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DJTU vs. TTDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJTU vs. TTDU - 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 TTD Daily Target ETF (TTDU). 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 higher than TTDU's -83.11% return.


DJTU

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

TTDU

1D
-4.58%
1M
-38.13%
YTD
-83.11%
6M
-82.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJTU vs. TTDU - Yearly Performance Comparison


2026 (YTD)2025
DJTU
T-Rex 2X Long DJT Daily Target ETF
-72.52%-57.05%
TTDU
T-REX 2X Long TTD Daily Target ETF
-83.11%-36.72%

Correlation

The correlation between DJTU and TTDU is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.29

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Return for Risk

DJTU vs. TTDU — 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

TTDU

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. TTDU - 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 TTD Daily Target ETF (TTDU). 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.


DJTUTTDUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.36

DJTU vs. TTDU - Sharpe Ratio Comparison


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Drawdowns

DJTU vs. TTDU - Drawdown Comparison

The maximum DJTU drawdown since its inception was -96.27%, roughly equal to the maximum TTDU drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for DJTU and TTDU.


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Drawdown Indicators


DJTUTTDUDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-92.39%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-92.19%

Current Drawdown

Current decline from peak

-96.01%

-92.39%

-3.62%

Average Drawdown

Average peak-to-trough decline

-68.24%

-60.92%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.24%

Volatility

DJTU vs. TTDU - Volatility Comparison


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Volatility by Period


DJTUTTDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.84%

Volatility (6M)

Calculated over the trailing 6-month period

107.65%

Volatility (1Y)

Calculated over the trailing 1-year period

135.21%

106.08%

+29.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.06%

106.08%

+34.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.06%

106.08%

+34.98%

DJTU vs. TTDU - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is lower than TTDU's 1.50% expense ratio.


Dividends

DJTU vs. TTDU - Dividend Comparison

Neither DJTU nor TTDU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJTU and TTDU have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJTU is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJTU is cheaper with a 1.05% expense ratio, compared with 1.50% for TTDU.

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

Their fees differ too: 1.05% for DJTU and 1.50% for TTDU.

Portfolio Optimizer

Find the right allocation for DJTU and TTDU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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