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RGTU vs. MULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGTU vs. MULL - Performance Comparison

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

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Returns By Period

In the year-to-date period, RGTU achieves a -27.08% return, which is significantly lower than MULL's 774.91% return.


RGTU

1D
-0.51%
1M
46.09%
YTD
-27.08%
6M
-62.95%
1Y
3Y*
5Y*
10Y*

MULL

1D
-15.62%
1M
119.20%
YTD
774.91%
6M
1,229.17%
1Y
5,016.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGTU vs. MULL - Yearly Performance Comparison


2026 (YTD)2025
RGTU
Tradr 2X Long RGTI Daily ETF
-27.08%80.81%
MULL
GraniteShares 2x Long MU Daily ETF
774.91%286.75%

Correlation

The correlation between RGTU and MULL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.22

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Return for Risk

RGTU vs. MULL — Risk / Return Rank

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

RGTU

MULL
MULL Risk / Return Rank: 9999
Overall Rank
MULL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MULL Sortino Ratio Rank: 9797
Sortino Ratio Rank
MULL Omega Ratio Rank: 9696
Omega Ratio Rank
MULL Calmar Ratio Rank: 100100
Calmar Ratio Rank
MULL Martin Ratio Rank: 100100
Martin Ratio Rank
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. MULL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) and GraniteShares 2x Long MU Daily ETF (MULL). 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.


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

RGTU vs. MULL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RGTUMULLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

38.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

6.53

-6.37

Drawdowns

RGTU vs. MULL - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, which is greater than MULL's maximum drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for RGTU and MULL.


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Drawdown Indicators


RGTUMULLDifference

Max Drawdown

Largest peak-to-trough decline

-96.96%

-72.29%

-24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-53.09%

Current Drawdown

Current decline from peak

-91.85%

-15.62%

-76.23%

Average Drawdown

Average peak-to-trough decline

-62.33%

-20.61%

-41.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.82%

Volatility

RGTU vs. MULL - Volatility Comparison


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Volatility by Period


RGTUMULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.59%

Volatility (6M)

Calculated over the trailing 6-month period

107.25%

Volatility (1Y)

Calculated over the trailing 1-year period

219.22%

133.41%

+85.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

219.22%

136.72%

+82.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

219.22%

136.72%

+82.50%

RGTU vs. MULL - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is lower than MULL's 1.50% expense ratio.


Dividends

RGTU vs. MULL - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 28.29%, more than MULL's 0.04% yield.


PositionTTM2025
MULL
GraniteShares 2x Long MU Daily ETF
0.04%0.39%
RGTU
Tradr 2X Long RGTI Daily ETF
28.29%20.63%

Frequently Asked Questions


RGTU and MULL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RGTU is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RGTU is cheaper with a 1.30% expense ratio, compared with 1.50% for MULL.

RGTU has the higher dividend yield at 28.29%, compared with 0.04% for MULL.

They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.30% for RGTU and 1.50% for MULL.

Portfolio Optimizer

Find the right allocation for RGTU and MULL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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