TTDU vs. OOQB

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB).

TTDU and OOQB 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. OOQB is an actively managed fund by Volatility Shares. It was launched on Feb 18, 2025.

Performance

TTDU vs. OOQB - 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 Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

TTDU vs. OOQB - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-69.59%	-37.11%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	-28.69%	-23.92%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than OOQB's -28.69% return.

TTDU

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

OOQB

• 1D: 5.72%
• 1M: -2.59%
• YTD: -28.69%
• 6M: -45.98%
• 1Y: -14.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTDU vs. OOQB - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than OOQB's 0.75% expense ratio.

TTDU

T-REX 2X Long TTD Daily Target ETF

OOQB

Volatility Shares One+One Nasdaq-100® and Bitcoin ETF

Return for Risk

TTDU vs. OOQB — Risk / Return Rank

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

OOQB

OOQB Risk / Return Rank: 8
OOQB Sharpe Ratio Rank: 7
OOQB Sortino Ratio Rank: 10
OOQB Omega Ratio Rank: 10
OOQB Calmar Ratio Rank: 7
OOQB Martin Ratio Rank: 6

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. OOQB - 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 Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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	OOQB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	-0.57	-0.38

Correlation

The correlation between TTDU and OOQB is 0.36, 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. OOQB - Dividend Comparison

TTDU has not paid dividends to shareholders, while OOQB's dividend yield for the trailing twelve months is around 13.89%.

	TTM	2025
TTDU T-REX 2X Long TTD Daily Target ETF	0.00%	0.00%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	13.89%	9.53%

Drawdowns

TTDU vs. OOQB - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for TTDU and OOQB.

Drawdown Indicators

	TTDU	OOQB	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-53.44%	-34.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.44%	—
Current Drawdown Current decline from peak	-86.30%	-50.78%	-35.52%
Average Drawdown Average peak-to-trough decline	-49.95%	-19.94%	-30.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	23.98%	—

Volatility

Volatility by Period

	TTDU	OOQB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.52%	59.59%	+41.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	61.96%	+39.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.52%	61.96%	+39.56%