DJTU vs. BRKL

Last updated Aug 1, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. DJTU is passively managed, while BRKL is actively managed. Their -0.28 correlation means they have often moved in opposite directions in the past. DJTU charges 1.05%/yr vs 0.45%/yr for BRKL.

Performance

DJTU vs. BRKL - 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 Corgi BRKB 2x Daily ETF (BRKL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DJTU

• 1D: -9.96%
• 1M: 25.67%
• 6M: -58.35%
• YTD: -62.59%
• 1Y: -83.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -85.40%

BRKL

• 1D: 0.85%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKL Corgi BRKB 2x Daily ETF	$853.16	$14.75K	$14.75K
DJTU T-Rex 2X Long DJT Daily Target ETF	$626.65K	$715.34K	$1.04M

DJTU vs. BRKL - Yearly Performance Comparison

	2026 (YTD)
DJTU T-Rex 2X Long DJT Daily Target ETF	21.52%
BRKL Corgi BRKB 2x Daily ETF	1.48%

Correlation

The correlation between DJTU and BRKL is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	-0.28

Return for Risk

DJTU vs. BRKL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DJTU

DJTU Risk / Return Rank: 3
DJTU Sharpe Ratio Rank: 4
DJTU Sortino Ratio Rank: 3
DJTU Omega Ratio Rank: 3
DJTU Calmar Ratio Rank: 1
DJTU Martin Ratio Rank: 3

BRKL

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DJTU vs. BRKL - 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 Corgi BRKB 2x Daily ETF (BRKL). 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	BRKL	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	—	—
Sortino ratio: Return per unit of downside risk	-1.20	—	—
Omega ratio: Gain probability vs. loss probability	0.87	—	—
Calmar ratio: Return relative to maximum drawdown	-0.92	—	—
Martin ratio: Return relative to average drawdown	-1.25	—	—

Drawdowns

DJTU vs. BRKL - Drawdown Comparison

The maximum DJTU drawdown since its inception was -97.02%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for DJTU and BRKL.

Drawdown Indicators

	DJTU	BRKL	Difference
Max Drawdown Largest peak-to-trough decline	-97.02%	-7.03%	-89.99%
Max Drawdown (1Y) Largest decline over 1 year	-92.49%	—	—
Current Drawdown Current decline from peak	-94.57%	-0.13%	-94.44%
Average Drawdown Average peak-to-trough decline	-70.39%	-4.14%	-66.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.49%	—	—

Volatility

Volatility by Period

	DJTU	BRKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	91.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	140.84%	30.99%	+109.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	141.33%	30.99%	+110.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.33%	30.99%	+110.34%

DJTU vs. BRKL - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is higher than BRKL's 0.45% expense ratio.

Dividends

DJTU vs. BRKL - Dividend Comparison

Neither DJTU nor BRKL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DJTU and BRKL in my portfolio?

DJTU and BRKL have a correlation of -0.28, 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 BRKL?

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DJTU or BRKL?

BRKL is cheaper with a 0.45% expense ratio, compared with 1.05% for DJTU.

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

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

What is the main difference between DJTU and BRKL?

They also come from different issuers: T-Rex and Corgi. Their fees differ too: 1.05% for DJTU and 0.45% for BRKL.