SPYQ vs. RINC

Last updated Apr 1, 2026

Compare and contrast key facts about Tradr 2X Long SPY Quarterly ETF (SPYQ) and AXS Real Estate Income ETF (RINC).

SPYQ and RINC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYQ is an actively managed fund by AXS. It was launched on Sep 30, 2024. RINC is a passively managed fund by AXS that tracks the performance of the Gapstow Real Estate Income Index. It was launched on Aug 28, 2023.

Performance

SPYQ vs. RINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long SPY Quarterly ETF (SPYQ) and AXS Real Estate Income ETF (RINC). The values are adjusted to include any dividend payments, if applicable.

SPYQ vs. RINC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SPYQ Tradr 2X Long SPY Quarterly ETF	-10.44%	26.22%	4.76%
RINC AXS Real Estate Income ETF	0.00%	7.75%	-5.47%

Returns By Period

SPYQ

• 1D: 6.28%
• 1M: -10.55%
• YTD: -10.44%
• 6M: -7.41%
• 1Y: 26.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RINC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SPYQ vs. RINC - Expense Ratio Comparison

SPYQ has a 1.30% expense ratio, which is higher than RINC's 0.89% expense ratio.

SPYQ

Tradr 2X Long SPY Quarterly ETF

RINC

AXS Real Estate Income ETF

Return for Risk

SPYQ vs. RINC — Risk / Return Rank

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

SPYQ

SPYQ Risk / Return Rank: 48
SPYQ Sharpe Ratio Rank: 38
SPYQ Sortino Ratio Rank: 46
SPYQ Omega Ratio Rank: 50
SPYQ Calmar Ratio Rank: 47
SPYQ Martin Ratio Rank: 56

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.

SPYQ vs. RINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long SPY Quarterly ETF (SPYQ) and AXS Real Estate Income ETF (RINC). 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.

	SPYQ	RINC	Difference
Sharpe ratio Return per unit of total volatility	0.69	—	—
Sortino ratio Return per unit of downside risk	1.24	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.18	—	—
Martin ratio Return relative to average drawdown	5.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SPYQ	RINC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	—	—

Correlation

The correlation between SPYQ and RINC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SPYQ vs. RINC - Dividend Comparison

SPYQ's dividend yield for the trailing twelve months is around 0.19%, less than RINC's 3.60% yield.

	TTM	2025	2024	2023
SPYQ Tradr 2X Long SPY Quarterly ETF	0.19%	0.17%	0.00%	0.00%
RINC AXS Real Estate Income ETF	3.60%	6.04%	10.85%	3.88%

Drawdowns

Drawdown Indicators

	SPYQ	RINC	Difference
Max Drawdown Largest peak-to-trough decline	-35.88%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-23.97%	—	—
Current Drawdown Current decline from peak	-13.59%	—	—
Average Drawdown Average peak-to-trough decline	-5.22%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.27%	—	—

Volatility

Volatility by Period

	SPYQ	RINC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.66%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.80%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.80%	—	—