DJTU vs. UMI

Last updated Jun 23, 2026

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 Wainwright, Inc.. DJTU is passively managed, while UMI is actively managed. Over the past year, DJTU returned -90.11% vs 24.46% for UMI. At a 0.00 correlation, their price movements are largely independent. DJTU charges 1.05%/yr vs 0.85%/yr for UMI.

Performance

DJTU vs. UMI - 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 USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -72.52% return, which is significantly lower than UMI's 21.76% return.

DJTU

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

UMI

• 1D: 0.96%
• 1M: -5.27%
• YTD: 21.76%
• 6M: 23.01%
• 1Y: 24.46%
• 3Y*: 27.84%
• 5Y*: 20.20%
• 10Y*: —

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

DJTU vs. UMI - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-72.52%	-82.18%
UMI USCF Midstream Energy Income Fund ETF	21.76%	1.53%

Correlation

The correlation between DJTU and UMI is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025	0.00

The correlation between DJTU and UMI shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DJTU vs. UMI — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 2
DJTU Sharpe Ratio Rank: 4
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 1
DJTU Martin Ratio Rank: 2

UMI

UMI Risk / Return Rank: 54
UMI Sharpe Ratio Rank: 52
UMI Sortino Ratio Rank: 51
UMI Omega Ratio Rank: 48
UMI Calmar Ratio Rank: 68
UMI Martin Ratio Rank: 51

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. 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 ratio: Return per unit of total volatility	-0.67	1.73	-2.40
Sortino ratio: Return per unit of downside risk	-1.80	2.40	-4.20
Omega ratio: Gain probability vs. loss probability	0.81	1.30	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.98	3.28	-4.26
Martin ratio: Return relative to average drawdown	-1.36	8.47	-9.83

DJTU vs. UMI - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.67, which is lower than the UMI Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DJTU and UMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DJTU vs. UMI - Drawdown Comparison

The maximum DJTU drawdown since its inception was -96.27%, 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.

Drawdown Indicators

	DJTU	UMI	Difference
Max Drawdown Largest peak-to-trough decline	-96.27%	-48.08%	-48.19%
Max Drawdown (1Y) Largest decline over 1 year	-92.19%	-7.50%	-84.69%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.05%	—
Current Drawdown Current decline from peak	-96.01%	-5.35%	-90.66%
Average Drawdown Average peak-to-trough decline	-68.24%	-6.59%	-61.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.24%	2.90%	+63.34%

Volatility

DJTU vs. UMI - Volatility Comparison

T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 39.84% compared to USCF Midstream Energy Income Fund ETF (UMI) at 5.33%. 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.

Volatility by Period

	DJTU	UMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	39.84%	5.33%	+34.51%
Volatility (6M) Calculated over the trailing 6-month period	107.65%	11.05%	+96.60%
Volatility (1Y) Calculated over the trailing 1-year period	135.21%	14.23%	+120.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	141.06%	19.45%	+121.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.06%	23.16%	+117.90%

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 6.02%.

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	6.02%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%

Frequently Asked Questions

Can I hold both DJTU and UMI in my portfolio?

DJTU and UMI have a correlation of -0.14, 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 UMI?

DJTU has higher volatility (39.84%) compared to UMI (5.33%). In terms of maximum drawdown, DJTU dropped -96.27% vs UMI's -48.08%.

Which ETF is better, DJTU or UMI?

On 1-year performance, UMI leads with 24.46% vs -90.11% for DJTU. On fees, UMI is cheaper at 0.85% per year. On volatility, UMI has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJTU or UMI?

Over the 1-year period, UMI has performed better with a 24.46% return vs -90.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJTU or UMI?

UMI is cheaper with a 0.85% expense ratio, compared with 1.05% for DJTU.

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

UMI has the higher dividend yield at 6.02%, compared with 0.00% for DJTU.

What is the main difference between DJTU and UMI?

DJTU is categorized as Leveraged Equities, while UMI is Energy Equities. They also come from different issuers: T-Rex and Wainwright, Inc.. Their fees differ too: 1.05% for DJTU and 0.85% for UMI.

Which has better risk-adjusted returns?

UMI currently has the higher Sharpe Ratio (1.73 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.