KTUP vs. HOOG

Last updated Jul 15, 2026

KTUP (T-Rex 2X Long KTOS Daily Target ETF) and HOOG (Leverage Shares 2X Long HOOD Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.50 correlation means they provide meaningful diversification when combined. KTUP charges 1.50%/yr vs 0.75%/yr for HOOG.

Performance

KTUP vs. HOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long KTOS Daily Target ETF (KTUP) and Leverage Shares 2X Long HOOD Daily ETF (HOOG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KTUP achieves a -72.19% return, which is significantly lower than HOOG's -30.45% return.

KTUP

• 1D: 14.21%
• 1M: -27.91%
• 6M: -88.31%
• YTD: -72.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HOOG

• 1D: 6.34%
• 1M: 41.93%
• 6M: -37.65%
• YTD: -30.45%
• 1Y: -32.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KTUP vs. HOOG - Yearly Performance Comparison

	2026 (YTD)	2025
KTUP T-Rex 2X Long KTOS Daily Target ETF	-72.19%	-8.74%
HOOG Leverage Shares 2X Long HOOD Daily ETF	-30.45%	-20.45%

Correlation

The correlation between KTUP and HOOG is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.50

Return for Risk

KTUP vs. HOOG — Risk / Return Rank

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

KTUP

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

HOOG

HOOG Risk / Return Rank: 10
HOOG Sharpe Ratio Rank: 7
HOOG Sortino Ratio Rank: 15
HOOG Omega Ratio Rank: 14
HOOG Calmar Ratio Rank: 6
HOOG Martin Ratio Rank: 6

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.

KTUP vs. HOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long KTOS Daily Target ETF (KTUP) and Leverage Shares 2X Long HOOD Daily ETF (HOOG). 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.

	KTUP	HOOG	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.24	—
Sortino ratio: Return per unit of downside risk	—	0.60	—
Omega ratio: Gain probability vs. loss probability	—	1.07	—
Calmar ratio: Return relative to maximum drawdown	—	-0.38	—
Martin ratio: Return relative to average drawdown	—	-0.56	—

Drawdowns

KTUP vs. HOOG - Drawdown Comparison

The maximum KTUP drawdown since its inception was -91.39%, which is greater than HOOG's maximum drawdown of -86.94%. Use the drawdown chart below to compare losses from any high point for KTUP and HOOG.

Drawdown Indicators

	KTUP	HOOG	Difference
Max Drawdown Largest peak-to-trough decline	-91.39%	-86.94%	-4.45%
Max Drawdown (1Y) Largest decline over 1 year	—	-86.94%	—
Current Drawdown Current decline from peak	-90.15%	-67.56%	-22.59%
Average Drawdown Average peak-to-trough decline	-55.69%	-40.38%	-15.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	58.37%	—

Volatility

Volatility by Period

	KTUP	HOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	36.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	104.63%	—
Volatility (1Y) Calculated over the trailing 1-year period	151.70%	138.18%	+13.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	151.70%	144.09%	+7.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	151.70%	144.09%	+7.61%

KTUP vs. HOOG - Expense Ratio Comparison

KTUP has a 1.50% expense ratio, which is higher than HOOG's 0.75% expense ratio.

Dividends

KTUP vs. HOOG - Dividend Comparison

KTUP's dividend yield for the trailing twelve months is around 7.65%, less than HOOG's 17.69% yield.

Position	TTM	2025
HOOG Leverage Shares 2X Long HOOD Daily ETF	17.69%	12.30%
KTUP T-Rex 2X Long KTOS Daily Target ETF	7.65%	2.13%

Frequently Asked Questions

Can I hold both KTUP and HOOG in my portfolio?

KTUP and HOOG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KTUP or HOOG?

On fees, HOOG 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, KTUP or HOOG?

HOOG is cheaper with a 0.75% expense ratio, compared with 1.50% for KTUP.

Which ETF pays a higher dividend yield, KTUP or HOOG?

HOOG has the higher dividend yield at 17.69%, compared with 7.65% for KTUP.

What is the main difference between KTUP and HOOG?

They also come from different issuers: Tuttle Capital Management and Leverage Shares. Their fees differ too: 1.50% for KTUP and 0.75% for HOOG.