CLSX vs. WULX

Last updated Jun 5, 2026

CLSX (Tradr 2X Long CLSK Daily ETF) and WULX (Tradr 2X Long WULF Daily ETF) are both Leveraged Equities funds from Tradr ETFs. Both are actively managed. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 1.30% expense ratio.

Performance

CLSX vs. WULX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CLSK Daily ETF (CLSX) and Tradr 2X Long WULF Daily ETF (WULX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLSX achieves a 78.75% return, which is significantly lower than WULX's 238.44% return.

CLSX

• 1D: -9.03%
• 1M: 47.38%
• YTD: 78.75%
• 6M: -25.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WULX

• 1D: 0.11%
• 1M: 16.80%
• YTD: 238.44%
• 6M: 81.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CLSX vs. WULX - Yearly Performance Comparison

	2026 (YTD)	2025
CLSX Tradr 2X Long CLSK Daily ETF	78.75%	-74.06%
WULX Tradr 2X Long WULF Daily ETF	238.44%	-37.27%

Correlation

The correlation between CLSX and WULX is 0.69, 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 24, 2025	0.69

Return for Risk

CLSX vs. WULX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CLSK Daily ETF (CLSX) and Tradr 2X Long WULF Daily ETF (WULX). 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

	CLSX	WULX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	1.31	-1.32

Drawdowns

CLSX vs. WULX - Drawdown Comparison

The maximum CLSX drawdown since its inception was -93.16%, which is greater than WULX's maximum drawdown of -60.48%. Use the drawdown chart below to compare losses from any high point for CLSX and WULX.

Drawdown Indicators

	CLSX	WULX	Difference
Max Drawdown Largest peak-to-trough decline	-93.16%	-60.48%	-32.68%
Current Drawdown Current decline from peak	-74.67%	-4.65%	-70.02%
Average Drawdown Average peak-to-trough decline	-69.38%	-30.51%	-38.87%

Volatility

Volatility by Period

	CLSX	WULX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	192.48%	188.68%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	192.48%	188.68%	+3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	192.48%	188.68%	+3.80%

CLSX vs. WULX - Expense Ratio Comparison

Both CLSX and WULX have an expense ratio of 1.30%.

Dividends

CLSX vs. WULX - Dividend Comparison

Neither CLSX nor WULX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CLSX and WULX in my portfolio?

CLSX and WULX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CLSX or WULX?

Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CLSX or WULX?

CLSX and WULX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, CLSX or WULX?

CLSX and WULX have nearly identical dividend yields, around 0.00%.