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SMU vs. NEBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMU vs. NEBX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SMU achieves a -65.34% return, which is significantly lower than NEBX's 571.70% return.


SMU

1D
-8.13%
1M
-13.60%
YTD
-65.34%
6M
-74.59%
1Y
3Y*
5Y*
10Y*

NEBX

1D
-2.43%
1M
61.07%
YTD
571.70%
6M
435.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMU vs. NEBX - Yearly Performance Comparison


2026 (YTD)2025
SMU
Tradr 2X Long SMR Daily ETF
-65.34%-89.13%
NEBX
Tradr 2X Long NBIS Daily ETF
571.70%-37.72%

Correlation

The correlation between SMU and NEBX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 9, 2025

0.51

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Return for Risk

SMU vs. NEBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long SMR Daily ETF (SMU) and Tradr 2X Long NBIS Daily ETF (NEBX). 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.


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

SMU vs. NEBX - Sharpe Ratio Comparison


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Drawdowns

SMU vs. NEBX - Drawdown Comparison

The maximum SMU drawdown since its inception was -98.96%, which is greater than NEBX's maximum drawdown of -77.97%. Use the drawdown chart below to compare losses from any high point for SMU and NEBX.


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Drawdown Indicators


SMUNEBXDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-77.97%

-20.99%

Current Drawdown

Current decline from peak

-98.53%

-2.43%

-96.10%

Average Drawdown

Average peak-to-trough decline

-76.71%

-39.27%

-37.44%

Volatility

SMU vs. NEBX - Volatility Comparison


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Volatility by Period


SMUNEBXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

204.83%

192.31%

+12.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

204.83%

192.31%

+12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

204.83%

192.31%

+12.52%

SMU vs. NEBX - Expense Ratio Comparison

Both SMU and NEBX have an expense ratio of 1.30%.


Dividends

SMU vs. NEBX - Dividend Comparison

Neither SMU nor NEBX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMU and NEBX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SMU and NEBX have the same expense ratio: 1.30% per year.

SMU and NEBX have nearly identical dividend yields, around 0.00%.

Portfolio Optimizer

Find the right allocation for SMU and NEBX

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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