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SMQ vs. BRKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMQ vs. BRKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 1X Short Innovation 100 Monthly ETF (SMQ) and Direxion Daily BRKB Bear 1X Shares (BRKD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMQ achieves a -15.77% return, which is significantly lower than BRKD's 5.90% return.


SMQ

1D
4.62%
1M
-3.50%
YTD
-15.77%
6M
-14.26%
1Y
3Y*
5Y*
10Y*

BRKD

1D
0.00%
1M
0.00%
YTD
5.90%
6M
6.41%
1Y
5.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMQ vs. BRKD - Yearly Performance Comparison


Correlation

The correlation between SMQ and BRKD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 2, 2025

0.01

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Return for Risk

SMQ vs. BRKD — Risk / Return Rank

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

SMQ

BRKD
BRKD Risk / Return Rank: 1717
Overall Rank
BRKD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRKD Sortino Ratio Rank: 1717
Sortino Ratio Rank
BRKD Omega Ratio Rank: 1717
Omega Ratio Rank
BRKD Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRKD Martin Ratio Rank: 1515
Martin Ratio Rank
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.

SMQ vs. BRKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 1X Short Innovation 100 Monthly ETF (SMQ) and Direxion Daily BRKB Bear 1X Shares (BRKD). 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.

SMQ vs. BRKD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SMQBRKDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.47

0.04

-1.51

Drawdowns

SMQ vs. BRKD - Drawdown Comparison

The maximum SMQ drawdown since its inception was -27.62%, which is greater than BRKD's maximum drawdown of -17.92%. Use the drawdown chart below to compare losses from any high point for SMQ and BRKD.


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Drawdown Indicators


SMQBRKDDifference

Max Drawdown

Largest peak-to-trough decline

-27.62%

-17.92%

-9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Current Drawdown

Current decline from peak

-23.66%

-3.69%

-19.97%

Average Drawdown

Average peak-to-trough decline

-7.66%

-7.72%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

Volatility

SMQ vs. BRKD - Volatility Comparison


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Volatility by Period


SMQBRKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

13.22%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

17.21%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

17.21%

+1.97%

SMQ vs. BRKD - Expense Ratio Comparison

SMQ has a 1.50% expense ratio, which is higher than BRKD's 1.00% expense ratio.


Dividends

SMQ vs. BRKD - Dividend Comparison

SMQ's dividend yield for the trailing twelve months is around 0.29%, less than BRKD's 2.82% yield.


Frequently Asked Questions


SMQ and BRKD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRKD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRKD is cheaper with a 1.00% expense ratio, compared with 1.50% for SMQ.

BRKD has the higher dividend yield at 2.82%, compared with 0.29% for SMQ.

They also come from different issuers: Tradr and Direxion. Their fees differ too: 1.50% for SMQ and 1.00% for BRKD.

Portfolio Optimizer

Find the right allocation for SMQ and BRKD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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