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CRWU vs. CRCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWU vs. CRCD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRWU achieves a 48.91% return, which is significantly higher than CRCD's -88.04% return.


CRWU

1D
-5.07%
1M
-33.95%
YTD
48.91%
6M
-4.96%
1Y
3Y*
5Y*
10Y*

CRCD

1D
-0.24%
1M
24.92%
YTD
-88.04%
6M
-87.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWU vs. CRCD - Yearly Performance Comparison


Correlation

The correlation between CRWU and CRCD 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

CRWU vs. CRCD - Risk-Adjusted Trends Comparison

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

CRWU vs. CRCD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRWUCRCDDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

-0.45

+0.08

Drawdowns

CRWU vs. CRCD - Drawdown Comparison

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


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Drawdown Indicators


CRWUCRCDDifference

Max Drawdown

Largest peak-to-trough decline

-89.37%

-96.95%

+7.58%

Current Drawdown

Current decline from peak

-77.77%

-94.33%

+16.56%

Average Drawdown

Average peak-to-trough decline

-65.57%

-54.75%

-10.82%

Volatility

CRWU vs. CRCD - Volatility Comparison


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Volatility by Period


CRWUCRCDDifference

Volatility (1Y)

Calculated over the trailing 1-year period

191.93%

203.94%

-12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

191.93%

203.94%

-12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.93%

203.94%

-12.01%

CRWU vs. CRCD - Expense Ratio Comparison

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


Dividends

CRWU vs. CRCD - Dividend Comparison

CRWU's dividend yield for the trailing twelve months is around 5.71%, while CRCD has not paid dividends to shareholders.


Frequently Asked Questions


CRWU and CRCD 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.

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

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

CRWU has the higher dividend yield at 5.71%, compared with 0.00% for CRCD.

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

Portfolio Optimizer

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