TTDU vs. CCUP

Last updated Jun 4, 2026

TTDU (T-REX 2X Long TTD Daily Target ETF) and CCUP (T-REX 2X Long CRCL Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. Both charge a 1.50% expense ratio.

Performance

TTDU vs. CCUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long TTD Daily Target ETF (TTDU) and T-REX 2X Long CRCL Daily Target ETF (CCUP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTDU achieves a -77.55% return, which is significantly lower than CCUP's -20.97% return.

TTDU

• 1D: -5.44%
• 1M: -31.38%
• YTD: -77.55%
• 6M: -78.75%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCUP

• 1D: -20.05%
• 1M: -47.47%
• YTD: -20.97%
• 6M: -36.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTDU vs. CCUP - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-77.55%	-37.11%
CCUP T-REX 2X Long CRCL Daily Target ETF	-20.97%	-71.73%

Correlation

The correlation between TTDU and CCUP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025	0.21

Return for Risk

TTDU vs. CCUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long TTD Daily Target ETF (TTDU) and T-REX 2X Long CRCL Daily Target ETF (CCUP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TTDU	CCUP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.87	-0.47	-0.41

Drawdowns

TTDU vs. CCUP - Drawdown Comparison

The maximum TTDU drawdown since its inception was -89.89%, roughly equal to the maximum CCUP drawdown of -93.74%. Use the drawdown chart below to compare losses from any high point for TTDU and CCUP.

Drawdown Indicators

	TTDU	CCUP	Difference
Max Drawdown Largest peak-to-trough decline	-89.89%	-93.74%	+3.85%
Current Drawdown Current decline from peak	-89.89%	-86.98%	-2.91%
Average Drawdown Average peak-to-trough decline	-59.22%	-69.18%	+9.96%

Volatility

Volatility by Period

	TTDU	CCUP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	107.88%	197.62%	-89.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.88%	197.62%	-89.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.88%	197.62%	-89.74%

TTDU vs. CCUP - Expense Ratio Comparison

Both TTDU and CCUP have an expense ratio of 1.50%.

Dividends

TTDU vs. CCUP - Dividend Comparison

Neither TTDU nor CCUP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TTDU and CCUP in my portfolio?

TTDU and CCUP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TTDU or CCUP?

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TTDU or CCUP?

TTDU and CCUP have the same expense ratio: 1.50% per year.

Which ETF pays a higher dividend yield, TTDU or CCUP?

TTDU and CCUP have nearly identical dividend yields, around 0.00%.