CORD vs. DOG
CORD (T-Rex 2X Inverse CRWV Daily Target ETF) and DOG (ProShares Short Dow30) are both Inverse Equities funds. CORD is actively managed, while DOG is passively managed. At a 0.29 correlation, their price movements are largely independent. CORD charges 1.50%/yr vs 0.95%/yr for DOG.
Performance
CORD vs. DOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CORD achieves a -87.55% return, which is significantly lower than DOG's -5.77% return.
CORD
- 1D
- 10.23%
- 1M
- -17.14%
- YTD
- -87.55%
- 6M
- -84.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOG
- 1D
- 0.05%
- 1M
- -2.00%
- YTD
- -5.77%
- 6M
- -4.85%
- 1Y
- -14.33%
- 3Y*
- -8.97%
- 5Y*
- -5.91%
- 10Y*
- -11.50%
CORD vs. DOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -87.55% | 53.14% |
DOG ProShares Short Dow30 | -5.77% | -3.25% |
Correlation
The correlation between CORD and DOG is 0.29, 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 26, 2025 | 0.29 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CORD vs. DOG — Risk / Return Rank
CORD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DOG
CORD vs. DOG - 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 ProShares Short Dow30 (DOG). 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.
| CORD | DOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.82 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -1.02 | — |
| Martin ratioReturn relative to average drawdown | — | -1.82 | — |
Loading charts...
Drawdowns
CORD vs. DOG - Drawdown Comparison
The maximum CORD drawdown since its inception was -93.69%, roughly equal to the maximum DOG drawdown of -92.79%. Use the drawdown chart below to compare losses from any high point for CORD and DOG.
Loading charts...
Drawdown Indicators
| CORD | DOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.69% | -92.79% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.17% | — |
Current DrawdownCurrent decline from peak | -91.88% | -92.73% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -58.48% | -66.45% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.69% | — |
Volatility
CORD vs. DOG - Volatility Comparison
Loading charts...
Volatility by Period
| CORD | DOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 185.33% | 12.45% | +172.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 185.33% | 14.83% | +170.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 185.33% | 17.49% | +167.84% |
CORD vs. DOG - Expense Ratio Comparison
CORD has a 1.50% expense ratio, which is higher than DOG's 0.95% expense ratio.
Dividends
CORD vs. DOG - Dividend Comparison
CORD has not paid dividends to shareholders, while DOG's dividend yield for the trailing twelve months is around 3.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DOG ProShares Short Dow30 | 3.55% | 3.65% | 5.72% | 4.54% | 0.41% | 0.00% | 0.14% | 1.54% | 0.86% | 0.04% |
Frequently Asked Questions
CORD and DOG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DOG is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DOG is cheaper with a 0.95% expense ratio, compared with 1.50% for CORD.
DOG has the higher dividend yield at 3.55%, compared with 0.00% for CORD.
They also come from different issuers: Tuttle Capital Management and ProShares. Their fees differ too: 1.50% for CORD and 0.95% for DOG.
Find the right allocation for CORD and DOG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer