CRCD vs. GMEU

Last updated Jun 4, 2026

CRCD (T-REX 2X Inverse CRCL Daily Target ETF) and GMEU (T-Rex 2X Long GME Daily Target ETF) are both exchange-traded funds - CRCD is a Inverse Equities fund actively managed by T-Rex, while GMEU is a Leveraged Equities fund actively managed by T-Rex. Both are actively managed. At a correlation of -0.18, they often move in opposite directions. Both charge a 1.50% expense ratio.

Performance

CRCD vs. GMEU - 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 GME Daily Target ETF (GMEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRCD achieves a -88.01% return, which is significantly lower than GMEU's -0.46% return.

CRCD

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

GMEU

• 1D: 12.74%
• 1M: -16.79%
• YTD: -0.46%
• 6M: -28.05%
• 1Y: -69.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCD vs. GMEU - Yearly Performance Comparison

	2026 (YTD)	2025
CRCD T-REX 2X Inverse CRCL Daily Target ETF	-88.01%	43.19%
GMEU T-Rex 2X Long GME Daily Target ETF	-0.46%	-48.37%

Correlation

The correlation between CRCD and GMEU is -0.18, 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	-0.18

Return for Risk

CRCD vs. GMEU — Risk / Return Rank

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

GMEU

GMEU Risk / Return Rank: 2
GMEU Sharpe Ratio Rank: 3
GMEU Sortino Ratio Rank: 3
GMEU Omega Ratio Rank: 2
GMEU Calmar Ratio Rank: 1
GMEU Martin Ratio Rank: 3

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. GMEU - 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 GME Daily Target ETF (GMEU). 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.

Sharpe Ratios by Period

	CRCD	GMEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	-0.70	+0.24

Drawdowns

CRCD vs. GMEU - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, which is greater than GMEU's maximum drawdown of -80.43%. Use the drawdown chart below to compare losses from any high point for CRCD and GMEU.

Drawdown Indicators

	CRCD	GMEU	Difference
Max Drawdown Largest peak-to-trough decline	-96.95%	-80.43%	-16.52%
Max Drawdown (1Y) Largest decline over 1 year	—	-72.75%	—
Current Drawdown Current decline from peak	-94.31%	-77.94%	-16.37%
Average Drawdown Average peak-to-trough decline	-54.51%	-63.19%	+8.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	57.02%	—

Volatility

Volatility by Period

	CRCD	GMEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	24.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	57.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	204.54%	85.19%	+119.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	204.54%	89.95%	+114.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	204.54%	89.95%	+114.59%

CRCD vs. GMEU - Expense Ratio Comparison

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

Dividends

CRCD vs. GMEU - Dividend Comparison

Neither CRCD nor GMEU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CRCD and GMEU in my portfolio?

CRCD and GMEU have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CRCD or GMEU?

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CRCD or GMEU?

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

Which ETF pays a higher dividend yield, CRCD or GMEU?

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

What is the main difference between CRCD and GMEU?

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