SPCK vs. KTUP
SPCK (SPAC and New Issue ETF) and KTUP (T-Rex 2X Long KTOS Daily Target ETF) are both exchange-traded funds - SPCK is a Actively Managed fund actively managed by Tuttle, while KTUP is a Leveraged Equities fund actively managed by Tuttle. Both are actively managed. Their 0.02 correlation means their historical movements had little consistent relationship. SPCK charges 0.95%/yr vs 1.50%/yr for KTUP.
Performance
SPCK vs. KTUP - Performance Comparison
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Returns By Period
In the year-to-date period, SPCK achieves a 1.34% return, which is significantly higher than KTUP's -77.12% return.
SPCK
- 1D
- -0.29%
- 1M
- -0.26%
- 6M
- -0.03%
- YTD
- 1.34%
- 1Y
- 3.66%
- 3Y*
- 3.82%
- 5Y*
- -1.39%
- 10Y*
- —
- ALL TIME*
- 1.18%
KTUP
- 1D
- 2.12%
- 1M
- -32.87%
- 6M
- -86.56%
- YTD
- -77.12%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $739.10K | $1.10M | $2.70M | |
| $38.34K | $97.37K | $145.22K |
SPCK vs. KTUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPCK SPAC and New Issue ETF | 1.34% | 3.14% |
KTUP T-Rex 2X Long KTOS Daily Target ETF | -77.12% | -8.74% |
Correlation
The correlation between SPCK and KTUP is 0.02, 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 16, 2025 | 0.02 |
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Return for Risk
SPCK vs. KTUP — Risk / Return Rank
SPCK
KTUP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPCK vs. KTUP - 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 Long KTOS Daily Target ETF (KTUP). 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 | KTUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | — | — |
| Martin ratioReturn relative to average drawdown | 2.02 | — | — |
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Drawdowns
SPCK vs. KTUP - Drawdown Comparison
The maximum SPCK drawdown since its inception was -28.28%, smaller than the maximum KTUP drawdown of -92.77%. Use the drawdown chart below to compare losses from any high point for SPCK and KTUP.
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Drawdown Indicators
| SPCK | KTUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.28% | -92.77% | +64.49% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | — | — |
Current DrawdownCurrent decline from peak | -17.09% | -91.90% | +74.81% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -57.80% | +39.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | — | — |
Volatility
SPCK vs. KTUP - Volatility Comparison
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Volatility by Period
| SPCK | KTUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.84% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 150.73% | -144.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 150.73% | -142.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.20% | 150.73% | -141.53% |
SPCK vs. KTUP - Expense Ratio Comparison
SPCK has a 0.95% expense ratio, which is lower than KTUP's 1.50% expense ratio.
Dividends
SPCK vs. KTUP - Dividend Comparison
SPCK's dividend yield for the trailing twelve months is around 16.27%, more than KTUP's 9.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
KTUP T-Rex 2X Long KTOS Daily Target ETF | 9.30% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% |
SPCK SPAC and New Issue ETF | 16.27% | 16.48% | 0.69% | 2.27% | 0.00% | 1.28% |
Frequently Asked Questions
SPCK and KTUP have a correlation of 0.02, 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 KTUP.
SPCK has the higher dividend yield at 16.27%, compared with 9.30% for KTUP.
SPCK is categorized as Actively Managed, while KTUP is Leveraged Equities. Their fees differ too: 0.95% for SPCK and 1.50% for KTUP.
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