CRCD vs. DOG
CRCD (T-REX 2X Inverse CRCL Daily Target ETF) and DOG (ProShares Short Dow30) are both Inverse Equities funds. CRCD is actively managed, while DOG is passively managed. At a 0.33 correlation, their price movements are largely independent. CRCD charges 1.50%/yr vs 0.95%/yr for DOG.
Performance
CRCD vs. DOG - Performance Comparison
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Returns By Period
In the year-to-date period, CRCD achieves a -81.17% return, which is significantly lower than DOG's -6.71% return.
CRCD
- 1D
- 3.19%
- 1M
- 35.50%
- 6M
- -80.07%
- YTD
- -81.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOG
- 1D
- 1.17%
- 1M
- -2.63%
- 6M
- -4.97%
- YTD
- -6.71%
- 1Y
- -12.09%
- 3Y*
- -9.33%
- 5Y*
- -5.71%
- 10Y*
- -11.21%
CRCD vs. DOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRCD T-REX 2X Inverse CRCL Daily Target ETF | -81.17% | 38.83% |
DOG ProShares Short Dow30 | -6.71% | -3.25% |
Correlation
The correlation between CRCD and DOG is 0.33, 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 | 0.33 |
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Return for Risk
CRCD vs. DOG — Risk / Return Rank
CRCD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DOG
CRCD vs. DOG - 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 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.
| CRCD | DOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.85 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.81 | — |
| Martin ratioReturn relative to average drawdown | — | -1.54 | — |
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Drawdowns
CRCD vs. DOG - Drawdown Comparison
The maximum CRCD drawdown since its inception was -96.95%, roughly equal to the maximum DOG drawdown of -92.90%. Use the drawdown chart below to compare losses from any high point for CRCD and DOG.
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Drawdown Indicators
| CRCD | DOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.95% | -92.90% | -4.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -30.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.07% | — |
Current DrawdownCurrent decline from peak | -91.07% | -92.80% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -59.05% | -66.50% | +7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.84% | — |
Volatility
CRCD vs. DOG - Volatility Comparison
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Volatility by Period
| CRCD | DOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 202.21% | 12.37% | +189.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 202.21% | 14.84% | +187.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 202.21% | 17.47% | +184.74% |
CRCD vs. DOG - Expense Ratio Comparison
CRCD has a 1.50% expense ratio, which is higher than DOG's 0.95% expense ratio.
Dividends
CRCD vs. DOG - Dividend Comparison
CRCD has not paid dividends to shareholders, while DOG's dividend yield for the trailing twelve months is around 3.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CRCD T-REX 2X Inverse CRCL 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 | 3.38% | 3.65% | 5.72% | 4.54% | 0.41% | 0.00% | 0.14% | 1.54% | 0.86% | 0.04% |
Frequently Asked Questions
CRCD and DOG have a correlation of 0.33, 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 CRCD.
DOG has the higher dividend yield at 3.38%, compared with 0.00% for CRCD.
They also come from different issuers: T-Rex and ProShares. Their fees differ too: 1.50% for CRCD and 0.95% for DOG.
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