CRDU vs. DLLL
CRDU (Tradr 2X Long CRDO Daily ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds. CRDU is actively managed, while DLLL is passively managed. At a 0.34 correlation, their price movements are largely independent. CRDU charges 1.30%/yr vs 1.50%/yr for DLLL.
Performance
CRDU vs. DLLL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRDU achieves a 84.50% return, which is significantly lower than DLLL's 770.75% return.
CRDU
- 1D
- -5.35%
- 1M
- -14.28%
- 6M
- 71.40%
- YTD
- 84.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DLLL
- 1D
- -6.93%
- 1M
- 19.14%
- 6M
- 855.33%
- YTD
- 770.75%
- 1Y
- 664.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRDU vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRDU Tradr 2X Long CRDO Daily ETF | 84.50% | -39.80% |
DLLL GraniteShares 2x Long DELL Daily ETF | 770.75% | -8.89% |
Correlation
The correlation between CRDU and DLLL is 0.34, 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 16, 2025 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRDU vs. DLLL — Risk / Return Rank
CRDU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DLLL
CRDU vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CRDO Daily ETF (CRDU) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.
| CRDU | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.51 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 11.56 | — |
| Martin ratioReturn relative to average drawdown | — | 23.17 | — |
Loading charts...
Drawdowns
CRDU vs. DLLL - Drawdown Comparison
The maximum CRDU drawdown since its inception was -84.72%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for CRDU and DLLL.
Loading charts...
Drawdown Indicators
| CRDU | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.72% | -68.58% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -57.19% | — |
Current DrawdownCurrent decline from peak | -32.18% | -17.63% | -14.55% |
Average DrawdownAverage peak-to-trough decline | -42.53% | -25.73% | -16.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 28.47% | — |
Volatility
CRDU vs. DLLL - Volatility Comparison
Loading charts...
Volatility by Period
| CRDU | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 35.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 106.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 187.30% | 133.77% | +53.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 187.30% | 129.85% | +57.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 187.30% | 129.85% | +57.45% |
CRDU vs. DLLL - Expense Ratio Comparison
CRDU has a 1.30% expense ratio, which is lower than DLLL's 1.50% expense ratio.
Dividends
CRDU vs. DLLL - Dividend Comparison
Neither CRDU nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
CRDU and DLLL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRDU is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRDU is cheaper with a 1.30% expense ratio, compared with 1.50% for DLLL.
CRDU and DLLL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr ETFs and GraniteShares. Their fees differ too: 1.30% for CRDU and 1.50% for DLLL.
Find the right allocation for CRDU and DLLL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer