RGTU vs. GEVX

Last updated Jul 14, 2026

RGTU (Tradr 2X Long RGTI Daily ETF) and GEVX (Tradr 2X Long GEV Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. Over the past year, RGTU returned -55.67% vs 166.57% for GEVX. At a 0.36 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

RGTU vs. GEVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) and Tradr 2X Long GEV Daily ETF (GEVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGTU achieves a -73.63% return, which is significantly lower than GEVX's 115.00% return.

RGTU

• 1D: -14.02%
• 1M: -49.51%
• 6M: -79.70%
• YTD: -73.63%
• 1Y: -55.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GEVX

• 1D: -9.31%
• 1M: 17.64%
• 6M: 124.87%
• YTD: 115.00%
• 1Y: 166.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RGTU vs. GEVX - Yearly Performance Comparison

	2026 (YTD)	2025
RGTU Tradr 2X Long RGTI Daily ETF	-73.63%	45.82%
GEVX Tradr 2X Long GEV Daily ETF	115.00%	23.96%

Correlation

The correlation between RGTU and GEVX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025	0.36

Return for Risk

RGTU vs. GEVX — Risk / Return Rank

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

RGTU

RGTU Risk / Return Rank: 12
RGTU Sharpe Ratio Rank: 7
RGTU Sortino Ratio Rank: 23
RGTU Omega Ratio Rank: 20
RGTU Calmar Ratio Rank: 5
RGTU Martin Ratio Rank: 6

GEVX

GEVX Risk / Return Rank: 67
GEVX Sharpe Ratio Rank: 61
GEVX Sortino Ratio Rank: 65
GEVX Omega Ratio Rank: 60
GEVX Calmar Ratio Rank: 85
GEVX Martin Ratio Rank: 64

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.

RGTU vs. GEVX - 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 GEV Daily ETF (GEVX). 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	GEVX	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	1.61	-1.87
Sortino ratio: Return per unit of downside risk	1.08	2.39	-1.31
Omega ratio: Gain probability vs. loss probability	1.12	1.29	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.58	3.72	-4.30
Martin ratio: Return relative to average drawdown	-0.73	9.04	-9.77

RGTU vs. GEVX - Sharpe Ratio Comparison

The current RGTU Sharpe Ratio is -0.26, which is lower than the GEVX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of RGTU and GEVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGTU vs. GEVX - Drawdown Comparison

The maximum RGTU drawdown since its inception was -97.05%, which is greater than GEVX's maximum drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for RGTU and GEVX.

Drawdown Indicators

	RGTU	GEVX	Difference
Max Drawdown Largest peak-to-trough decline	-97.05%	-45.03%	-52.02%
Max Drawdown (1Y) Largest decline over 1 year	-97.05%	-45.03%	-52.02%
Current Drawdown Current decline from peak	-97.05%	-24.26%	-72.79%
Average Drawdown Average peak-to-trough decline	-65.20%	-15.10%	-50.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	76.46%	18.51%	+57.95%

Volatility

RGTU vs. GEVX - Volatility Comparison

Tradr 2X Long RGTI Daily ETF (RGTU) has a higher volatility of 46.68% compared to Tradr 2X Long GEV Daily ETF (GEVX) at 40.65%. This indicates that RGTU's price experiences larger fluctuations and is considered to be riskier than GEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGTU	GEVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.68%	40.65%	+6.03%
Volatility (6M) Calculated over the trailing 6-month period	139.87%	71.78%	+68.09%
Volatility (1Y) Calculated over the trailing 1-year period	218.11%	104.24%	+113.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	216.19%	104.04%	+112.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	216.19%	104.04%	+112.15%

RGTU vs. GEVX - Expense Ratio Comparison

Both RGTU and GEVX have an expense ratio of 1.30%.

Dividends

RGTU vs. GEVX - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 78.22%, while GEVX has not paid dividends to shareholders.

Position	TTM	2025
GEVX Tradr 2X Long GEV Daily ETF	0.00%	0.00%
RGTU Tradr 2X Long RGTI Daily ETF	78.22%	20.63%

Frequently Asked Questions

Can I hold both RGTU and GEVX in my portfolio?

RGTU and GEVX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGTU or GEVX?

RGTU has higher volatility (46.68%) compared to GEVX (40.65%). In terms of maximum drawdown, RGTU dropped -97.05% vs GEVX's -45.03%.

Which ETF is better, RGTU or GEVX?

On 1-year performance, GEVX leads with 166.57% vs -55.67% for RGTU. Both ETFs have the same 1.30% expense ratio. On volatility, GEVX has been the lower-risk option at 40.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGTU or GEVX?

Over the 1-year period, GEVX has performed better with a 166.57% return vs -55.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGTU or GEVX?

RGTU and GEVX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, RGTU or GEVX?

RGTU has the higher dividend yield at 78.22%, compared with 0.00% for GEVX.

Which has better risk-adjusted returns?

GEVX currently has the higher Sharpe Ratio (1.61 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.