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CRCD vs. DJTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCD vs. DJTU - 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 DJT Daily Target ETF (DJTU). 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 -88.01% return, which is significantly lower than DJTU's -67.56% return.


CRCD

1D
20.12%
1M
35.97%
YTD
-88.01%
6M
-87.46%
1Y
3Y*
5Y*
10Y*

DJTU

1D
-8.27%
1M
-15.56%
YTD
-67.56%
6M
-63.04%
1Y
-92.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCD vs. DJTU - Yearly Performance Comparison


2026 (YTD)2025
CRCD
T-REX 2X Inverse CRCL Daily Target ETF
-88.01%43.19%
DJTU
T-Rex 2X Long DJT Daily Target ETF
-67.56%-53.27%

Correlation

The correlation between CRCD and DJTU is -0.48, 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

-0.48

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Return for Risk

CRCD vs. DJTU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRCD

DJTU
DJTU Risk / Return Rank: 11
Overall Rank
DJTU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DJTU Sortino Ratio Rank: 00
Sortino Ratio Rank
DJTU Omega Ratio Rank: 11
Omega Ratio Rank
DJTU Calmar Ratio Rank: 00
Calmar Ratio Rank
DJTU Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRCD vs. DJTU - 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 DJT Daily Target ETF (DJTU). 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.

CRCD vs. DJTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCDDJTUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.64

+0.19

Drawdowns

CRCD vs. DJTU - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, roughly equal to the maximum DJTU drawdown of -95.98%. Use the drawdown chart below to compare losses from any high point for CRCD and DJTU.


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Drawdown Indicators


CRCDDJTUDifference

Max Drawdown

Largest peak-to-trough decline

-96.95%

-95.98%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-93.62%

Current Drawdown

Current decline from peak

-94.31%

-95.29%

+0.98%

Average Drawdown

Average peak-to-trough decline

-54.51%

-67.41%

+12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.18%

Volatility

CRCD vs. DJTU - Volatility Comparison


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Volatility by Period


CRCDDJTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.42%

Volatility (6M)

Calculated over the trailing 6-month period

104.01%

Volatility (1Y)

Calculated over the trailing 1-year period

204.54%

132.92%

+71.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

204.54%

140.87%

+63.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

204.54%

140.87%

+63.67%

CRCD vs. DJTU - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than DJTU's 1.05% expense ratio.


Dividends

CRCD vs. DJTU - Dividend Comparison

Neither CRCD nor DJTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRCD and DJTU have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJTU is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJTU is cheaper with a 1.05% expense ratio, compared with 1.50% for CRCD.

CRCD and DJTU have nearly identical dividend yields, around 0.00%.

CRCD is categorized as Inverse Equities, while DJTU is Leveraged Equities. Their fees differ too: 1.50% for CRCD and 1.05% for DJTU.

Portfolio Optimizer

Find the right allocation for CRCD and DJTU

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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