CORD vs. SBTU
CORD (T-Rex 2X Inverse CRWV Daily Target ETF) and SBTU (T-Rex 2X Long SBET Daily Target ETF) are both exchange-traded funds - CORD is a Inverse Equities fund actively managed by Tuttle Capital Management, while SBTU is a Leveraged Equities fund actively managed by Tuttle Capital Management. Both are actively managed. At a correlation of -0.53, they often move in opposite directions. Both charge a 1.50% expense ratio.
Performance
CORD vs. SBTU - Performance Comparison
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Returns By Period
In the year-to-date period, CORD achieves a -87.55% return, which is significantly lower than SBTU's -78.65% return.
CORD
- 1D
- 10.23%
- 1M
- -17.14%
- YTD
- -87.55%
- 6M
- -84.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SBTU
- 1D
- -12.70%
- 1M
- -39.34%
- YTD
- -78.65%
- 6M
- -80.08%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORD vs. SBTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -87.55% | 81.40% |
SBTU T-Rex 2X Long SBET Daily Target ETF | -78.65% | -67.09% |
Correlation
The correlation between CORD and SBTU is -0.53, 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 Oct 21, 2025 | -0.53 |
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Return for Risk
CORD vs. SBTU - 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 SBET Daily Target ETF (SBTU). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
CORD vs. SBTU - Drawdown Comparison
The maximum CORD drawdown since its inception was -93.69%, roughly equal to the maximum SBTU drawdown of -93.04%. Use the drawdown chart below to compare losses from any high point for CORD and SBTU.
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Drawdown Indicators
| CORD | SBTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.69% | -93.04% | -0.65% |
Current DrawdownCurrent decline from peak | -91.88% | -93.04% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -58.48% | -69.92% | +11.44% |
Volatility
CORD vs. SBTU - Volatility Comparison
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Volatility by Period
| CORD | SBTU | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 185.33% | 160.40% | +24.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 185.33% | 160.40% | +24.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 185.33% | 160.40% | +24.93% |
CORD vs. SBTU - Expense Ratio Comparison
Both CORD and SBTU have an expense ratio of 1.50%.
Dividends
CORD vs. SBTU - Dividend Comparison
Neither CORD nor SBTU has paid dividends to shareholders.
Frequently Asked Questions
CORD and SBTU have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CORD and SBTU have the same expense ratio: 1.50% per year.
CORD and SBTU have nearly identical dividend yields, around 0.00%.
CORD is categorized as Inverse Equities, while SBTU is Leveraged Equities.
Find the right allocation for CORD and SBTU
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