SPOG vs. QUBX
SPOG (Leverage Shares 2X Long SPOT Daily ETF) and QUBX (Tradr 2X Long QUBT Daily ETF) are both Leveraged Equities funds. At a 0.22 correlation, their price movements are largely independent. SPOG charges 0.75%/yr vs 1.30%/yr for QUBX.
Performance
SPOG vs. QUBX - Performance Comparison
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Returns By Period
In the year-to-date period, SPOG achieves a -41.52% return, which is significantly lower than QUBX's -25.88% return.
SPOG
- 1D
- -5.23%
- 1M
- 19.81%
- YTD
- -41.52%
- 6M
- -37.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX
- 1D
- -16.53%
- 1M
- 20.88%
- YTD
- -25.88%
- 6M
- -51.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPOG vs. QUBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPOG Leverage Shares 2X Long SPOT Daily ETF | -41.52% | -19.53% |
QUBX Tradr 2X Long QUBT Daily ETF | -25.88% | -31.55% |
Correlation
The correlation between SPOG and QUBX is 0.22, 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 Nov 18, 2025 | 0.22 |
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Return for Risk
SPOG vs. QUBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SPOT Daily ETF (SPOG) and Tradr 2X Long QUBT Daily ETF (QUBX). 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.
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Sharpe Ratios by Period
| SPOG | QUBX | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.73 | -0.44 | -0.29 |
Drawdowns
SPOG vs. QUBX - Drawdown Comparison
The maximum SPOG drawdown since its inception was -64.41%, smaller than the maximum QUBX drawdown of -96.40%. Use the drawdown chart below to compare losses from any high point for SPOG and QUBX.
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Drawdown Indicators
| SPOG | QUBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.41% | -96.40% | +31.99% |
Current DrawdownCurrent decline from peak | -52.94% | -91.00% | +38.06% |
Average DrawdownAverage peak-to-trough decline | -40.43% | -69.71% | +29.28% |
Volatility
SPOG vs. QUBX - Volatility Comparison
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Volatility by Period
| SPOG | QUBX | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 103.84% | 200.76% | -96.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 103.84% | 200.76% | -96.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.84% | 200.76% | -96.92% |
SPOG vs. QUBX - Expense Ratio Comparison
SPOG has a 0.75% expense ratio, which is lower than QUBX's 1.30% expense ratio.
Dividends
SPOG vs. QUBX - Dividend Comparison
Neither SPOG nor QUBX has paid dividends to shareholders.
Frequently Asked Questions
SPOG and QUBX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPOG is cheaper with a 0.75% expense ratio, compared with 1.30% for QUBX.
SPOG and QUBX have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and Tradr. Their fees differ too: 0.75% for SPOG and 1.30% for QUBX.
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