{"schemaVersion":1,"ticker":"QBUL","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qbul/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, QBUL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/qbul/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"QBUL","b":"VOO","window":{"from":"2024-07-12","to":"2026-10-30","firstReturn":"2024-07-19","weeklyReturns":120,"years":2.3,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04158628,"perWeek":0.0007997362,"days":576,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.05552508,"b":0.38755396,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.02369294,"b":0.15250181,"edge":"VOO","lead":"VOO"},"price":{"a":-0.04840523,"b":0.35032553,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.03146143,"b":0.14884888,"edge":"QBUL","lead":"QBUL"},"downsideDeviation":{"a":0.02400581,"b":0.0974992,"edge":"QBUL","lead":"QBUL"},"maxDrawdown":{"a":-0.02116586,"b":-0.1668507,"edge":"QBUL","lead":"QBUL","aPeak":"2025-10-31","aTrough":"2026-03-27","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":-0.01767354,"b":0.1115534,"edge":"VOO","lead":"VOO"},"sharpe":{"a":-0.56175255,"b":0.7494406,"edge":"VOO","lead":"VOO"},"sortino":{"a":-0.73621919,"b":1.14414678,"edge":"VOO","lead":"VOO"},"calmar":{"a":1.11939384,"b":0.9140016,"edge":"QBUL","lead":"QBUL"}},"relative":{"QBUL":{"on":"VOO","beta":0.15813095,"r2":0.55971633,"alpha":-0.03531358,"alphaT":-2.54507825,"alphaLow":-0.06279035,"alphaHigh":-0.00783682,"upsideCapture":0.1340163,"downsideCapture":0.27322469,"treynor":-0.11176521,"trackingError":0.12703825,"informationRatio":-1.01722859,"upWeeks":66,"downWeeks":54,"treynorReference":0.1115534,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"VOO","lead":"VOO"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"QBUL","lead":"QBUL"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QBUL":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05552508}},"VOO":{"kept":"2026-11-01","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38755396}}}}