SPYQ vs. VUG

Last updated Jun 3, 2026

SPYQ (Tradr 2X Long SPY Quarterly ETF) and VUG (Vanguard Growth ETF) are both exchange-traded funds - SPYQ is a Leveraged Equities fund actively managed by AXS, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. SPYQ is actively managed, while VUG is passively managed. Over the past year, SPYQ returned 51.99% vs 30.39% for VUG. Their correlation of 0.93 suggests significant overlap in exposure. SPYQ charges 1.30%/yr vs 0.03%/yr for VUG.

Performance

SPYQ vs. VUG - Performance Comparison

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

Returns By Period

In the year-to-date period, SPYQ achieves a 18.82% return, which is significantly higher than VUG's 10.86% return.

SPYQ

• 1D: 0.26%
• 1M: 9.36%
• YTD: 18.82%
• 6M: 18.88%
• 1Y: 51.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUG

• 1D: -0.28%
• 1M: 7.37%
• YTD: 10.86%
• 6M: 10.14%
• 1Y: 30.39%
• 3Y*: 26.46%
• 5Y*: 15.71%
• 10Y*: 18.40%

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

SPYQ vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SPYQ Tradr 2X Long SPY Quarterly ETF	18.82%	26.22%	4.76%
VUG Vanguard Growth ETF	10.86%	19.40%	8.49%

Correlation

The correlation between SPYQ and VUG is 0.93, 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	0.93
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.93

The correlation between SPYQ and VUG has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Return for Risk

SPYQ vs. VUG — Risk / Return Rank

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

SPYQ

SPYQ Risk / Return Rank: 62
SPYQ Sharpe Ratio Rank: 65
SPYQ Sortino Ratio Rank: 58
SPYQ Omega Ratio Rank: 61
SPYQ Calmar Ratio Rank: 56
SPYQ Martin Ratio Rank: 68

VUG

VUG Risk / Return Rank: 49
VUG Sharpe Ratio Rank: 56
VUG Sortino Ratio Rank: 53
VUG Omega Ratio Rank: 54
VUG Calmar Ratio Rank: 38
VUG Martin Ratio Rank: 41

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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long SPY Quarterly ETF (SPYQ) and Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio Return per unit of total volatility	2.20	1.93	+0.27
Sortino ratio Return per unit of downside risk	2.82	2.60	+0.22
Omega ratio Gain probability vs. loss probability	1.37	1.34	+0.04
Calmar ratio Return relative to maximum drawdown	2.85	1.90	+0.95
Martin ratio Return relative to average drawdown	12.80	6.65	+6.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPYQ vs. VUG - Sharpe Ratio Comparison

The current SPYQ Sharpe Ratio is 2.20, which is comparable to the VUG Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SPYQ and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SPYQ	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	1.93	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.62	+0.29

Drawdowns

SPYQ vs. VUG - Drawdown Comparison

The maximum SPYQ drawdown since its inception was -35.88%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPYQ and VUG.

Drawdown Indicators

	SPYQ	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-35.88%	-50.68%	+14.80%
Max Drawdown (1Y) Largest decline over 1 year	-18.70%	-16.53%	-2.17%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	0.00%	-0.28%	+0.28%
Average Drawdown Average peak-to-trough decline	-4.90%	-7.09%	+2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.16%	4.71%	-0.55%

Volatility

SPYQ vs. VUG - Volatility Comparison

Tradr 2X Long SPY Quarterly ETF (SPYQ) has a higher volatility of 5.11% compared to Vanguard Growth ETF (VUG) at 3.52%. This indicates that SPYQ's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPYQ	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	3.52%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	18.07%	12.05%	+6.02%
Volatility (1Y) Calculated over the trailing 1-year period	23.73%	15.80%	+7.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.64%	22.22%	+12.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.64%	21.44%	+13.20%

SPYQ vs. VUG - Expense Ratio Comparison

SPYQ has a 1.30% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

SPYQ vs. VUG - Dividend Comparison

SPYQ's dividend yield for the trailing twelve months is around 0.14%, less than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYQ Tradr 2X Long SPY Quarterly ETF	0.14%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both SPYQ and VUG in my portfolio?

With a correlation of 0.93, SPYQ and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SPYQ or VUG?

SPYQ has higher volatility (5.11%) compared to VUG (3.52%). In terms of maximum drawdown, SPYQ dropped -35.88% vs VUG's -50.68%.

Which ETF is better, SPYQ or VUG?

On 1-year performance, SPYQ leads with 51.99% vs 30.39% for VUG. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPYQ or VUG?

Over the 1-year period, SPYQ has performed better with a 51.99% return vs 30.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPYQ or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 1.30% for SPYQ.

Which ETF pays a higher dividend yield, SPYQ or VUG?

VUG has the higher dividend yield at 0.37%, compared with 0.14% for SPYQ.

What is the main difference between SPYQ and VUG?

SPYQ is categorized as Leveraged Equities, while VUG is Large Cap Growth Equities. They also come from different issuers: AXS and Vanguard. Their fees differ too: 1.30% for SPYQ and 0.03% for VUG.

Which has better risk-adjusted returns?

SPYQ currently has the higher Sharpe Ratio (2.20 vs 1.93), 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.