TTDU vs. NVDQ

Last updated Jun 4, 2026

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. At a correlation of -0.06, they often move in opposite directions. TTDU charges 1.50%/yr vs 1.05%/yr for NVDQ.

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.

Returns By Period

In the year-to-date period, TTDU achieves a -77.55% return, which is significantly lower than NVDQ's -36.13% return.

TTDU

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

NVDQ

• 1D: 7.09%
• 1M: -18.40%
• YTD: -36.13%
• 6M: -41.91%
• 1Y: -68.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTDU vs. NVDQ - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-77.55%	-37.11%
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF	-36.13%	-24.80%

Correlation

The correlation between TTDU and NVDQ is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025	-0.06

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: 1
NVDQ Omega Ratio Rank: 1
NVDQ Calmar Ratio Rank: 1
NVDQ Martin Ratio Rank: 2

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	—	-1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.87	-0.89	+0.02

Drawdowns

TTDU vs. NVDQ - Drawdown Comparison

The maximum TTDU drawdown since its inception was -89.89%, 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.

Drawdown Indicators

	TTDU	NVDQ	Difference
Max Drawdown Largest peak-to-trough decline	-89.89%	-99.45%	+9.56%
Max Drawdown (1Y) Largest decline over 1 year	—	-73.67%	—
Current Drawdown Current decline from peak	-89.89%	-99.35%	+9.46%
Average Drawdown Average peak-to-trough decline	-59.22%	-88.21%	+28.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	48.57%	—

Volatility

Volatility by Period

	TTDU	NVDQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	25.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	51.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	107.88%	67.86%	+40.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.88%	95.52%	+12.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.88%	95.52%	+12.36%

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

Can I hold both TTDU and NVDQ in my portfolio?

TTDU and NVDQ have a correlation of -0.06, 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 NVDQ?

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.

Which ETF is cheaper, TTDU or NVDQ?

NVDQ is cheaper with a 1.05% expense ratio, compared with 1.50% for TTDU.

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

NVDQ has the higher dividend yield at 0.41%, compared with 0.00% for TTDU.

What is the main difference between TTDU and NVDQ?

TTDU is categorized as Leveraged Equities, while NVDQ is Inverse Equities. Their fees differ too: 1.50% for TTDU and 1.05% for NVDQ.