RGTU vs. APPX
RGTU (Tradr 2X Long RGTI Daily ETF) and APPX (Tradr 2X Long APP Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. Over the past year, RGTU returned -55.67% vs -12.69% for APPX. At a 0.36 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.
Performance
RGTU vs. APPX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with RGTU having a -73.63% return and APPX slightly higher at -73.02%.
RGTU
- 1D
- -14.02%
- 1M
- -49.51%
- 6M
- -79.70%
- YTD
- -73.63%
- 1Y
- -55.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
APPX
- 1D
- -25.22%
- 1M
- -25.41%
- 6M
- -71.21%
- YTD
- -73.02%
- 1Y
- -12.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RGTU vs. APPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGTU Tradr 2X Long RGTI Daily ETF | -73.63% | 90.43% |
APPX Tradr 2X Long APP Daily ETF | -73.02% | 219.36% |
Correlation
The correlation between RGTU and APPX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RGTU vs. APPX — Risk / Return Rank
RGTU
APPX
RGTU vs. APPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) and Tradr 2X Long APP Daily ETF (APPX). 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.
| RGTU | APPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.15 | -0.42 |
| Martin ratioReturn relative to average drawdown | -0.73 | -0.24 | -0.49 |
Loading charts...
Drawdowns
RGTU vs. APPX - Drawdown Comparison
The maximum RGTU drawdown since its inception was -97.05%, which is greater than APPX's maximum drawdown of -82.40%. Use the drawdown chart below to compare losses from any high point for RGTU and APPX.
Loading charts...
Drawdown Indicators
| RGTU | APPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.05% | -82.40% | -14.65% |
Max Drawdown (1Y)Largest decline over 1 year | -97.05% | -82.40% | -14.65% |
Current DrawdownCurrent decline from peak | -97.05% | -79.03% | -18.02% |
Average DrawdownAverage peak-to-trough decline | -65.20% | -40.01% | -25.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 76.46% | 52.46% | +24.00% |
Volatility
RGTU vs. APPX - Volatility Comparison
Tradr 2X Long RGTI Daily ETF (RGTU) and Tradr 2X Long APP Daily ETF (APPX) have volatilities of 46.68% and 48.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RGTU | APPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 46.68% | 48.07% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 139.87% | 127.67% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 218.11% | 145.97% | +72.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 216.19% | 141.75% | +74.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 216.19% | 141.75% | +74.44% |
RGTU vs. APPX - Expense Ratio Comparison
Both RGTU and APPX have an expense ratio of 1.30%.
Dividends
RGTU vs. APPX - Dividend Comparison
RGTU's dividend yield for the trailing twelve months is around 78.22%, more than APPX's 34.78% yield.
| Position | TTM | 2025 |
|---|---|---|
APPX Tradr 2X Long APP Daily ETF | 34.78% | 9.38% |
RGTU Tradr 2X Long RGTI Daily ETF | 78.22% | 20.63% |
Frequently Asked Questions
RGTU and APPX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APPX has higher volatility (48.07%) compared to RGTU (46.68%). In terms of maximum drawdown, RGTU dropped -97.05% vs APPX's -82.40%.
On 1-year performance, APPX leads with -12.69% vs -55.67% for RGTU. Both ETFs have the same 1.30% expense ratio. On volatility, RGTU has been the lower-risk option at 46.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, APPX has performed better with a -12.69% return vs -55.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RGTU and APPX have the same expense ratio: 1.30% per year.
RGTU has the higher dividend yield at 78.22%, compared with 34.78% for APPX.
APPX currently has the higher Sharpe Ratio (-0.09 vs -0.26), 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.
Find the right allocation for RGTU and APPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer