SBTU vs. CORD
SBTU (T-Rex 2X Long SBET Daily Target ETF) and CORD (T-Rex 2X Inverse CRWV Daily Target ETF) are both exchange-traded funds - SBTU is a Leveraged Equities fund actively managed by Tuttle, while CORD is a Inverse Equities fund actively managed by Tuttle. Both are actively managed. Their -0.49 correlation means they have often moved in opposite directions in the past. Both charge a 1.50% expense ratio.
Performance
SBTU vs. CORD - Performance Comparison
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Returns By Period
In the year-to-date period, SBTU achieves a -69.86% return, which is significantly higher than CORD's -82.21% return.
SBTU
- 1D
- -8.98%
- 1M
- 26.26%
- 6M
- -67.28%
- YTD
- -69.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CORD
- 1D
- 5.99%
- 1M
- -7.45%
- 6M
- -62.72%
- YTD
- -82.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.09M | $27.61M | $27.00M | |
| $386.92K | $328.60K | $306.82K |
SBTU vs. CORD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SBTU T-Rex 2X Long SBET Daily Target ETF | -69.86% | -67.09% |
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -82.21% | 81.40% |
Correlation
The correlation between SBTU and CORD is -0.49, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025 | -0.49 |
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Return for Risk
SBTU vs. CORD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long SBET Daily Target ETF (SBTU) and T-Rex 2X Inverse CRWV Daily Target ETF (CORD). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
SBTU vs. CORD - Drawdown Comparison
The maximum SBTU drawdown since its inception was -94.22%, roughly equal to the maximum CORD drawdown of -93.69%. Use the drawdown chart below to compare losses from any high point for SBTU and CORD.
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Drawdown Indicators
| SBTU | CORD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.22% | -93.69% | -0.53% |
Current DrawdownCurrent decline from peak | -90.16% | -88.40% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -72.88% | -62.23% | -10.65% |
Volatility
SBTU vs. CORD - Volatility Comparison
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Volatility by Period
| SBTU | CORD | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 159.88% | 190.03% | -30.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 159.88% | 190.03% | -30.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.88% | 190.03% | -30.15% |
SBTU vs. CORD - Expense Ratio Comparison
Both SBTU and CORD have an expense ratio of 1.50%.
Dividends
SBTU vs. CORD - Dividend Comparison
Neither SBTU nor CORD has paid dividends to shareholders.
Frequently Asked Questions
SBTU and CORD have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SBTU and CORD have the same expense ratio: 1.50% per year.
SBTU and CORD have nearly identical dividend yields, around 0.00%.
SBTU is categorized as Leveraged Equities, while CORD is Inverse Equities.
Find the right allocation for SBTU and CORD
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