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RGTU vs. OOQB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGTU vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

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RGTU vs. OOQB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RGTU achieves a -70.55% return, which is significantly lower than OOQB's -27.42% return.


RGTU

1D
-7.64%
1M
-44.90%
YTD
-70.55%
6M
-89.30%
1Y
3Y*
5Y*
10Y*

OOQB

1D
1.78%
1M
-6.25%
YTD
-27.42%
6M
-46.56%
1Y
-16.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGTU vs. OOQB - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Return for Risk

RGTU vs. OOQB — Risk / Return Rank

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

RGTU

OOQB
OOQB Risk / Return Rank: 88
Overall Rank
OOQB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 99
Sortino Ratio Rank
OOQB Omega Ratio Rank: 99
Omega Ratio Rank
OOQB Calmar Ratio Rank: 88
Calmar Ratio Rank
OOQB Martin Ratio Rank: 88
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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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. OOQB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RGTUOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.55

+0.29

Correlation

The correlation between RGTU and OOQB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RGTU vs. OOQB - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 70.04%, more than OOQB's 13.65% yield.


Drawdowns

RGTU vs. OOQB - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for RGTU and OOQB.


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Drawdown Indicators


RGTUOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-96.96%

-53.44%

-43.52%

Max Drawdown (1Y)

Largest decline over 1 year

-53.44%

Current Drawdown

Current decline from peak

-96.71%

-49.90%

-46.81%

Average Drawdown

Average peak-to-trough decline

-55.15%

-20.05%

-35.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

Volatility

RGTU vs. OOQB - Volatility Comparison


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Volatility by Period


RGTUOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

Volatility (6M)

Calculated over the trailing 6-month period

46.10%

Volatility (1Y)

Calculated over the trailing 1-year period

211.46%

59.59%

+151.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

211.46%

61.88%

+149.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.46%

61.88%

+149.58%