DJTU vs. BMNG

Last updated Jul 11, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and BMNG (Leverage Shares 2X Long BMNR Daily ETF) are both Leveraged Equities funds. DJTU is passively managed, while BMNG is actively managed. A 0.58 correlation means they provide meaningful diversification when combined. DJTU charges 1.05%/yr vs 0.75%/yr for BMNG.

Performance

DJTU vs. BMNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long DJT Daily Target ETF (DJTU) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -70.74% return, which is significantly higher than BMNG's -82.31% return.

DJTU

• 1D: 0.00%
• 1M: 13.86%
• 6M: -75.00%
• YTD: -70.74%
• 1Y: -89.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BMNG

• 1D: 3.88%
• 1M: -18.49%
• 6M: -85.04%
• YTD: -82.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DJTU vs. BMNG - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-70.74%	-44.10%
BMNG Leverage Shares 2X Long BMNR Daily ETF	-82.31%	-80.50%

Correlation

The correlation between DJTU and BMNG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025	0.58

Return for Risk

DJTU vs. BMNG — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 2
DJTU Sharpe Ratio Rank: 4
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 1
DJTU Martin Ratio Rank: 2

BMNG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DJTU vs. BMNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.

	DJTU	BMNG	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	—	—
Sortino ratio: Return per unit of downside risk	-1.75	—	—
Omega ratio: Gain probability vs. loss probability	0.81	—	—
Calmar ratio: Return relative to maximum drawdown	-0.97	—	—
Martin ratio: Return relative to average drawdown	-1.30	—	—

Drawdowns

DJTU vs. BMNG - Drawdown Comparison

The maximum DJTU drawdown since its inception was -97.02%, roughly equal to the maximum BMNG drawdown of -97.32%. Use the drawdown chart below to compare losses from any high point for DJTU and BMNG.

Drawdown Indicators

	DJTU	BMNG	Difference
Max Drawdown Largest peak-to-trough decline	-97.02%	-97.32%	+0.30%
Max Drawdown (1Y) Largest decline over 1 year	-93.76%	—	—
Current Drawdown Current decline from peak	-95.75%	-96.70%	+0.95%
Average Drawdown Average peak-to-trough decline	-69.31%	-83.05%	+13.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	69.45%	—	—

Volatility

Volatility by Period

	DJTU	BMNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	86.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	137.41%	186.37%	-48.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	140.86%	186.37%	-45.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.86%	186.37%	-45.51%

DJTU vs. BMNG - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is higher than BMNG's 0.75% expense ratio.

Dividends

DJTU vs. BMNG - Dividend Comparison

Neither DJTU nor BMNG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DJTU and BMNG in my portfolio?

DJTU and BMNG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DJTU or BMNG?

On fees, BMNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DJTU or BMNG?

BMNG is cheaper with a 0.75% expense ratio, compared with 1.05% for DJTU.

Which ETF pays a higher dividend yield, DJTU or BMNG?

DJTU and BMNG have nearly identical dividend yields, around 0.00%.

What is the main difference between DJTU and BMNG?

They also come from different issuers: T-Rex and Leverage Shares. Their fees differ too: 1.05% for DJTU and 0.75% for BMNG.