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TTDU vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDU vs. DIG - 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 ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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TTDU vs. DIG - Yearly Performance Comparison


2026 (YTD)2025
TTDU
T-REX 2X Long TTD Daily Target ETF
-69.59%-37.11%
DIG
ProShares Ultra Oil & Gas
85.56%-0.44%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than DIG's 85.56% return.


TTDU

1D
6.09%
1M
-15.13%
YTD
-69.59%
6M
-83.47%
1Y
3Y*
5Y*
10Y*

DIG

1D
-2.11%
1M
20.66%
YTD
85.56%
6M
84.85%
1Y
61.85%
3Y*
23.97%
5Y*
36.31%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDU vs. DIG - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than DIG's 0.95% expense ratio.


Return for Risk

TTDU vs. DIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TTDU

DIG
DIG Risk / Return Rank: 6666
Overall Rank
DIG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6969
Sortino Ratio Rank
DIG Omega Ratio Rank: 7070
Omega Ratio Rank
DIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIG Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TTDU vs. DIG - 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 ProShares Ultra Oil & Gas (DIG). 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.

TTDU vs. DIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTDUDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.01

-0.95

Correlation

The correlation between TTDU and DIG is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TTDU vs. DIG - Dividend Comparison

TTDU has not paid dividends to shareholders, while DIG's dividend yield for the trailing twelve months is around 1.34%.


TTM20252024202320222021202020192018201720162015
TTDU
T-REX 2X Long TTD Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
1.34%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%

Drawdowns

TTDU vs. DIG - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for TTDU and DIG.


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Drawdown Indicators


TTDUDIGDifference

Max Drawdown

Largest peak-to-trough decline

-87.87%

-97.04%

+9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

Current Drawdown

Current decline from peak

-86.30%

-45.64%

-40.66%

Average Drawdown

Average peak-to-trough decline

-49.95%

-64.48%

+14.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

Volatility

TTDU vs. DIG - Volatility Comparison


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Volatility by Period


TTDUDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

Volatility (1Y)

Calculated over the trailing 1-year period

101.52%

49.37%

+52.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.52%

51.66%

+49.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.52%

57.59%

+43.93%