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CRCD vs. CRWU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCD vs. CRWU - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRCD achieves a -81.17% return, which is significantly lower than CRWU's -5.17% return.


CRCD

1D
3.19%
1M
35.50%
6M
-80.07%
YTD
-81.17%
1Y
3Y*
5Y*
10Y*

CRWU

1D
15.22%
1M
-28.27%
6M
-17.33%
YTD
-5.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCD vs. CRWU - Yearly Performance Comparison


Correlation

The correlation between CRCD and CRWU is -0.44, 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 26, 2025

-0.44

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Return for Risk

CRCD vs. CRWU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-REX 2X Long CRWV Daily Target ETF (CRWU). 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.

CRCD vs. CRWU - Sharpe Ratio Comparison


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Drawdowns

CRCD vs. CRWU - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, which is greater than CRWU's maximum drawdown of -89.37%. Use the drawdown chart below to compare losses from any high point for CRCD and CRWU.


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Drawdown Indicators


CRCDCRWUDifference

Max Drawdown

Largest peak-to-trough decline

-96.95%

-89.37%

-7.58%

Current Drawdown

Current decline from peak

-91.07%

-85.84%

-5.23%

Average Drawdown

Average peak-to-trough decline

-59.05%

-66.89%

+7.84%

Volatility

CRCD vs. CRWU - Volatility Comparison


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Volatility by Period


CRCDCRWUDifference

Volatility (1Y)

Calculated over the trailing 1-year period

202.21%

190.01%

+12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

202.21%

190.01%

+12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

202.21%

190.01%

+12.20%

CRCD vs. CRWU - Expense Ratio Comparison

Both CRCD and CRWU have an expense ratio of 1.50%.


Dividends

CRCD vs. CRWU - Dividend Comparison

CRCD has not paid dividends to shareholders, while CRWU's dividend yield for the trailing twelve months is around 8.97%.


Frequently Asked Questions


CRCD and CRWU have a correlation of -0.44, 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.

CRCD and CRWU have the same expense ratio: 1.50% per year.

CRWU has the higher dividend yield at 8.97%, compared with 0.00% for CRCD.

CRCD is categorized as Inverse Equities, while CRWU is Leveraged Equities.

Portfolio Optimizer

Find the right allocation for CRCD and CRWU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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