DASX vs. UNX

Last updated Jun 4, 2026

DASX (Tradr 2X Long DASH Daily ETF) and UNX (Tradr 2X Long U Daily ETF) are both Leveraged Equities funds from Tradr ETFs. Both are actively managed. At a 0.33 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

DASX vs. UNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long DASH Daily ETF (DASX) and Tradr 2X Long U Daily ETF (UNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DASX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UNX

• 1D: -9.30%
• 1M: 7.72%
• YTD: -74.21%
• 6M: -75.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DASX vs. UNX - Yearly Performance Comparison

	2026 (YTD)	2025
DASX Tradr 2X Long DASH Daily ETF	-41.22%	-28.45%
UNX Tradr 2X Long U Daily ETF	-74.21%	33.72%

Correlation

The correlation between DASX and UNX 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 Oct 24, 2025	0.33

Return for Risk

DASX vs. UNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long DASH Daily ETF (DASX) and Tradr 2X Long U Daily ETF (UNX). 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

	DASX	UNX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.56	—

Drawdowns

Drawdown Indicators

	DASX	UNX	Difference
Max Drawdown Largest peak-to-trough decline	—	-92.59%	—
Current Drawdown Current decline from peak	—	-79.82%	—
Average Drawdown Average peak-to-trough decline	—	-54.41%	—

Volatility

Volatility by Period

	DASX	UNX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	—	159.27%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	159.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	159.27%	—

DASX vs. UNX - Expense Ratio Comparison

Both DASX and UNX have an expense ratio of 1.30%.

Dividends

DASX vs. UNX - Dividend Comparison

Neither DASX nor UNX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DASX and UNX in my portfolio?

DASX and UNX 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.

Which ETF is better, DASX or UNX?

Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DASX or UNX?

DASX and UNX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, DASX or UNX?

DASX and UNX have nearly identical dividend yields, around 0.00%.