DJTU vs. UMI
DJTU (T-Rex 2X Long DJT Daily Target ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both exchange-traded funds - DJTU is a Leveraged Equities fund tracking the Trump Media & Technology Group Corp. (DJT), while UMI is a Energy Equities fund actively managed by USCF. DJTU is passively managed, while UMI is actively managed. Over the past year, DJTU returned -83.38% vs 26.83% for UMI. Their -0.04 correlation means they have often moved in opposite directions in the past. DJTU charges 1.05%/yr vs 0.85%/yr for UMI.
Performance
DJTU vs. UMI - Performance Comparison
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Returns By Period
In the year-to-date period, DJTU achieves a -61.30% return, which is significantly lower than UMI's 25.30% return.
DJTU
- 1D
- 3.44%
- 1M
- 30.00%
- 6M
- -53.20%
- YTD
- -61.30%
- 1Y
- -83.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -84.88%
UMI
- 1D
- -1.10%
- 1M
- 2.58%
- 6M
- 18.10%
- YTD
- 25.30%
- 1Y
- 26.83%
- 3Y*
- 25.99%
- 5Y*
- 22.48%
- 10Y*
- —
- ALL TIME*
- 14.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $610.98K | $678.60K | $1.03M | |
| $1.15M | $1.04M | $1.15M |
DJTU vs. UMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJTU T-Rex 2X Long DJT Daily Target ETF | -61.30% | -82.18% |
UMI USCF Midstream Energy Income Fund ETF | 25.30% | 1.53% |
Correlation
The correlation between DJTU and UMI is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025 | -0.04 |
The correlation between DJTU and UMI shifts across timeframes, from -0.18 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJTU vs. UMI — Risk / Return Rank
DJTU
UMI
DJTU vs. UMI - 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 USCF Midstream Energy Income Fund ETF (UMI). 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 | UMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.32 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 3.60 | -4.50 |
| Martin ratioReturn relative to average drawdown | -1.21 | 9.01 | -10.22 |
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Drawdowns
DJTU vs. UMI - Drawdown Comparison
The maximum DJTU drawdown since its inception was -97.02%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for DJTU and UMI.
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Drawdown Indicators
| DJTU | UMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.02% | -48.08% | -48.94% |
Max Drawdown (1Y)Largest decline over 1 year | -92.49% | -7.50% | -84.99% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.05% | — |
Current DrawdownCurrent decline from peak | -94.39% | -3.08% | -91.31% |
Average DrawdownAverage peak-to-trough decline | -70.46% | -6.53% | -63.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.69% | 2.99% | +65.70% |
Volatility
DJTU vs. UMI - Volatility Comparison
T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 39.62% compared to USCF Midstream Energy Income Fund ETF (UMI) at 5.31%. This indicates that DJTU's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJTU | UMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.62% | 5.31% | +34.31% |
Volatility (6M)Calculated over the trailing 6-month period | 90.84% | 11.73% | +79.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 140.93% | 14.64% | +126.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 141.17% | 19.36% | +121.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 141.17% | 23.09% | +118.08% |
DJTU vs. UMI - Expense Ratio Comparison
DJTU has a 1.05% expense ratio, which is higher than UMI's 0.85% expense ratio.
Dividends
DJTU vs. UMI - Dividend Comparison
DJTU has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 5.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJTU T-Rex 2X Long DJT Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 5.86% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% |
Frequently Asked Questions
DJTU and UMI have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJTU has higher volatility (39.62%) compared to UMI (5.31%). In terms of maximum drawdown, DJTU dropped -97.02% vs UMI's -48.08%.
On 1-year performance, UMI leads with 26.83% vs -83.38% for DJTU. On fees, UMI is cheaper at 0.85% per year. On volatility, UMI has been the lower-risk option at 5.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, UMI has performed better with a 26.83% return vs -83.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UMI is cheaper with a 0.85% expense ratio, compared with 1.05% for DJTU.
UMI has the higher dividend yield at 5.86%, compared with 0.00% for DJTU.
DJTU is categorized as Leveraged Equities, while UMI is Energy Equities. They also come from different issuers: T-Rex and USCF. Their fees differ too: 1.05% for DJTU and 0.85% for UMI.
UMI currently has the higher Sharpe Ratio (1.84 vs -0.59), 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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