GMEU vs. MINT

Last updated Jun 23, 2026

GMEU (T-Rex 2X Long GME Daily Target ETF) and MINT (PIMCO Enhanced Short Maturity Active ETF) are both exchange-traded funds - GMEU is a Leveraged Equities fund actively managed by T-Rex, while MINT is a Ultrashort Bond fund actively managed by PIMCO. Both are actively managed. Over the past year, GMEU returned -48.94% vs 4.66% for MINT. At a correlation of -0.03, they often move in opposite directions. GMEU charges 1.50%/yr vs 0.36%/yr for MINT.

Performance

GMEU vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long GME Daily Target ETF (GMEU) and PIMCO Enhanced Short Maturity Active ETF (MINT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GMEU achieves a -11.48% return, which is significantly lower than MINT's 2.04% return.

GMEU

• 1D: -2.77%
• 1M: -9.61%
• YTD: -11.48%
• 6M: -25.00%
• 1Y: -48.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MINT

• 1D: -0.03%
• 1M: 0.33%
• YTD: 2.04%
• 6M: 2.17%
• 1Y: 4.66%
• 3Y*: 5.35%
• 5Y*: 3.52%
• 10Y*: 2.72%

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

GMEU vs. MINT - Yearly Performance Comparison

	2026 (YTD)	2025
GMEU T-Rex 2X Long GME Daily Target ETF	-11.48%	-65.67%
MINT PIMCO Enhanced Short Maturity Active ETF	2.04%	3.38%

Correlation

The correlation between GMEU and MINT is -0.10, 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 (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	-0.03

Return for Risk

GMEU vs. MINT — Risk / Return Rank

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

GMEU

GMEU Risk / Return Rank: 3
GMEU Sharpe Ratio Rank: 3
GMEU Sortino Ratio Rank: 4
GMEU Omega Ratio Rank: 4
GMEU Calmar Ratio Rank: 2
GMEU Martin Ratio Rank: 2

MINT

MINT Risk / Return Rank: 100
MINT Sharpe Ratio Rank: 100
MINT Sortino Ratio Rank: 100
MINT Omega Ratio Rank: 100
MINT Calmar Ratio Rank: 100
MINT Martin Ratio Rank: 100

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.

GMEU vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long GME Daily Target ETF (GMEU) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.

	GMEU	MINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	16.83	-17.52
Sortino ratio: Return per unit of downside risk	-0.84	60.67	-61.50
Omega ratio: Gain probability vs. loss probability	0.91	18.96	-18.06
Calmar ratio: Return relative to maximum drawdown	-0.84	94.08	-94.92
Martin ratio: Return relative to average drawdown	-1.34	889.37	-890.70

GMEU vs. MINT - Sharpe Ratio Comparison

The current GMEU Sharpe Ratio is -0.69, which is lower than the MINT Sharpe Ratio of 16.83. The chart below compares the historical Sharpe Ratios of GMEU and MINT, 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

GMEU vs. MINT - Drawdown Comparison

The maximum GMEU drawdown since its inception was -80.43%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for GMEU and MINT.

Drawdown Indicators

	GMEU	MINT	Difference
Max Drawdown Largest peak-to-trough decline	-80.43%	-4.62%	-75.81%
Max Drawdown (1Y) Largest decline over 1 year	-58.23%	-0.05%	-58.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-4.62%	—
Current Drawdown Current decline from peak	-80.38%	-0.03%	-80.35%
Average Drawdown Average peak-to-trough decline	-63.63%	-0.17%	-63.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.62%	0.01%	+36.61%

Volatility

GMEU vs. MINT - Volatility Comparison

T-Rex 2X Long GME Daily Target ETF (GMEU) has a higher volatility of 17.40% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.11%. This indicates that GMEU's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GMEU	MINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.40%	0.11%	+17.29%
Volatility (6M) Calculated over the trailing 6-month period	55.83%	0.21%	+55.62%
Volatility (1Y) Calculated over the trailing 1-year period	71.31%	0.28%	+71.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.26%	0.58%	+87.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.26%	0.95%	+87.31%

GMEU vs. MINT - Expense Ratio Comparison

GMEU has a 1.50% expense ratio, which is higher than MINT's 0.36% expense ratio.

Dividends

GMEU vs. MINT - Dividend Comparison

GMEU has not paid dividends to shareholders, while MINT's dividend yield for the trailing twelve months is around 4.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GMEU T-Rex 2X Long GME Daily Target ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MINT PIMCO Enhanced Short Maturity Active ETF	4.28%	4.63%	5.22%	4.91%	1.90%	0.44%	1.15%	2.65%	2.32%	1.61%	1.35%	0.88%

Frequently Asked Questions

Can I hold both GMEU and MINT in my portfolio?

GMEU and MINT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GMEU or MINT?

GMEU has higher volatility (17.40%) compared to MINT (0.11%). In terms of maximum drawdown, GMEU dropped -80.43% vs MINT's -4.62%.

Which ETF is better, GMEU or MINT?

On 1-year performance, MINT leads with 4.66% vs -48.94% for GMEU. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GMEU or MINT?

Over the 1-year period, MINT has performed better with a 4.66% return vs -48.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GMEU or MINT?

MINT is cheaper with a 0.36% expense ratio, compared with 1.50% for GMEU.

Which ETF pays a higher dividend yield, GMEU or MINT?

MINT has the higher dividend yield at 4.28%, compared with 0.00% for GMEU.

What is the main difference between GMEU and MINT?

GMEU is categorized as Leveraged Equities, while MINT is Ultrashort Bond. They also come from different issuers: T-Rex and PIMCO. Their fees differ too: 1.50% for GMEU and 0.36% for MINT.

Which has better risk-adjusted returns?

MINT currently has the higher Sharpe Ratio (16.83 vs -0.69), 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.