CORD vs. AXUP

Last updated Jun 3, 2026

CORD (T-Rex 2X Inverse CRWV Daily Target ETF) and AXUP (T-Rex 2X Long Axon Daily Target ETF) are both exchange-traded funds - CORD is a Inverse Equities fund actively managed by Tuttle Capital Management, while AXUP is a Leveraged Equities fund actively managed by Tuttle Capital Management. Both are actively managed. At a correlation of -0.28, they often move in opposite directions. Both charge a 1.50% expense ratio.

Performance

CORD vs. AXUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Inverse CRWV Daily Target ETF (CORD) and T-Rex 2X Long Axon Daily Target ETF (AXUP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CORD

• 1D: 8.79%
• 1M: -19.07%
• YTD: -89.12%
• 6M: -91.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AXUP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CORD vs. AXUP - Yearly Performance Comparison

	2026 (YTD)	2025
CORD T-Rex 2X Inverse CRWV Daily Target ETF	-89.12%	44.68%
AXUP T-Rex 2X Long Axon Daily Target ETF	-34.20%	-41.16%

Correlation

The correlation between CORD and AXUP is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 29, 2025	-0.28

Return for Risk

CORD vs. AXUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse CRWV Daily Target ETF (CORD) and T-Rex 2X Long Axon Daily Target ETF (AXUP). 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

	CORD	AXUP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	—	—

Drawdowns

Drawdown Indicators

	CORD	AXUP	Difference
Max Drawdown Largest peak-to-trough decline	-93.69%	—	—
Current Drawdown Current decline from peak	-92.90%	—	—
Average Drawdown Average peak-to-trough decline	-56.12%	—	—

Volatility

Volatility by Period

	CORD	AXUP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	187.57%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	187.57%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	187.57%	—	—

CORD vs. AXUP - Expense Ratio Comparison

Both CORD and AXUP have an expense ratio of 1.50%.

Dividends

CORD vs. AXUP - Dividend Comparison

Neither CORD nor AXUP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CORD and AXUP in my portfolio?

CORD and AXUP have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CORD or AXUP?

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, CORD or AXUP?

CORD and AXUP have the same expense ratio: 1.50% per year.

Which ETF pays a higher dividend yield, CORD or AXUP?

CORD and AXUP have nearly identical dividend yields, around 0.00%.

What is the main difference between CORD and AXUP?

CORD is categorized as Inverse Equities, while AXUP is Leveraged Equities.