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 Event Driven fund actively managed by Tuttle Capital Management, while KTUP is a Leveraged Equities fund actively managed by Tuttle Capital Management. Both are actively managed. At a 0.02 correlation, their price movements are largely independent. 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 1.97% return, which is significantly higher than KTUP's -70.20% return.
SPCK
- 1D
- -0.09%
- 1M
- -0.83%
- YTD
- 1.97%
- 6M
- 2.02%
- 1Y
- -2.72%
- 3Y*
- 3.47%
- 5Y*
- -1.53%
- 10Y*
- —
KTUP
- 1D
- -11.67%
- 1M
- -22.89%
- YTD
- -70.20%
- 6M
- -74.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPCK vs. KTUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPCK SPAC and New Issue ETF | 1.97% | 3.14% |
KTUP T-Rex 2X Long KTOS Daily Target ETF | -70.20% | -8.74% |
Correlation
The correlation between SPCK and KTUP is 0.02, 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 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 | 0.94 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | — | — |
| Martin ratioReturn relative to average drawdown | -1.13 | — | — |
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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 -89.45%. 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% | -89.45% | +61.17% |
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 | -16.58% | -89.45% | +72.87% |
Average DrawdownAverage peak-to-trough decline | -18.83% | -52.99% | +34.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | — | — |
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 | 2.47% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.67% | 153.20% | -144.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.25% | 153.20% | -144.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.22% | 153.20% | -143.98% |
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 16.17%, more than KTUP's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
KTUP T-Rex 2X Long KTOS Daily Target ETF | 7.14% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% |
SPCK SPAC and New Issue ETF | 16.17% | 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 16.17%, compared with 7.14% for KTUP.
SPCK is categorized as Event Driven, while KTUP is Leveraged Equities. Their fees differ too: 0.95% for SPCK and 1.50% for KTUP.
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