SPCK vs. CORD
SPCK (SPAC and New Issue ETF) and CORD (T-Rex 2X Inverse CRWV Daily Target ETF) are both exchange-traded funds - SPCK is a Event Driven fund actively managed by Tuttle Capital Management, while CORD is a Inverse Equities fund actively managed by Tuttle Capital Management. Both are actively managed. At a correlation of -0.09, they often move in opposite directions. SPCK charges 0.95%/yr vs 1.50%/yr for CORD.
Performance
SPCK vs. CORD - Performance Comparison
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Returns By Period
In the year-to-date period, SPCK achieves a 2.66% return, which is significantly higher than CORD's -87.59% return.
SPCK
- 1D
- 0.22%
- 1M
- 1.34%
- YTD
- 2.66%
- 6M
- 2.51%
- 1Y
- 2.37%
- 3Y*
- 4.02%
- 5Y*
- -0.95%
- 10Y*
- —
CORD
- 1D
- 14.09%
- 1M
- 3.13%
- YTD
- -87.59%
- 6M
- -88.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCK vs. CORD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPCK SPAC and New Issue ETF | 2.66% | 1.66% |
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -87.59% | 44.68% |
Correlation
The correlation between SPCK and CORD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 29, 2025 | -0.09 |
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Return for Risk
SPCK vs. CORD — Risk / Return Rank
SPCK
CORD
SPCK vs. CORD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPAC and New Issue ETF (SPCK) 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.
| SPCK | CORD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | — | — |
| Martin ratioReturn relative to average drawdown | 0.52 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPCK | CORD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | -0.49 | +0.64 |
Drawdowns
SPCK vs. CORD - Drawdown Comparison
The maximum SPCK drawdown since its inception was -28.28%, smaller than the maximum CORD drawdown of -93.69%. Use the drawdown chart below to compare losses from any high point for SPCK and CORD.
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Drawdown Indicators
| SPCK | CORD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.28% | -93.69% | +65.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Current DrawdownCurrent decline from peak | -16.01% | -91.90% | +75.89% |
Average DrawdownAverage peak-to-trough decline | -18.86% | -56.33% | +37.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | — | — |
Volatility
SPCK vs. CORD - Volatility Comparison
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Volatility by Period
| SPCK | CORD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.10% | 187.84% | -178.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.23% | 187.84% | -179.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 187.84% | -178.61% |
SPCK vs. CORD - Expense Ratio Comparison
SPCK has a 0.95% expense ratio, which is lower than CORD's 1.50% expense ratio.
Dividends
SPCK vs. CORD - Dividend Comparison
SPCK's dividend yield for the trailing twelve months is around 16.06%, while CORD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPCK SPAC and New Issue ETF | 16.06% | 16.48% | 0.69% | 2.27% | 0.00% | 1.28% |
Frequently Asked Questions
SPCK and CORD 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.
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 CORD.
SPCK has the higher dividend yield at 16.06%, compared with 0.00% for CORD.
SPCK is categorized as Event Driven, while CORD is Inverse Equities. Their fees differ too: 0.95% for SPCK and 1.50% for CORD.
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