TTDU vs. TERG

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and Leverage Shares 2X Long TER Daily ETF (TERG).

TTDU and TERG 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. TERG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025.

Performance

TTDU vs. TERG - 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 Leverage Shares 2X Long TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

TTDU vs. TERG - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-69.59%	-15.54%
TERG Leverage Shares 2X Long TER Daily ETF	102.79%	28.17%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than TERG's 102.79% return.

TTDU

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

TERG

• 1D: 14.40%
• 1M: -19.76%
• YTD: 102.79%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTDU vs. TERG - Expense Ratio Comparison

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

TTDU

T-REX 2X Long TTD Daily Target ETF

TERG

Leverage Shares 2X Long TER Daily ETF

Return for Risk

TTDU vs. TERG - 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 Leverage Shares 2X Long TER Daily ETF (TERG). 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	TERG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	10.56	-11.51

Correlation

The correlation between TTDU and TERG is 0.07, 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. TERG - Dividend Comparison

Neither TTDU nor TERG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TTDU vs. TERG - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than TERG's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for TTDU and TERG.

Drawdown Indicators

	TTDU	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-39.32%	-48.55%
Current Drawdown Current decline from peak	-86.30%	-30.58%	-55.72%
Average Drawdown Average peak-to-trough decline	-49.95%	-9.77%	-40.18%

Volatility

Volatility by Period

	TTDU	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	101.52%	124.59%	-23.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	124.59%	-23.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.52%	124.59%	-23.07%