FGRU vs. RTXG

Last updated Jun 24, 2026

FGRU (T-REX 2X Long FIGR Daily Target ETF) and RTXG (Leverage Shares 2X Long RTX Daily ETF) are both Leveraged Equities funds. FGRU is passively managed, while RTXG is actively managed. At a 0.03 correlation, their price movements are largely independent. FGRU charges 1.50%/yr vs 0.75%/yr for RTXG.

Performance

FGRU vs. RTXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long FIGR Daily Target ETF (FGRU) and Leverage Shares 2X Long RTX Daily ETF (RTXG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FGRU

• 1D: -7.64%
• 1M: -35.58%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RTXG

• 1D: 5.07%
• 1M: 9.01%
• YTD: -4.29%
• 6M: -6.71%
• 1Y: 41.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FGRU vs. RTXG - Yearly Performance Comparison

	2026 (YTD)
FGRU T-REX 2X Long FIGR Daily Target ETF	-64.60%
RTXG Leverage Shares 2X Long RTX Daily ETF	-20.31%

Correlation

The correlation between FGRU and RTXG is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	0.03

Return for Risk

FGRU vs. RTXG — Risk / Return Rank

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

FGRU

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

RTXG

RTXG Risk / Return Rank: 26
RTXG Sharpe Ratio Rank: 25
RTXG Sortino Ratio Rank: 28
RTXG Omega Ratio Rank: 27
RTXG Calmar Ratio Rank: 25
RTXG Martin Ratio Rank: 23

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.

FGRU vs. RTXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long FIGR Daily Target ETF (FGRU) and Leverage Shares 2X Long RTX Daily ETF (RTXG). 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.

	FGRU	RTXG	Difference
Sharpe ratio: Return per unit of total volatility	—	0.84	—
Sortino ratio: Return per unit of downside risk	—	1.46	—
Omega ratio: Gain probability vs. loss probability	—	1.18	—
Calmar ratio: Return relative to maximum drawdown	—	1.11	—
Martin ratio: Return relative to average drawdown	—	2.78	—

Drawdowns

FGRU vs. RTXG - Drawdown Comparison

The maximum FGRU drawdown since its inception was -65.96%, which is greater than RTXG's maximum drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for FGRU and RTXG.

Drawdown Indicators

	FGRU	RTXG	Difference
Max Drawdown Largest peak-to-trough decline	-65.96%	-37.49%	-28.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-37.49%	—
Current Drawdown Current decline from peak	-64.60%	-26.83%	-37.77%
Average Drawdown Average peak-to-trough decline	-40.75%	-9.63%	-31.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.97%	—

Volatility

Volatility by Period

	FGRU	RTXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	38.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	199.26%	50.00%	+149.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	199.26%	50.19%	+149.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	199.26%	50.19%	+149.07%

FGRU vs. RTXG - Expense Ratio Comparison

FGRU has a 1.50% expense ratio, which is higher than RTXG's 0.75% expense ratio.

Dividends

FGRU vs. RTXG - Dividend Comparison

FGRU has not paid dividends to shareholders, while RTXG's dividend yield for the trailing twelve months is around 6.65%.

Position	TTM	2025
FGRU T-REX 2X Long FIGR Daily Target ETF	0.00%	0.00%
RTXG Leverage Shares 2X Long RTX Daily ETF	6.65%	6.36%

Frequently Asked Questions

Can I hold both FGRU and RTXG in my portfolio?

FGRU and RTXG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FGRU or RTXG?

On fees, RTXG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FGRU or RTXG?

RTXG is cheaper with a 0.75% expense ratio, compared with 1.50% for FGRU.

Which ETF pays a higher dividend yield, FGRU or RTXG?

RTXG has the higher dividend yield at 6.65%, compared with 0.00% for FGRU.

What is the main difference between FGRU and RTXG?

They also come from different issuers: T-Rex and Leverage Shares. Their fees differ too: 1.50% for FGRU and 0.75% for RTXG.