DJTU vs. MSTU
DJTU (T-Rex 2X Long DJT Daily Target ETF) and MSTU (T-Rex 2X Long MSTR Daily Target ETF) are both Leveraged Equities funds from T-Rex. DJTU is passively managed, while MSTU is actively managed. Over the past year, DJTU returned -89.88% vs -98.08% for MSTU. At a 0.44 correlation, their price movements are largely independent. Both charge a 1.05% expense ratio.
Performance
DJTU vs. MSTU - Performance Comparison
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Returns By Period
In the year-to-date period, DJTU achieves a -70.74% return, which is significantly higher than MSTU's -77.44% return.
DJTU
- 1D
- 0.00%
- 1M
- 13.86%
- 6M
- -75.00%
- YTD
- -70.74%
- 1Y
- -89.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTU
- 1D
- 1.35%
- 1M
- -46.73%
- 6M
- -78.64%
- YTD
- -77.44%
- 1Y
- -98.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJTU vs. MSTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJTU T-Rex 2X Long DJT Daily Target ETF | -70.74% | -82.18% |
MSTU T-Rex 2X Long MSTR Daily Target ETF | -77.44% | -82.54% |
Correlation
The correlation between DJTU and MSTU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
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
DJTU
MSTU
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.
| DJTU | MSTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.73 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.99 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.30 | -1.20 | -0.10 |
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Drawdowns
DJTU vs. MSTU - Drawdown Comparison
The maximum DJTU drawdown since its inception was -97.02%, roughly equal to the maximum MSTU drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for DJTU and MSTU.
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Drawdown Indicators
| DJTU | MSTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.02% | -99.43% | +2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -93.76% | -98.62% | +4.86% |
Current DrawdownCurrent decline from peak | -95.75% | -99.27% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -69.31% | -73.27% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.45% | 81.18% | -11.73% |
Volatility
DJTU vs. MSTU - Volatility Comparison
The current volatility for T-Rex 2X Long DJT Daily Target ETF (DJTU) is 43.74%, while T-Rex 2X Long MSTR Daily Target ETF (MSTU) has a volatility of 53.11%. 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
| DJTU | MSTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.74% | 53.11% | -9.37% |
Volatility (6M)Calculated over the trailing 6-month period | 86.12% | 121.11% | -34.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 137.41% | 146.57% | -9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 140.86% | 169.77% | -28.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 140.86% | 169.77% | -28.91% |
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.
Frequently Asked Questions
DJTU and MSTU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTU has higher volatility (53.11%) compared to DJTU (43.74%). In terms of maximum drawdown, DJTU dropped -97.02% vs MSTU's -99.43%.
On 1-year performance, DJTU leads with -89.88% vs -98.08% for MSTU. Both ETFs have the same 1.05% expense ratio. On volatility, DJTU has been the lower-risk option at 43.74%. 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 -89.88% return vs -98.08%. 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 (-0.66 vs -0.67), 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.
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