CCUP vs. BMNG
CCUP (T-REX 2X Long CRCL Daily Target ETF) and BMNG (Leverage Shares 2X Long BMNR Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.68 correlation means they provide meaningful diversification when combined. CCUP charges 1.50%/yr vs 0.75%/yr for BMNG.
Performance
CCUP vs. BMNG - Performance Comparison
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Returns By Period
In the year-to-date period, CCUP achieves a -20.97% return, which is significantly higher than BMNG's -75.13% return.
CCUP
- 1D
- -20.05%
- 1M
- -47.47%
- YTD
- -20.97%
- 6M
- -36.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BMNG
- 1D
- -12.21%
- 1M
- -48.30%
- YTD
- -75.13%
- 6M
- -85.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCUP vs. BMNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | -20.97% | -74.21% |
BMNG Leverage Shares 2X Long BMNR Daily ETF | -75.13% | -81.37% |
Correlation
The correlation between CCUP and BMNG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025 | 0.68 |
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Return for Risk
CCUP vs. BMNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long CRCL Daily Target ETF (CCUP) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| CCUP | BMNG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.47 | -0.52 | +0.06 |
Drawdowns
CCUP vs. BMNG - Drawdown Comparison
The maximum CCUP drawdown since its inception was -93.74%, roughly equal to the maximum BMNG drawdown of -95.36%. Use the drawdown chart below to compare losses from any high point for CCUP and BMNG.
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Drawdown Indicators
| CCUP | BMNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.74% | -95.36% | +1.62% |
Current DrawdownCurrent decline from peak | -86.98% | -95.36% | +8.38% |
Average DrawdownAverage peak-to-trough decline | -69.18% | -81.38% | +12.20% |
Volatility
CCUP vs. BMNG - Volatility Comparison
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Volatility by Period
| CCUP | BMNG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 197.62% | 191.58% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 197.62% | 191.58% | +6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 197.62% | 191.58% | +6.04% |
CCUP vs. BMNG - Expense Ratio Comparison
CCUP has a 1.50% expense ratio, which is higher than BMNG's 0.75% expense ratio.
Dividends
CCUP vs. BMNG - Dividend Comparison
Neither CCUP nor BMNG has paid dividends to shareholders.
Frequently Asked Questions
CCUP and BMNG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BMNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BMNG is cheaper with a 0.75% expense ratio, compared with 1.50% for CCUP.
CCUP and BMNG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: T-Rex and Leverage Shares. Their fees differ too: 1.50% for CCUP and 0.75% for BMNG.
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