DJTU vs. IBID

Last updated Jun 5, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - DJTU is a Leveraged Equities fund tracking the Trump Media & Technology Group Corp. (DJT), while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, DJTU returned -92.27% vs 4.68% for IBID. At a correlation of -0.12, they often move in opposite directions. DJTU charges 1.05%/yr vs 0.10%/yr for IBID.

Performance

DJTU vs. IBID - 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 iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -66.41% return, which is significantly lower than IBID's 2.40% return.

DJTU

• 1D: 3.53%
• 1M: -11.41%
• YTD: -66.41%
• 6M: -63.54%
• 1Y: -92.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBID

• 1D: -0.05%
• 1M: 0.42%
• YTD: 2.40%
• 6M: 2.47%
• 1Y: 4.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DJTU vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-66.41%	-82.88%
IBID iShares iBonds Oct 2027 Term TIPS ETF	2.40%	3.45%

Correlation

The correlation between DJTU and IBID is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025	-0.12

Return for Risk

DJTU vs. IBID — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 1
DJTU Sharpe Ratio Rank: 3
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 0
DJTU Martin Ratio Rank: 2

IBID

IBID Risk / Return Rank: 97
IBID Sharpe Ratio Rank: 95
IBID Sortino Ratio Rank: 97
IBID Omega Ratio Rank: 97
IBID Calmar Ratio Rank: 98
IBID Martin Ratio Rank: 97

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. IBID - 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 iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.

	DJTU	IBID	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	3.78	-4.48
Sortino ratio: Return per unit of downside risk	-2.13	6.52	-8.65
Omega ratio: Gain probability vs. loss probability	0.77	1.90	-1.13
Calmar ratio: Return relative to maximum drawdown	-0.99	12.89	-13.88
Martin ratio: Return relative to average drawdown	-1.34	39.18	-40.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJTU vs. IBID - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.70, which is lower than the IBID Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of DJTU and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DJTU	IBID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	3.78	-4.48
Sharpe Ratio (All Time) Calculated using the full available price history	-0.64	2.55	-3.19

Drawdowns

DJTU vs. IBID - Drawdown Comparison

The maximum DJTU drawdown since its inception was -95.98%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for DJTU and IBID.

Drawdown Indicators

	DJTU	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-95.98%	-1.28%	-94.70%
Max Drawdown (1Y) Largest decline over 1 year	-93.12%	-0.36%	-92.76%
Current Drawdown Current decline from peak	-95.13%	-0.05%	-95.08%
Average Drawdown Average peak-to-trough decline	-67.50%	-0.22%	-67.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.42%	0.12%	+70.30%

Volatility

DJTU vs. IBID - Volatility Comparison

T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 26.75% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.33%. This indicates that DJTU's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJTU	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.75%	0.33%	+26.42%
Volatility (6M) Calculated over the trailing 6-month period	103.96%	0.80%	+103.16%
Volatility (1Y) Calculated over the trailing 1-year period	132.84%	1.24%	+131.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	140.70%	2.25%	+138.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.70%	2.25%	+138.45%

DJTU vs. IBID - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

DJTU vs. IBID - Dividend Comparison

DJTU has not paid dividends to shareholders, while IBID's dividend yield for the trailing twelve months is around 3.67%.

Position	TTM	2025	2024	2023
DJTU T-Rex 2X Long DJT Daily Target ETF	0.00%	0.00%	0.00%	0.00%
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.67%	4.43%	4.24%	0.81%

Frequently Asked Questions

Can I hold both DJTU and IBID in my portfolio?

DJTU and IBID have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJTU or IBID?

DJTU has higher volatility (26.75%) compared to IBID (0.33%). In terms of maximum drawdown, DJTU dropped -95.98% vs IBID's -1.28%.

Which ETF is better, DJTU or IBID?

On 1-year performance, IBID leads with 4.68% vs -92.27% for DJTU. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJTU or IBID?

Over the 1-year period, IBID has performed better with a 4.68% return vs -92.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJTU or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 1.05% for DJTU.

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

IBID has the higher dividend yield at 3.67%, compared with 0.00% for DJTU.

What is the main difference between DJTU and IBID?

DJTU is categorized as Leveraged Equities, while IBID is Inflation-Protected Bonds. DJTU tracks Trump Media & Technology Group Corp. (DJT), while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: T-Rex and iShares. Their fees differ too: 1.05% for DJTU and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.78 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.