NUG vs. CCUP
NUG (Leverage Shares 2X Long NU Daily ETF) and CCUP (T-REX 2X Long CRCL Daily Target ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.30 correlation means their historical movements had little consistent relationship. NUG charges 0.75%/yr vs 1.50%/yr for CCUP.
Performance
NUG vs. CCUP - Performance Comparison
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Returns By Period
In the year-to-date period, NUG achieves a -38.20% return, which is significantly higher than CCUP's -68.20% return.
NUG
- 1D
- -2.32%
- 1M
- 9.27%
- 6M
- -43.84%
- YTD
- -38.20%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CCUP
- 1D
- -5.80%
- 1M
- -12.38%
- 6M
- -48.89%
- YTD
- -68.20%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.28M | $10.66M | $16.94M | |
| $95.16K | $98.38K | $124.99K |
NUG vs. CCUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NUG Leverage Shares 2X Long NU Daily ETF | -38.20% | 9.30% |
CCUP T-REX 2X Long CRCL Daily Target ETF | -68.20% | -15.73% |
Correlation
The correlation between NUG and CCUP is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.30 |
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Return for Risk
NUG vs. CCUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NU Daily ETF (NUG) and T-REX 2X Long CRCL Daily Target ETF (CCUP). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
NUG vs. CCUP - Drawdown Comparison
The maximum NUG drawdown since its inception was -66.15%, smaller than the maximum CCUP drawdown of -94.91%. Use the drawdown chart below to compare losses from any high point for NUG and CCUP.
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Drawdown Indicators
| NUG | CCUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.15% | -94.91% | +28.76% |
Current DrawdownCurrent decline from peak | -50.00% | -94.76% | +44.76% |
Average DrawdownAverage peak-to-trough decline | -35.24% | -72.72% | +37.48% |
Volatility
NUG vs. CCUP - Volatility Comparison
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Volatility by Period
| NUG | CCUP | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 79.01% | 193.37% | -114.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.01% | 193.37% | -114.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.01% | 193.37% | -114.36% |
NUG vs. CCUP - Expense Ratio Comparison
NUG has a 0.75% expense ratio, which is lower than CCUP's 1.50% expense ratio.
Dividends
NUG vs. CCUP - Dividend Comparison
Neither NUG nor CCUP has paid dividends to shareholders.
Frequently Asked Questions
NUG and CCUP 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.
On fees, NUG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NUG is cheaper with a 0.75% expense ratio, compared with 1.50% for CCUP.
NUG and CCUP have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and T-Rex. Their fees differ too: 0.75% for NUG and 1.50% for CCUP.
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