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RBLU vs. FDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLU vs. FDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long RBLX Daily Target ETF (RBLU) and First Trust Morningstar Dividend Leaders Index Fund (FDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBLU achieves a -88.47% return, which is significantly lower than FDL's 18.62% return.


RBLU

1D
6.33%
1M
-63.24%
6M
-82.19%
YTD
-88.47%
1Y
-96.05%
3Y*
5Y*
10Y*
ALL TIME*
-74.71%

FDL

1D
0.39%
1M
3.67%
6M
9.83%
YTD
18.62%
1Y
28.15%
3Y*
19.02%
5Y*
14.10%
10Y*
11.08%
ALL TIME*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.38M$49.50M$43.21M
$3.87M$2.37M$2.31M

RBLU vs. FDL - Yearly Performance Comparison


Correlation

The correlation between RBLU and FDL is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.14

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2025

-0.09

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Return for Risk

RBLU vs. FDL — Risk / Return Rank

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

RBLU
RBLU Risk / Return Rank: 11
Overall Rank
RBLU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RBLU Sortino Ratio Rank: 11
Sortino Ratio Rank
RBLU Omega Ratio Rank: 00
Omega Ratio Rank
RBLU Calmar Ratio Rank: 00
Calmar Ratio Rank
RBLU Martin Ratio Rank: 22
Martin Ratio Rank

FDL
FDL Risk / Return Rank: 9292
Overall Rank
FDL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
FDL Omega Ratio Rank: 8989
Omega Ratio Rank
FDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
FDL Martin Ratio Rank: 9191
Martin Ratio Rank
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.

RBLU vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long RBLX Daily Target ETF (RBLU) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


RBLUFDLDifference
Sharpe ratioReturn per unit of total volatility

-3.09

Sortino ratioReturn per unit of downside risk

-5.59

Omega ratioGain probability vs. loss probability

0.74

1.42

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.99

6.62

-7.61

Martin ratioReturn relative to average drawdown

-1.34

15.62

-16.95

RBLU vs. FDL - Sharpe Ratio Comparison

The current RBLU Sharpe Ratio is -0.71, which is lower than the FDL Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of RBLU and FDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RBLU vs. FDL - Drawdown Comparison

The maximum RBLU drawdown since its inception was -96.97%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for RBLU and FDL.


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Drawdown Indicators


RBLUFDLDifference

Max Drawdown

Largest peak-to-trough decline

-96.97%

-65.93%

-31.04%

Max Drawdown (1Y)

Largest decline over 1 year

-96.92%

-4.27%

-92.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.40%

Current Drawdown

Current decline from peak

-96.78%

-1.58%

-95.20%

Average Drawdown

Average peak-to-trough decline

-48.52%

-9.59%

-38.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.70%

1.81%

+69.89%

Volatility

RBLU vs. FDL - Volatility Comparison

T-Rex 2X Long RBLX Daily Target ETF (RBLU) has a higher volatility of 82.34% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.65%. This indicates that RBLU's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBLUFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

82.34%

4.65%

+77.69%

Volatility (6M)

Calculated over the trailing 6-month period

126.24%

8.75%

+117.49%

Volatility (1Y)

Calculated over the trailing 1-year period

135.50%

11.89%

+123.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.71%

14.44%

+113.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.71%

17.16%

+110.55%

RBLU vs. FDL - Expense Ratio Comparison

RBLU has a 1.05% expense ratio, which is higher than FDL's 0.43% expense ratio.


Dividends

RBLU vs. FDL - Dividend Comparison

RBLU's dividend yield for the trailing twelve months is around 11.23%, more than FDL's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.58%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%
RBLU
T-Rex 2X Long RBLX Daily Target ETF
11.23%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RBLU and FDL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RBLU has higher volatility (82.34%) compared to FDL (4.65%). In terms of maximum drawdown, RBLU dropped -96.97% vs FDL's -65.93%.

On 1-year performance, FDL leads with 28.15% vs -96.05% for RBLU. On fees, FDL is cheaper at 0.43% per year. On volatility, FDL has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FDL has performed better with a 28.15% return vs -96.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDL is cheaper with a 0.43% expense ratio, compared with 1.05% for RBLU.

RBLU has the higher dividend yield at 11.23%, compared with 3.58% for FDL.

RBLU is categorized as Leveraged Equities, while FDL is Large Cap Value Equities. RBLU tracks Roblox Corp. Class A (RBLX), while FDL tracks Morningstar Dividend Leaders Index. They also come from different issuers: T-Rex and First Trust. Their fees differ too: 1.05% for RBLU and 0.43% for FDL.

FDL currently has the higher Sharpe Ratio (2.38 vs -0.71), 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.

Portfolio Optimizer

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