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Data as of .

QCMD vs QCML: which held to its multiple?

Over three months against its own daily promise, QCMD finished 2.2 points over and QCML 2.1 points short.

Direxion Daily QCOM Bear 1X ETF and GraniteShares 2x Long QCOM Daily ETF, side by side, leveraged ETFs on ETFIQ.

+11.6%QCMD returned, 3 months
−31.6%QCML returned, 3 months
−1.9 ptsQCMD from its stated multiple
−4.4 ptsQCML from its stated multiple

ETFIQ Decay Resistance Score: QCMD scores higher

Did it keep up with its own daily multiple, compounded day by day?

QCMD 70.7QCML 66.90.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

QCMD1.9 pts short of its label · 3 months to Sep 11, 2026
QCOM −13.6% ×1 implies+13.6%QCMD returned+11.6%QCOM −13.6% ×1 implies+13.6%QCMD returned+11.6%
QCML4.4 pts short of its label · 3 months to Sep 11, 2026
QCOM −13.6% ×2 implies−27.2%QCML returned−31.6%QCOM −13.6% ×2 implies−27.2%QCML returned−31.6%

Performance, window by window

QCMD and QCML over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
QCMDQCMLQCMDQCMLQCMDQCML
1 month−10.9%+23.9%−12.2%+24.4%+1.3 pts−0.5 pts
3 months+11.6%−31.6%+13.6%−27.2%−1.9 pts−4.4 pts
6 months−41.1%+53.6%−41.5%+82.9%+0.3 pts−29.4 pts
1 year−29.8%−8.1%−15.0%+30.1%−14.8 pts−38.2 pts
Since launch−32.6%−28.4%−19.8%+19.6%−12.8 pts−48.0 pts
Open the live comparison on ETFIQ
QCMD and QCML on the same fields, as of Sep 11, 2026. Source: ETFIQ.
QCMD
Direxion Daily QCOM Bear 1X ETF
Aims to return 1 times the opposite of the daily move of QCOM
QCML
GraniteShares 2x Long QCOM Daily ETF
Aims to return twice the daily move of QCOM
IssuerDirexionGraniteShares
Sets out to return-1x+2x
OnQCOMQCOM
Segmentcompanycompany
Fund returned, 3 months+11.6%−31.6%
Underlying returned, 3 months−13.6%−13.6%
What the stated multiple implies, 3 months+13.6%−27.2%
Difference from stated, 3 months−1.9 pts−4.4 pts
Fund returned, 1 year or since launch−29.8%−8.1%
Difference from stated, over that window−14.8 pts−38.2 pts
Underlying volatility48%48%
Difference over the days both have tradedno shared window−4.4 pts
Expense rationot published1.50%
LaunchedJun 25, 2025Feb 13, 2025

QCMD in plain words

Three months to Sep 11, 2026: QCMD returned +11.6% where its own daily promise gave +9.4%, 2.2 points over. Read the multiple against the whole window instead and −1 times QCOM's −13.6% implies +13.6%, which makes QCMD look 1.9 points short. 4.2 of that is daily compounding, which happens to any −1 times fund over the same path, and the rest is the fund. QCMD aims to return -1 times QCOM's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -1 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. QCOM moved at 48% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

QCML in plain words

Three months to Sep 11, 2026: QCML returned −31.6% where its own daily promise gave −29.4%, 2.1 points short. Read the multiple against the whole window instead and +2 times QCOM's −13.6% implies −27.2%, which makes QCML look 4.4 points short. 2.3 of that is daily compounding, which happens to any +2 times fund over the same path, and the rest is the fund. QCML aims to return +2 times QCOM's move each day, then resets. Over longer, the daily results compound, so the total is not +2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, QCMD or QCML?
Over the window to Sep 11, 2026, QCMD finished 1.9 points from what its multiple implies and QCML finished 4.4 points from its own, so QCMD came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are QCMD and QCML levered on the same thing?
Yes. Both are levered on QCOM, QCMD at -1 times and QCML at +2 times the daily move.
Which one decays faster, QCMD or QCML?
Decay follows how much the underlying moves about. Over this window QCMD’s moved at 48% annualized and QCML’s at 48%, so QCMD has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold QCMD or QCML for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

QCMD against QCML, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, QCMD against QCML, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/QCMD-QCML Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources