CCUP vs. NUG
CCUP (T-REX 2X Long CRCL Daily Target ETF) and NUG (Leverage Shares 2X Long NU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.26 correlation, their price movements are largely independent. CCUP charges 1.50%/yr vs 0.75%/yr for NUG.
Performance
CCUP vs. NUG - 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 NUG's -57.59% return.
CCUP
- 1D
- -20.05%
- 1M
- -47.47%
- YTD
- -20.97%
- 6M
- -36.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NUG
- 1D
- -4.30%
- 1M
- -34.47%
- YTD
- -57.59%
- 6M
- -61.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCUP vs. NUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | -20.97% | -3.12% |
NUG Leverage Shares 2X Long NU Daily ETF | -57.59% | 11.88% |
Correlation
The correlation between CCUP and NUG is 0.26, 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 Nov 18, 2025 | 0.26 |
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Return for Risk
CCUP vs. NUG - 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 NU Daily ETF (NUG). 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 | NUG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.47 | -0.94 | +0.47 |
Drawdowns
CCUP vs. NUG - Drawdown Comparison
The maximum CCUP drawdown since its inception was -93.74%, which is greater than NUG's maximum drawdown of -65.69%. Use the drawdown chart below to compare losses from any high point for CCUP and NUG.
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Drawdown Indicators
| CCUP | NUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.74% | -65.69% | -28.05% |
Current DrawdownCurrent decline from peak | -86.98% | -65.69% | -21.29% |
Average DrawdownAverage peak-to-trough decline | -69.18% | -29.27% | -39.91% |
Volatility
CCUP vs. NUG - Volatility Comparison
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Volatility by Period
| CCUP | NUG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 197.62% | 80.36% | +117.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 197.62% | 80.36% | +117.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 197.62% | 80.36% | +117.26% |
CCUP vs. NUG - Expense Ratio Comparison
CCUP has a 1.50% expense ratio, which is higher than NUG's 0.75% expense ratio.
Dividends
CCUP vs. NUG - Dividend Comparison
Neither CCUP nor NUG has paid dividends to shareholders.
Frequently Asked Questions
CCUP and NUG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NUG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NUG is cheaper with a 0.75% expense ratio, compared with 1.50% for CCUP.
CCUP and NUG 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 NUG.
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