QUBX vs. MVLL
QUBX (Tradr 2X Long QUBT Daily ETF) and MVLL (GraniteShares 2x Long MRVL Daily ETF) are both Leveraged Equities funds. Over the past year, QUBX returned -91.08% vs 589.78% for MVLL. At a 0.30 correlation, their price movements are largely independent. QUBX charges 1.30%/yr vs 1.50%/yr for MVLL.
Performance
QUBX vs. MVLL - 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 MVLL's 595.97% return.
QUBX
- 1D
- -14.85%
- 1M
- -44.16%
- YTD
- -48.88%
- 6M
- -59.20%
- 1Y
- -91.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVLL
- 1D
- -2.00%
- 1M
- 60.63%
- YTD
- 595.97%
- 6M
- 570.87%
- 1Y
- 589.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. MVLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -48.88% | -83.01% |
MVLL GraniteShares 2x Long MRVL Daily ETF | 595.97% | 10.74% |
Correlation
The correlation between QUBX and MVLL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.30 |
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Return for Risk
QUBX vs. MVLL — Risk / Return Rank
QUBX
MVLL
QUBX vs. MVLL - 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 MRVL Daily ETF (MVLL). 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 | MVLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.86 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.48 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 12.16 | -13.11 |
| Martin ratioReturn relative to average drawdown | -1.20 | 24.48 | -25.68 |
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Drawdowns
QUBX vs. MVLL - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than MVLL's maximum drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for QUBX and MVLL.
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Drawdown Indicators
| QUBX | MVLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -59.02% | -37.38% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -48.93% | -47.47% |
Current DrawdownCurrent decline from peak | -93.79% | -32.58% | -61.21% |
Average DrawdownAverage peak-to-trough decline | -70.76% | -22.43% | -48.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.78% | 24.26% | +51.52% |
Volatility
QUBX vs. MVLL - Volatility Comparison
The current volatility for Tradr 2X Long QUBT Daily ETF (QUBX) is 57.66%, while GraniteShares 2x Long MRVL Daily ETF (MVLL) has a volatility of 87.12%. This indicates that QUBX experiences smaller price fluctuations and is considered to be less risky than MVLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBX | MVLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.66% | 87.12% | -29.46% |
Volatility (6M)Calculated over the trailing 6-month period | 133.93% | 113.24% | +20.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 200.88% | 144.98% | +55.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.88% | 147.05% | +53.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.88% | 147.05% | +53.83% |
QUBX vs. MVLL - Expense Ratio Comparison
QUBX has a 1.30% expense ratio, which is lower than MVLL's 1.50% expense ratio.
Dividends
QUBX vs. MVLL - Dividend Comparison
Neither QUBX nor MVLL has paid dividends to shareholders.
Frequently Asked Questions
QUBX and MVLL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MVLL has higher volatility (87.12%) compared to QUBX (57.66%). In terms of maximum drawdown, QUBX dropped -96.40% vs MVLL's -59.02%.
On 1-year performance, MVLL leads with 589.78% 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, MVLL has performed better with a 589.78% 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 MVLL.
QUBX and MVLL 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 MVLL.
MVLL currently has the higher Sharpe Ratio (4.12 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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