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TTDU vs. SPUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDU vs. SPUU - 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 Direxion Daily S&P 500 Bull 2x Shares (SPUU). The values are adjusted to include any dividend payments, if applicable.

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TTDU vs. SPUU - Yearly Performance Comparison


2026 (YTD)2025
TTDU
T-REX 2X Long TTD Daily Target ETF
-69.59%-37.11%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%6.04%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than SPUU's -10.01% return.


TTDU

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

SPUU

1D
5.86%
1M
-10.17%
YTD
-10.01%
6M
-6.87%
1Y
27.13%
3Y*
28.85%
5Y*
15.86%
10Y*
21.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDU vs. SPUU - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Return for Risk

TTDU vs. SPUU — Risk / Return Rank

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

TTDU

SPUU
SPUU Risk / Return Rank: 5252
Overall Rank
SPUU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPUU Omega Ratio Rank: 5353
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
Martin Ratio Rank
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. SPUU - 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 Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.

TTDU vs. SPUU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTDUSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.56

-1.50

Correlation

The correlation between TTDU and SPUU is 0.32, 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. SPUU - Dividend Comparison

TTDU has not paid dividends to shareholders, while SPUU's dividend yield for the trailing twelve months is around 1.78%.


TTM20252024202320222021202020192018201720162015
TTDU
T-REX 2X Long TTD Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.78%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Drawdowns

TTDU vs. SPUU - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for TTDU and SPUU.


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Drawdown Indicators


TTDUSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-87.87%

-59.35%

-28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-86.30%

-13.39%

-72.91%

Average Drawdown

Average peak-to-trough decline

-49.95%

-9.62%

-40.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

Volatility

TTDU vs. SPUU - Volatility Comparison


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Volatility by Period


TTDUSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

Volatility (1Y)

Calculated over the trailing 1-year period

101.52%

36.23%

+65.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.52%

33.47%

+68.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.52%

35.73%

+65.79%