SBTU vs. SPCK
SBTU (T-Rex 2X Long SBET Daily Target ETF) and SPCK (SPAC and New Issue ETF) are both exchange-traded funds - SBTU is a Leveraged Equities fund actively managed by Tuttle Capital Management, while SPCK is a Event Driven fund actively managed by Tuttle Capital Management. Both are actively managed. At a 0.15 correlation, their price movements are largely independent. SBTU charges 1.50%/yr vs 0.95%/yr for SPCK.
Performance
SBTU vs. SPCK - Performance Comparison
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Returns By Period
In the year-to-date period, SBTU achieves a -75.42% return, which is significantly lower than SPCK's 1.86% return.
SBTU
- 1D
- -3.55%
- 1M
- -7.32%
- 6M
- -81.06%
- YTD
- -75.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCK
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- 2.19%
- YTD
- 1.86%
- 1Y
- 1.09%
- 3Y*
- 4.01%
- 5Y*
- -1.48%
- 10Y*
- —
SBTU vs. SPCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SBTU T-Rex 2X Long SBET Daily Target ETF | -75.42% | -67.09% |
SPCK SPAC and New Issue ETF | 1.86% | -1.86% |
Correlation
The correlation between SBTU and SPCK is 0.15, 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 Oct 21, 2025 | 0.15 |
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Return for Risk
SBTU vs. SPCK — Risk / Return Rank
SBTU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPCK
SBTU vs. SPCK - 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 SPAC and New Issue ETF (SPCK). 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.
| SBTU | SPCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.04 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.21 | — |
| Martin ratioReturn relative to average drawdown | — | 0.46 | — |
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Drawdowns
SBTU vs. SPCK - Drawdown Comparison
The maximum SBTU drawdown since its inception was -94.22%, which is greater than SPCK's maximum drawdown of -28.28%. Use the drawdown chart below to compare losses from any high point for SBTU and SPCK.
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Drawdown Indicators
| SBTU | SPCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.22% | -28.28% | -65.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.24% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.94% | — |
Current DrawdownCurrent decline from peak | -91.98% | -16.67% | -75.31% |
Average DrawdownAverage peak-to-trough decline | -71.55% | -18.81% | -52.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.39% | — |
Volatility
SBTU vs. SPCK - Volatility Comparison
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Volatility by Period
| SBTU | SPCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.79% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 158.74% | 6.46% | +152.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 158.74% | 8.32% | +150.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 158.74% | 9.23% | +149.51% |
SBTU vs. SPCK - Expense Ratio Comparison
SBTU has a 1.50% expense ratio, which is higher than SPCK's 0.95% expense ratio.
Dividends
SBTU vs. SPCK - Dividend Comparison
SBTU has not paid dividends to shareholders, while SPCK's dividend yield for the trailing twelve months is around 16.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SBTU T-Rex 2X Long SBET Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPCK SPAC and New Issue ETF | 16.18% | 16.48% | 0.69% | 2.27% | 0.00% | 1.28% |
Frequently Asked Questions
SBTU and SPCK have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPCK is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPCK is cheaper with a 0.95% expense ratio, compared with 1.50% for SBTU.
SPCK has the higher dividend yield at 16.18%, compared with 0.00% for SBTU.
SBTU is categorized as Leveraged Equities, while SPCK is Event Driven. Their fees differ too: 1.50% for SBTU and 0.95% for SPCK.
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