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DJTU vs. MSTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJTU vs. MSTU - 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 T-Rex 2X Long MSTR Daily Target ETF (MSTU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJTU achieves a -72.52% return, which is significantly lower than MSTU's -67.51% return.


DJTU

1D
-8.86%
1M
-0.92%
YTD
-72.52%
6M
-77.26%
1Y
-90.11%
3Y*
5Y*
10Y*

MSTU

1D
-5.59%
1M
-56.73%
YTD
-67.51%
6M
-72.64%
1Y
-96.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJTU vs. MSTU - Yearly Performance Comparison


2026 (YTD)2025
DJTU
T-Rex 2X Long DJT Daily Target ETF
-72.52%-82.18%
MSTU
T-Rex 2X Long MSTR Daily Target ETF
-67.51%-82.54%

Correlation

The correlation between DJTU and MSTU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2025

0.44

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Return for Risk

DJTU vs. MSTU — Risk / Return Rank

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

DJTU
DJTU Risk / Return Rank: 22
Overall Rank
DJTU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DJTU Sortino Ratio Rank: 11
Sortino Ratio Rank
DJTU Omega Ratio Rank: 11
Omega Ratio Rank
DJTU Calmar Ratio Rank: 11
Calmar Ratio Rank
DJTU Martin Ratio Rank: 22
Martin Ratio Rank

MSTU
MSTU Risk / Return Rank: 22
Overall Rank
MSTU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTU Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTU Omega Ratio Rank: 00
Omega Ratio Rank
MSTU Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTU Martin Ratio Rank: 33
Martin Ratio Rank
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. MSTU - 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 T-Rex 2X Long MSTR Daily Target ETF (MSTU). 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.


DJTUMSTUDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

0.81

0.77

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.99

+0.01

Martin ratioReturn relative to average drawdown

-1.36

-1.23

-0.13

DJTU vs. MSTU - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.67, which is comparable to the MSTU Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of DJTU and MSTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DJTU vs. MSTU - Drawdown Comparison

The maximum DJTU drawdown since its inception was -96.27%, roughly equal to the maximum MSTU drawdown of -98.95%. Use the drawdown chart below to compare losses from any high point for DJTU and MSTU.


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Drawdown Indicators


DJTUMSTUDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-98.95%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-92.19%

-97.47%

+5.28%

Current Drawdown

Current decline from peak

-96.01%

-98.95%

+2.94%

Average Drawdown

Average peak-to-trough decline

-68.24%

-72.51%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.24%

78.06%

-11.82%

Volatility

DJTU vs. MSTU - Volatility Comparison

The current volatility for T-Rex 2X Long DJT Daily Target ETF (DJTU) is 39.84%, while T-Rex 2X Long MSTR Daily Target ETF (MSTU) has a volatility of 43.88%. This indicates that DJTU experiences smaller price fluctuations and is considered to be less risky than MSTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJTUMSTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.84%

43.88%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

107.65%

113.60%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

135.21%

141.98%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.06%

168.54%

-27.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.06%

168.54%

-27.48%

DJTU vs. MSTU - Expense Ratio Comparison

Both DJTU and MSTU have an expense ratio of 1.05%.


Dividends

DJTU vs. MSTU - Dividend Comparison

Neither DJTU nor MSTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJTU and MSTU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTU has higher volatility (43.88%) compared to DJTU (39.84%). In terms of maximum drawdown, DJTU dropped -96.27% vs MSTU's -98.95%.

On 1-year performance, DJTU leads with -90.11% vs -96.32% for MSTU. Both ETFs have the same 1.05% expense ratio. On volatility, DJTU has been the lower-risk option at 39.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DJTU has performed better with a -90.11% return vs -96.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJTU and MSTU have the same expense ratio: 1.05% per year.

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

DJTU currently has the higher Sharpe Ratio (-0.67 vs -0.68), 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.

Portfolio Optimizer

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