TTDU vs. MULL

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and GraniteShares 2x Long MU Daily ETF (MULL).

TTDU and MULL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTDU is an actively managed fund by T-Rex. It was launched on Sep 16, 2025. MULL is an actively managed fund by GraniteShares. It was launched on Nov 11, 2024.

Performance

TTDU vs. MULL - 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 GraniteShares 2x Long MU Daily ETF (MULL). The values are adjusted to include any dividend payments, if applicable.

TTDU vs. MULL - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-69.59%	-37.11%
MULL GraniteShares 2x Long MU Daily ETF	18.59%	168.44%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than MULL's 18.59% return.

TTDU

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

MULL

• 1D: 9.98%
• 1M: -37.16%
• YTD: 18.59%
• 6M: 194.62%
• 1Y: 734.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTDU vs. MULL - Expense Ratio Comparison

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

TTDU

T-REX 2X Long TTD Daily Target ETF

MULL

GraniteShares 2x Long MU Daily ETF

Return for Risk

TTDU vs. MULL — Risk / Return Rank

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

MULL

MULL Risk / Return Rank: 98
MULL Sharpe Ratio Rank: 99
MULL Sortino Ratio Rank: 97
MULL Omega Ratio Rank: 96
MULL Calmar Ratio Rank: 99
MULL Martin Ratio Rank: 98

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. MULL - 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 GraniteShares 2x Long MU Daily ETF (MULL). 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	MULL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	5.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	1.62	-2.57

Correlation

The correlation between TTDU and MULL is 0.08, 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. MULL - Dividend Comparison

TTDU has not paid dividends to shareholders, while MULL's dividend yield for the trailing twelve months is around 0.33%.

	TTM	2025
TTDU T-REX 2X Long TTD Daily Target ETF	0.00%	0.00%
MULL GraniteShares 2x Long MU Daily ETF	0.33%	0.39%

Drawdowns

TTDU vs. MULL - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than MULL's maximum drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for TTDU and MULL.

Drawdown Indicators

	TTDU	MULL	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-72.29%	-15.58%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.09%	—
Current Drawdown Current decline from peak	-86.30%	-48.41%	-37.89%
Average Drawdown Average peak-to-trough decline	-49.95%	-21.94%	-28.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	18.76%	—

Volatility

Volatility by Period

	TTDU	MULL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	47.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	98.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.52%	129.87%	-28.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	129.40%	-27.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.52%	129.40%	-27.88%