CCUP vs. TTDU

Last updated Jun 4, 2026

CCUP (T-REX 2X Long CRCL Daily Target ETF) and TTDU (T-REX 2X Long TTD Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. Both charge a 1.50% expense ratio.

Performance

CCUP vs. TTDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long CRCL Daily Target ETF (CCUP) and T-REX 2X Long TTD Daily Target ETF (TTDU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCUP achieves a -20.97% return, which is significantly higher than TTDU's -77.55% return.

CCUP

• 1D: -20.05%
• 1M: -47.47%
• YTD: -20.97%
• 6M: -36.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TTDU

• 1D: -5.44%
• 1M: -31.38%
• YTD: -77.55%
• 6M: -78.75%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCUP vs. TTDU - Yearly Performance Comparison

	2026 (YTD)	2025
CCUP T-REX 2X Long CRCL Daily Target ETF	-20.97%	-71.73%
TTDU T-REX 2X Long TTD Daily Target ETF	-77.55%	-37.11%

Correlation

The correlation between CCUP and TTDU is 0.21, 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 Sep 18, 2025	0.21

Return for Risk

CCUP vs. TTDU - 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 T-REX 2X Long TTD Daily Target ETF (TTDU). 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.

Sharpe Ratios by Period

	CCUP	TTDU	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.47	-0.87	+0.41

Drawdowns

CCUP vs. TTDU - Drawdown Comparison

The maximum CCUP drawdown since its inception was -93.74%, roughly equal to the maximum TTDU drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for CCUP and TTDU.

Drawdown Indicators

	CCUP	TTDU	Difference
Max Drawdown Largest peak-to-trough decline	-93.74%	-89.89%	-3.85%
Current Drawdown Current decline from peak	-86.98%	-89.89%	+2.91%
Average Drawdown Average peak-to-trough decline	-69.18%	-59.22%	-9.96%

Volatility

Volatility by Period

	CCUP	TTDU	Difference
Volatility (1Y) Calculated over the trailing 1-year period	197.62%	107.88%	+89.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	197.62%	107.88%	+89.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	197.62%	107.88%	+89.74%

CCUP vs. TTDU - Expense Ratio Comparison

Both CCUP and TTDU have an expense ratio of 1.50%.

Dividends

CCUP vs. TTDU - Dividend Comparison

Neither CCUP nor TTDU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CCUP and TTDU in my portfolio?

CCUP and TTDU have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCUP or TTDU?

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCUP or TTDU?

CCUP and TTDU have the same expense ratio: 1.50% per year.

Which ETF pays a higher dividend yield, CCUP or TTDU?

CCUP and TTDU have nearly identical dividend yields, around 0.00%.