: -2.13%
• 1M: -22.21%
• YTD: 92.64%
• 6M: 116.30%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QUBX vs. GEVX - Yearly Performance Comparison

	2026 (YTD)	2025
QUBX Tradr 2X Long QUBT Daily ETF	-25.88%	-81.57%
GEVX Tradr 2X Long GEV Daily ETF	92.64%	23.98%

Correlation

The correlation between QUBX and GEVX is 0.35, 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 Jul 14, 2025	0.35

Return for Risk

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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QUBX	GEVX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	1.64	-2.09

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 -36.42%. Use the drawdown chart below to compare losses from any high point for QUBX and GEVX.

Drawdown Indicators

	QUBX	GEVX	Difference
Max Drawdown Largest peak-to-trough decline	-96.40%	-36.42%	-59.98%
Current Drawdown Current decline from peak	-91.00%	-32.14%	-58.86%
Average Drawdown Average peak-to-trough decline	-69.71%	-14.29%	-55.42%

Volatility

Volatility by Period

	QUBX	GEVX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	200.76%	100.66%	+100.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	200.76%	100.66%	+100.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	200.76%	100.66%	+100.10%

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.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QUBX and GEVX in my portfolio?

QUBX and GEVX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QUBX or GEVX?

Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QUBX or GEVX?

QUBX and GEVX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, QUBX or GEVX?

QUBX and GEVX have nearly identical dividend yields, around 0.00%.