QUBX vs. RGTU

Last updated Jun 25, 2026

QUBX (Tradr 2X Long QUBT Daily ETF) and RGTU (Tradr 2X Long RGTI Daily ETF) are both Leveraged Equities funds from Tradr. Over the past year, QUBX returned -91.08% vs -20.14% for RGTU. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 1.30% expense ratio.

Performance

QUBX vs. RGTU - 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 RGTI Daily ETF (RGTU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUBX achieves a -48.88% return, which is significantly higher than RGTU's -55.83% return.

QUBX

• 1D: -14.85%
• 1M: -44.16%
• YTD: -48.88%
• 6M: -59.20%
• 1Y: -91.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RGTU

• 1D: -16.33%
• 1M: -52.54%
• YTD: -55.83%
• 6M: -64.36%
• 1Y: -20.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QUBX vs. RGTU - Yearly Performance Comparison

	2026 (YTD)	2025
QUBX Tradr 2X Long QUBT Daily ETF	-48.88%	-83.01%
RGTU Tradr 2X Long RGTI Daily ETF	-55.83%	90.43%

Correlation

The correlation between QUBX and RGTU is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.83

The correlation between QUBX and RGTU has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

QUBX vs. RGTU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QUBX

QUBX Risk / Return Rank: 4
QUBX Sharpe Ratio Rank: 6
QUBX Sortino Ratio Rank: 6
QUBX Omega Ratio Rank: 6
QUBX Calmar Ratio Rank: 1
QUBX Martin Ratio Rank: 4

RGTU

RGTU Risk / Return Rank: 17
RGTU Sharpe Ratio Rank: 8
RGTU Sortino Ratio Rank: 32
RGTU Omega Ratio Rank: 27
RGTU Calmar Ratio Rank: 7
RGTU Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUBX vs. RGTU - 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 RGTI Daily ETF (RGTU). 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	RGTU	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	-0.09	-0.36
Sortino ratio: Return per unit of downside risk	-0.38	1.58	-1.96
Omega ratio: Gain probability vs. loss probability	0.96	1.17	-0.21
Calmar ratio: Return relative to maximum drawdown	-0.95	-0.21	-0.74
Martin ratio: Return relative to average drawdown	-1.20	-0.27	-0.93

QUBX vs. RGTU - Sharpe Ratio Comparison

The current QUBX Sharpe Ratio is -0.45, which is lower than the RGTU Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of QUBX and RGTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QUBX vs. RGTU - Drawdown Comparison

The maximum QUBX drawdown since its inception was -96.40%, roughly equal to the maximum RGTU drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for QUBX and RGTU.

Drawdown Indicators

	QUBX	RGTU	Difference
Max Drawdown Largest peak-to-trough decline	-96.40%	-96.96%	+0.56%
Max Drawdown (1Y) Largest decline over 1 year	-96.40%	-96.96%	+0.56%
Current Drawdown Current decline from peak	-93.79%	-95.06%	+1.27%
Average Drawdown Average peak-to-trough decline	-70.76%	-63.73%	-7.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	75.78%	73.57%	+2.21%

Volatility

QUBX vs. RGTU - Volatility Comparison

The current volatility for Tradr 2X Long QUBT Daily ETF (QUBX) is 57.66%, while Tradr 2X Long RGTI Daily ETF (RGTU) has a volatility of 64.80%. This indicates that QUBX experiences smaller price fluctuations and is considered to be less risky than RGTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QUBX	RGTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	57.66%	64.80%	-7.14%
Volatility (6M) Calculated over the trailing 6-month period	133.93%	141.95%	-8.02%
Volatility (1Y) Calculated over the trailing 1-year period	200.88%	219.15%	-18.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	200.88%	219.15%	-18.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	200.88%	219.15%	-18.27%

QUBX vs. RGTU - Expense Ratio Comparison

Both QUBX and RGTU have an expense ratio of 1.30%.

Dividends

QUBX vs. RGTU - Dividend Comparison

QUBX has not paid dividends to shareholders, while RGTU's dividend yield for the trailing twelve months is around 46.70%.

Position	TTM	2025
QUBX Tradr 2X Long QUBT Daily ETF	0.00%	0.00%
RGTU Tradr 2X Long RGTI Daily ETF	46.70%	20.63%

Frequently Asked Questions

Can I hold both QUBX and RGTU in my portfolio?

QUBX and RGTU have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QUBX or RGTU?

RGTU has higher volatility (64.80%) compared to QUBX (57.66%). In terms of maximum drawdown, QUBX dropped -96.40% vs RGTU's -96.96%.

Which ETF is better, QUBX or RGTU?

On 1-year performance, RGTU leads with -20.14% vs -91.08% for QUBX. Both ETFs have the same 1.30% expense ratio. 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.

Which ETF has performed better, QUBX or RGTU?

Over the 1-year period, RGTU has performed better with a -20.14% return vs -91.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QUBX or RGTU?

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

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

RGTU has the higher dividend yield at 46.70%, compared with 0.00% for QUBX.

Which has better risk-adjusted returns?

RGTU currently has the higher Sharpe Ratio (-0.09 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.