GMEU vs. TTDU

Last updated Aug 1, 2026

GMEU (T-Rex 2X Long GME Daily Target ETF) and TTDU (T-REX 2X Long TTD Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. Their 0.18 correlation means their historical movements had little consistent relationship. Both charge a 1.50% expense ratio.

Performance

GMEU vs. TTDU - 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 T-REX 2X Long TTD Daily Target ETF (TTDU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GMEU achieves a -10.68% return, which is significantly higher than TTDU's -83.89% return.

GMEU

• 1D: -1.64%
• 1M: -11.89%
• 6M: -34.35%
• YTD: -10.68%
• 1Y: -38.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -61.04%

TTDU

• 1D: -2.82%
• 1M: -13.40%
• 6M: -73.54%
• YTD: -83.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GMEU T-Rex 2X Long GME Daily Target ETF	$3.41M	$2.21M	$2.51M
TTDU T-REX 2X Long TTD Daily Target ETF	$2.72M	$3.16M	$3.26M

GMEU vs. TTDU - Yearly Performance Comparison

	2026 (YTD)	2025
GMEU T-Rex 2X Long GME Daily Target ETF	-10.68%	-48.76%
TTDU T-REX 2X Long TTD Daily Target ETF	-83.89%	-36.72%

Correlation

The correlation between GMEU and TTDU is 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025	0.18

Return for Risk

GMEU vs. TTDU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GMEU

GMEU Risk / Return Rank: 5
GMEU Sharpe Ratio Rank: 4
GMEU Sortino Ratio Rank: 5
GMEU Omega Ratio Rank: 5
GMEU Calmar Ratio Rank: 4
GMEU Martin Ratio Rank: 4

TTDU

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GMEU vs. TTDU - 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 TTD Daily Target ETF (TTDU). 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	TTDU	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	—	—
Sortino ratio: Return per unit of downside risk	-0.57	—	—
Omega ratio: Gain probability vs. loss probability	0.94	—	—
Calmar ratio: Return relative to maximum drawdown	-0.69	—	—
Martin ratio: Return relative to average drawdown	-1.01	—	—

Drawdowns

GMEU vs. TTDU - Drawdown Comparison

The maximum GMEU drawdown since its inception was -81.07%, smaller than the maximum TTDU drawdown of -93.63%. Use the drawdown chart below to compare losses from any high point for GMEU and TTDU.

Drawdown Indicators

	GMEU	TTDU	Difference
Max Drawdown Largest peak-to-trough decline	-81.07%	-93.63%	+12.56%
Max Drawdown (1Y) Largest decline over 1 year	-59.59%	—	—
Current Drawdown Current decline from peak	-80.20%	-92.74%	+12.54%
Average Drawdown Average peak-to-trough decline	-65.03%	-64.91%	-0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.57%	—	—

Volatility

Volatility by Period

	GMEU	TTDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	53.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	70.63%	104.88%	-34.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.59%	104.88%	-19.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	85.59%	104.88%	-19.29%

GMEU vs. TTDU - Expense Ratio Comparison

Both GMEU and TTDU have an expense ratio of 1.50%.

Dividends

GMEU vs. TTDU - Dividend Comparison

Neither GMEU nor TTDU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GMEU and TTDU in my portfolio?

GMEU and TTDU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GMEU or TTDU?

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GMEU or TTDU?

GMEU and TTDU have the same expense ratio: 1.50% per year.

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

GMEU and TTDU have nearly identical dividend yields, around 0.00%.