Tradr 2X Long NBIS Daily ETF (NEBX) Performance
NEBX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +21.2% since Dec 31, 2025
- 1 year
- −37.6% total return
- Since first price
- −31.3% since 2025
NEBX trailing returns vs SPY, QQQ, AGG
| Period | NEBX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −54.9% | −54.9% | −1.0% | −5.0% | +0.9% |
| 3 months | −65.1% | −65.1% | +3.2% | +1.9% | −0.4% |
| 6 months | −51.9% | −51.9% | +7.8% | +8.4% | −1.5% |
| YTD | +21.2% | +21.2% | +12.3% | +15.1% | −1.0% |
| 1 year | −37.6% | −37.6% | +14.4% | +15.9% | −1.1% |
| Since inceptionSep 9, 2025 | −31.3% | −31.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: NEBX vs SPY
From Sep 9, 2025: NEBX grew to $6,866, SPY to $11,845.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
NEBX returns by calendar year
2026 is year to date.
NEBX annual returns table
| Year | NEBX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +21.2% | −82.4% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
NEBX largest drawdowns
Now 82.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 18, 2026 | −82.4% | Oct 23, 2026 | not yet | 4 months | 4 months so far |
| Oct 13, 2025 | −78.0% | Feb 5, 2026 | May 6, 2026 | 4 months | 7 months |
| Jun 1, 2026 | −37.9% | Jun 10, 2026 | Jun 17, 2026 | 9 days | 16 days |
| May 14, 2026 | −25.5% | May 20, 2026 | May 28, 2026 | 6 days | 14 days |
| May 6, 2026 | −17.8% | May 8, 2026 | May 13, 2026 | 2 days | 7 days |
| Sep 9, 2025 | −16.4% | Sep 16, 2025 | Sep 19, 2025 | 7 days | 10 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
NEBX risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +27.0% |
| Volatility (annualized) | 193.5% |
| Sharpe ratio | 0.87 |
| Sortino ratio | 1.93 |
| Best month | +149.0% |
| Worst month | −63.1% |
| Best 12 months | +27.0% |
| Worst 12 months | +27.0% |
| Positive months | 67% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
NEBX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 2 | −57.7% | −15.4% | +27.0% | 50% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
NEBX performance overview
Tradr 2X Long NBIS Daily ETF (NEBX) returned −37.6% over the past year, with distributions reinvested. Since its first recorded price on Sep 9, 2025 it has returned −31.3%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −82.4%, from Jun 18, 2026 to Oct 23, 2026; the fund has not yet regained that high. Volatility has been 193.5% a year.
Related: NEBX chart. See the NEBX overview for the latest quote and fund facts.
NEBX performance FAQ
What is the NEBX return over the past year?
NEBX returned −37.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 37.6%.
How much would $10,000 invested in NEBX be worth?
$10,000 invested in NEBX at its first recorded close on September 9, 2025 would be worth about $6,866 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of NEBX?
The largest peak-to-trough decline was −82.4% between June 18, 2026 and October 23, 2026. It has not yet recovered to that high; it is 82.4% below its peak.
How volatile is NEBX?
Over the past history NEBX had an annualized volatility of 193.5% and a Sharpe ratio of 0.87 (excess return over 1–3 month T-bills per unit of risk).