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 -0.10, 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 0.87% return, which is significantly higher than CORD's -87.55% return.
SPCK
- 1D
- -1.08%
- 1M
- -1.90%
- YTD
- 0.87%
- 6M
- 0.77%
- 1Y
- -0.12%
- 3Y*
- 3.09%
- 5Y*
- -1.74%
- 10Y*
- —
CORD
- 1D
- 10.23%
- 1M
- -17.14%
- YTD
- -87.55%
- 6M
- -84.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCK vs. CORD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPCK SPAC and New Issue ETF | 0.87% | 1.56% |
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -87.55% | 53.14% |
Correlation
The correlation between SPCK and CORD is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 26, 2025 | -0.10 |
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Return for Risk
SPCK vs. CORD — Risk / Return Rank
SPCK
CORD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| SPCK | CORD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.00 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | — | — |
| Martin ratioReturn relative to average drawdown | -0.05 | — | — |
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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 | -5.24% | — | — |
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 | -17.48% | -91.88% | +74.40% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -58.48% | +39.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | — | — |
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 | 2.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.72% | 185.33% | -176.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.27% | 185.33% | -177.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 185.33% | -176.10% |
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 16.34%, 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 | 16.34% | 16.48% | 0.69% | 2.27% | 0.00% | 1.28% |
Frequently Asked Questions
SPCK and CORD have a correlation of -0.10, 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 16.34%, 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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