TTDU vs. NVDQ

Last updated Apr 2, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ).

TTDU and NVDQ 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. NVDQ is an actively managed fund by T-Rex. It was launched on Oct 18, 2023.

Performance

TTDU vs. NVDQ - 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 Inverse NVIDIA Daily Target ETF (NVDQ). The values are adjusted to include any dividend payments, if applicable.

TTDU vs. NVDQ - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-71.52%	-37.11%
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF	2.80%	-24.80%

Returns By Period

In the year-to-date period, TTDU achieves a -71.52% return, which is significantly lower than NVDQ's 2.80% return.

TTDU

• 1D: -6.35%
• 1M: -23.71%
• YTD: -71.52%
• 6M: -84.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDQ

• 1D: -1.60%
• 1M: 4.57%
• YTD: 2.80%
• 6M: -5.50%
• 1Y: -76.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTDU vs. NVDQ - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than NVDQ's 1.05% expense ratio.

TTDU

T-REX 2X Long TTD Daily Target ETF

NVDQ

T-Rex 2X Inverse NVIDIA Daily Target ETF

Return for Risk

TTDU vs. NVDQ — Risk / Return Rank

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

NVDQ

NVDQ Risk / Return Rank: 1
NVDQ Sharpe Ratio Rank: 1
NVDQ Sortino Ratio Rank: 0
NVDQ Omega Ratio Rank: 0
NVDQ Calmar Ratio Rank: 0
NVDQ Martin Ratio Rank: 4

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. 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.

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

Sharpe Ratios by Period

	TTDU	NVDQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.95	-0.87	-0.08

Correlation

The correlation between TTDU and NVDQ is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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 0.25%.

	TTM	2025	2024	2023
TTDU T-REX 2X Long TTD Daily Target ETF	0.00%	0.00%	0.00%	0.00%
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF	0.25%	0.26%	4.59%	11.60%

Drawdowns

TTDU vs. NVDQ - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, smaller than the maximum NVDQ drawdown of -99.13%. Use the drawdown chart below to compare losses from any high point for TTDU and NVDQ.

Drawdown Indicators

	TTDU	NVDQ	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-99.13%	+11.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-85.00%	—
Current Drawdown Current decline from peak	-87.17%	-98.96%	+11.79%
Average Drawdown Average peak-to-trough decline	-50.23%	-87.43%	+37.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	74.62%	—

Volatility

Volatility by Period

	TTDU	NVDQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	51.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.40%	82.26%	+19.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.40%	96.76%	+4.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.40%	96.76%	+4.64%