SMUP vs. TTDU
SMUP (T-REX 2X Long SMR Daily Target ETF) and TTDU (T-REX 2X Long TTD Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. Their 0.09 correlation means their historical movements had little consistent relationship. Both charge a 1.50% expense ratio.
Performance
SMUP vs. TTDU - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SMUP having a -81.65% return and TTDU slightly lower at -83.89%.
SMUP
- 1D
- -4.68%
- 1M
- -31.41%
- 6M
- -86.68%
- YTD
- -81.65%
- 1Y
- -98.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -99.09%
TTDU
- 1D
- -2.82%
- 1M
- -13.40%
- 6M
- -73.54%
- YTD
- -83.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $628.22K | $794.08K | $1.84M | |
| $2.72M | $3.16M | $3.26M |
SMUP vs. TTDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMUP T-REX 2X Long SMR Daily Target ETF | -81.65% | -90.59% |
TTDU T-REX 2X Long TTD Daily Target ETF | -83.89% | -36.72% |
Correlation
The correlation between SMUP and TTDU is 0.09, 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 17, 2025 | 0.09 |
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Return for Risk
SMUP vs. TTDU — Risk / Return Rank
SMUP
TTDU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SMUP vs. TTDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long SMR Daily Target ETF (SMUP) and T-REX 2X Long TTD Daily Target ETF (TTDU). 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.
| SMUP | TTDU | 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 | -1.00 | — | — |
| Martin ratioReturn relative to average drawdown | -1.19 | — | — |
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Drawdowns
SMUP vs. TTDU - Drawdown Comparison
The maximum SMUP drawdown since its inception was -99.35%, which is greater than TTDU's maximum drawdown of -93.63%. Use the drawdown chart below to compare losses from any high point for SMUP and TTDU.
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Drawdown Indicators
| SMUP | TTDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.35% | -93.63% | -5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -99.23% | — | — |
Current DrawdownCurrent decline from peak | -99.21% | -92.74% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -81.94% | -64.91% | -17.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 85.24% | — | — |
Volatility
SMUP vs. TTDU - Volatility Comparison
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Volatility by Period
| SMUP | TTDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 52.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 133.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 201.28% | 104.88% | +96.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.19% | 104.88% | +95.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.19% | 104.88% | +95.31% |
SMUP vs. TTDU - Expense Ratio Comparison
Both SMUP and TTDU have an expense ratio of 1.50%.
Dividends
SMUP vs. TTDU - Dividend Comparison
SMUP's dividend yield for the trailing twelve months is around 123.10%, while TTDU has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
SMUP T-REX 2X Long SMR Daily Target ETF | 123.10% | 22.59% |
TTDU T-REX 2X Long TTD Daily Target ETF | 0.00% | 0.00% |
Frequently Asked Questions
SMUP and TTDU have a correlation of 0.09, 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.
SMUP and TTDU have the same expense ratio: 1.50% per year.
SMUP has the higher dividend yield at 123.10%, compared with 0.00% for TTDU.
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