TTDU vs. NVDQ
TTDU (T-REX 2X Long TTD Daily Target ETF) and NVDQ (T-Rex 2X Inverse NVIDIA Daily Target ETF) are both exchange-traded funds - TTDU is a Leveraged Equities fund actively managed by T-Rex, while NVDQ is a Inverse Equities fund actively managed by T-Rex. Both are actively managed. Their -0.03 correlation means they have often moved in opposite directions in the past. TTDU charges 1.50%/yr vs 1.05%/yr for NVDQ.
Performance
TTDU vs. NVDQ - Performance Comparison
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Returns By Period
In the year-to-date period, TTDU achieves a -83.49% return, which is significantly lower than NVDQ's -36.49% return.
TTDU
- 1D
- 2.51%
- 1M
- -11.22%
- 6M
- -72.02%
- YTD
- -83.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NVDQ
- 1D
- -5.83%
- 1M
- -15.18%
- 6M
- -36.15%
- YTD
- -36.49%
- 1Y
- -51.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -83.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.93M | $29.24M | $55.86M | |
| $2.55M | $3.08M | $3.27M |
TTDU vs. NVDQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTDU T-REX 2X Long TTD Daily Target ETF | -83.49% | -36.72% |
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF | -36.49% | -21.28% |
Correlation
The correlation between TTDU and NVDQ is -0.03, 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 17, 2025 | -0.03 |
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Return for Risk
TTDU vs. NVDQ — Risk / Return Rank
TTDU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NVDQ
TTDU vs. NVDQ - 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 Inverse NVIDIA Daily Target ETF (NVDQ). 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.
| TTDU | NVDQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.90 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.85 | — |
| Martin ratioReturn relative to average drawdown | — | -1.48 | — |
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Drawdowns
TTDU vs. NVDQ - Drawdown Comparison
The maximum TTDU drawdown since its inception was -93.63%, smaller than the maximum NVDQ drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for TTDU and NVDQ.
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Drawdown Indicators
| TTDU | NVDQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.63% | -99.45% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -61.17% | — |
Current DrawdownCurrent decline from peak | -92.56% | -99.36% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -65.04% | -88.73% | +23.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 34.95% | — |
Volatility
TTDU vs. NVDQ - Volatility Comparison
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Volatility by Period
| TTDU | NVDQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 24.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 57.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 104.70% | 72.62% | +32.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 104.70% | 94.74% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.70% | 94.74% | +9.96% |
TTDU vs. NVDQ - Expense Ratio Comparison
TTDU has a 1.50% expense ratio, which is higher than NVDQ's 1.05% expense ratio.
Dividends
TTDU vs. NVDQ - Dividend Comparison
TTDU has not paid dividends to shareholders, while NVDQ's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF | 0.41% | 0.26% | 4.59% | 11.60% |
TTDU T-REX 2X Long TTD Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTDU and NVDQ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NVDQ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NVDQ is cheaper with a 1.05% expense ratio, compared with 1.50% for TTDU.
NVDQ has the higher dividend yield at 0.41%, compared with 0.00% for TTDU.
TTDU is categorized as Leveraged Equities, while NVDQ is Inverse Equities. Their fees differ too: 1.50% for TTDU and 1.05% for NVDQ.
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