GMEU vs. MSTU
GMEU (T-Rex 2X Long GME Daily Target ETF) and MSTU (T-Rex 2X Long MSTR Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. Over the past year, GMEU returned -45.52% vs -98.08% for MSTU. At a 0.30 correlation, their price movements are largely independent. GMEU charges 1.50%/yr vs 1.05%/yr for MSTU.
Performance
GMEU vs. MSTU - Performance Comparison
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Returns By Period
In the year-to-date period, GMEU achieves a -9.24% return, which is significantly higher than MSTU's -77.44% return.
GMEU
- 1D
- -2.53%
- 1M
- -3.95%
- 6M
- -17.66%
- YTD
- -9.24%
- 1Y
- -45.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTU
- 1D
- 1.35%
- 1M
- -46.73%
- 6M
- -78.64%
- YTD
- -77.44%
- 1Y
- -98.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMEU vs. MSTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMEU T-Rex 2X Long GME Daily Target ETF | -9.24% | -65.67% |
MSTU T-Rex 2X Long MSTR Daily Target ETF | -77.44% | -89.40% |
Correlation
The correlation between GMEU and MSTU is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.30 |
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Return for Risk
GMEU vs. MSTU — Risk / Return Rank
GMEU
MSTU
GMEU vs. MSTU - 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 T-Rex 2X Long MSTR Daily Target ETF (MSTU). 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 | MSTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.73 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.99 | +0.24 |
| Martin ratioReturn relative to average drawdown | -1.16 | -1.20 | +0.05 |
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Drawdowns
GMEU vs. MSTU - Drawdown Comparison
The maximum GMEU drawdown since its inception was -80.76%, smaller than the maximum MSTU drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for GMEU and MSTU.
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Drawdown Indicators
| GMEU | MSTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.76% | -99.43% | +18.67% |
Max Drawdown (1Y)Largest decline over 1 year | -58.94% | -98.62% | +39.68% |
Current DrawdownCurrent decline from peak | -79.89% | -99.27% | +19.38% |
Average DrawdownAverage peak-to-trough decline | -64.30% | -73.27% | +8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.46% | 81.18% | -42.72% |
Volatility
GMEU vs. MSTU - Volatility Comparison
The current volatility for T-Rex 2X Long GME Daily Target ETF (GMEU) is 14.91%, while T-Rex 2X Long MSTR Daily Target ETF (MSTU) has a volatility of 53.11%. This indicates that GMEU experiences smaller price fluctuations and is considered to be less risky than MSTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMEU | MSTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.91% | 53.11% | -38.20% |
Volatility (6M)Calculated over the trailing 6-month period | 55.65% | 121.11% | -65.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.90% | 146.57% | -75.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.19% | 169.77% | -82.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.19% | 169.77% | -82.58% |
GMEU vs. MSTU - Expense Ratio Comparison
GMEU has a 1.50% expense ratio, which is higher than MSTU's 1.05% expense ratio.
Dividends
GMEU vs. MSTU - Dividend Comparison
Neither GMEU nor MSTU has paid dividends to shareholders.
Frequently Asked Questions
GMEU and MSTU have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTU has higher volatility (53.11%) compared to GMEU (14.91%). In terms of maximum drawdown, GMEU dropped -80.76% vs MSTU's -99.43%.
On 1-year performance, GMEU leads with -45.52% vs -98.08% for MSTU. On fees, MSTU is cheaper at 1.05% per year. On volatility, GMEU has been the lower-risk option at 14.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GMEU has performed better with a -45.52% return vs -98.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MSTU is cheaper with a 1.05% expense ratio, compared with 1.50% for GMEU.
GMEU and MSTU have nearly identical dividend yields, around 0.00%.
Their fees differ too: 1.50% for GMEU and 1.05% for MSTU.
GMEU currently has the higher Sharpe Ratio (-0.63 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.
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