SKRE vs. CORD
SKRE (Tuttle Capital Daily 2X Inverse Regional Banks ETF) and CORD (T-Rex 2X Inverse CRWV Daily Target ETF) are both Inverse Equities funds from Tuttle. SKRE is passively managed, while CORD is actively managed. Their -0.00 correlation means they have often moved in opposite directions in the past. SKRE charges 0.75%/yr vs 1.50%/yr for CORD.
Performance
SKRE vs. CORD - Performance Comparison
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Returns By Period
In the year-to-date period, SKRE achieves a -35.15% return, which is significantly higher than CORD's -89.15% return.
SKRE
- 1D
- -2.27%
- 1M
- -5.74%
- 6M
- -23.25%
- YTD
- -35.15%
- 1Y
- -50.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.81%
CORD
- 1D
- -38.98%
- 1M
- -43.53%
- 6M
- -79.14%
- YTD
- -89.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $36.72M | $28.82M | $27.21M | |
| $121.93K | $143.27K | $245.32K |
SKRE vs. CORD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | -35.15% | -7.74% |
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -89.15% | 53.14% |
Correlation
The correlation between SKRE and CORD is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 26, 2025 | -0.00 |
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Return for Risk
SKRE vs. CORD — Risk / Return Rank
SKRE
CORD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SKRE vs. CORD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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.
| SKRE | CORD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.80 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | — | — |
| Martin ratioReturn relative to average drawdown | -1.65 | — | — |
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Drawdowns
SKRE vs. CORD - Drawdown Comparison
The maximum SKRE drawdown since its inception was -79.33%, smaller than the maximum CORD drawdown of -93.69%. Use the drawdown chart below to compare losses from any high point for SKRE and CORD.
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Drawdown Indicators
| SKRE | CORD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.33% | -93.69% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -51.44% | — | — |
Current DrawdownCurrent decline from peak | -78.96% | -92.92% | +13.96% |
Average DrawdownAverage peak-to-trough decline | -49.09% | -62.37% | +13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.75% | — | — |
Volatility
SKRE vs. CORD - Volatility Comparison
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Volatility by Period
| SKRE | CORD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 30.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 45.86% | 194.31% | -148.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.75% | 194.31% | -139.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.75% | 194.31% | -139.56% |
SKRE vs. CORD - Expense Ratio Comparison
SKRE has a 0.75% expense ratio, which is lower than CORD's 1.50% expense ratio.
Dividends
SKRE vs. CORD - Dividend Comparison
SKRE's dividend yield for the trailing twelve months is around 0.39%, while CORD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | 0.00% | 0.00% | 0.00% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | 0.39% | 0.26% | 3.16% |
Frequently Asked Questions
SKRE and CORD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SKRE is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SKRE is cheaper with a 0.75% expense ratio, compared with 1.50% for CORD.
SKRE has the higher dividend yield at 0.39%, compared with 0.00% for CORD.
Their fees differ too: 0.75% for SKRE and 1.50% for CORD.
Find the right allocation for SKRE and CORD
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