CCUP vs. GEVG
CCUP (T-REX 2X Long CRCL Daily Target ETF) and GEVG (Leverage Shares 2X Long GEV Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.23 correlation, their price movements are largely independent. CCUP charges 1.50%/yr vs 0.75%/yr for GEVG.
Performance
CCUP vs. GEVG - Performance Comparison
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Returns By Period
In the year-to-date period, CCUP achieves a -47.00% return, which is significantly lower than GEVG's 112.16% return.
CCUP
- 1D
- -10.16%
- 1M
- -58.71%
- YTD
- -47.00%
- 6M
- -51.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEVG
- 1D
- -16.17%
- 1M
- -5.00%
- YTD
- 112.16%
- 6M
- 107.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCUP vs. GEVG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | -47.00% | 7.43% |
GEVG Leverage Shares 2X Long GEV Daily ETF | 112.16% | -11.27% |
Correlation
The correlation between CCUP and GEVG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.23 |
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Return for Risk
CCUP vs. GEVG - 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 GEV Daily ETF (GEVG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
CCUP vs. GEVG - Drawdown Comparison
The maximum CCUP drawdown since its inception was -93.74%, which is greater than GEVG's maximum drawdown of -45.50%. Use the drawdown chart below to compare losses from any high point for CCUP and GEVG.
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Drawdown Indicators
| CCUP | GEVG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.74% | -45.50% | -48.24% |
Current DrawdownCurrent decline from peak | -91.27% | -24.03% | -67.24% |
Average DrawdownAverage peak-to-trough decline | -70.09% | -11.33% | -58.76% |
Volatility
CCUP vs. GEVG - Volatility Comparison
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Volatility by Period
| CCUP | GEVG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 194.61% | 101.04% | +93.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 194.61% | 101.04% | +93.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.61% | 101.04% | +93.57% |
CCUP vs. GEVG - Expense Ratio Comparison
CCUP has a 1.50% expense ratio, which is higher than GEVG's 0.75% expense ratio.
Dividends
CCUP vs. GEVG - Dividend Comparison
Neither CCUP nor GEVG has paid dividends to shareholders.
Frequently Asked Questions
CCUP and GEVG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEVG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEVG is cheaper with a 0.75% expense ratio, compared with 1.50% for CCUP.
CCUP and GEVG 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 GEVG.
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