EOSU vs. IFED

Last updated Jul 17, 2026

EOSU (T-REX 2X Long EOSE Daily Target ETF) and IFED (ETRACS IFED Invest with the Fed TR Index ETN) are both Leveraged Equities funds - EOSU tracks the Eos Energy Enterprises, Inc. (EOSE) while IFED tracks the IFED Large-Cap US Equity Index - Benchmark TR Gross. Both are passively managed. At a 0.26 correlation, their price movements are largely independent. EOSU charges 1.50%/yr vs 0.45%/yr for IFED.

Performance

EOSU vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long EOSE Daily Target ETF (EOSU) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EOSU

• 1D: -19.22%
• 1M: -68.66%
• 6M: -98.41%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IFED

• 1D: 0.81%
• 1M: -0.83%
• 6M: -2.70%
• YTD: -2.92%
• 1Y: 0.79%
• 3Y*: 14.75%
• 5Y*: —
• 10Y*: —

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

EOSU vs. IFED - Yearly Performance Comparison

	2026 (YTD)
EOSU T-REX 2X Long EOSE Daily Target ETF	-98.18%
IFED ETRACS IFED Invest with the Fed TR Index ETN	-3.34%

Correlation

The correlation between EOSU and IFED is 0.26, 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 Jan 14, 2026	0.26

Return for Risk

EOSU vs. IFED — Risk / Return Rank

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

EOSU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IFED

IFED Risk / Return Rank: 10
IFED Sharpe Ratio Rank: 10
IFED Sortino Ratio Rank: 10
IFED Omega Ratio Rank: 10
IFED Calmar Ratio Rank: 10
IFED Martin Ratio Rank: 10

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.

EOSU vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long EOSE Daily Target ETF (EOSU) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.

	EOSU	IFED	Difference
Sharpe ratio: Return per unit of total volatility	—	0.04	—
Sortino ratio: Return per unit of downside risk	—	0.19	—
Omega ratio: Gain probability vs. loss probability	—	1.02	—
Calmar ratio: Return relative to maximum drawdown	—	0.05	—
Martin ratio: Return relative to average drawdown	—	0.13	—

Drawdowns

EOSU vs. IFED - Drawdown Comparison

The maximum EOSU drawdown since its inception was -98.62%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for EOSU and IFED.

Drawdown Indicators

	EOSU	IFED	Difference
Max Drawdown Largest peak-to-trough decline	-98.62%	-22.36%	-76.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.65%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.36%	—
Current Drawdown Current decline from peak	-98.62%	-4.91%	-93.71%
Average Drawdown Average peak-to-trough decline	-82.88%	-5.83%	-77.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.04%	—

Volatility

Volatility by Period

	EOSU	IFED	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	246.79%	17.72%	+229.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	246.79%	20.00%	+226.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	246.79%	20.00%	+226.79%

EOSU vs. IFED - Expense Ratio Comparison

EOSU has a 1.50% expense ratio, which is higher than IFED's 0.45% expense ratio.

Dividends

EOSU vs. IFED - Dividend Comparison

Neither EOSU nor IFED has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EOSU and IFED in my portfolio?

EOSU and IFED have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EOSU or IFED?

On fees, IFED is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EOSU or IFED?

IFED is cheaper with a 0.45% expense ratio, compared with 1.50% for EOSU.

Which ETF pays a higher dividend yield, EOSU or IFED?

EOSU and IFED have nearly identical dividend yields, around 0.00%.

What is the main difference between EOSU and IFED?

EOSU tracks Eos Energy Enterprises, Inc. (EOSE), while IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross. They also come from different issuers: T-Rex and UBS. Their fees differ too: 1.50% for EOSU and 0.45% for IFED.