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TTDU vs. WTIU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDU vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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TTDU vs. WTIU - Yearly Performance Comparison


2026 (YTD)2025
TTDU
T-REX 2X Long TTD Daily Target ETF
-71.52%-37.11%
WTIU
MicroSectors Energy 3X Leveraged ETN
113.23%-9.35%

Returns By Period

In the year-to-date period, TTDU achieves a -71.52% return, which is significantly lower than WTIU's 113.23% return.


TTDU

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

WTIU

1D
-11.84%
1M
17.12%
YTD
113.23%
6M
89.84%
1Y
46.84%
3Y*
2.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDU vs. WTIU - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than WTIU's 0.95% expense ratio.


Return for Risk

TTDU vs. WTIU — Risk / Return Rank

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

TTDU

WTIU
WTIU Risk / Return Rank: 3434
Overall Rank
WTIU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4343
Omega Ratio Rank
WTIU Calmar Ratio Rank: 3535
Calmar Ratio Rank
WTIU Martin Ratio Rank: 2323
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. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). 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. WTIU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTDUWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.95

-0.05

-0.90

Correlation

The correlation between TTDU and WTIU is 0.06, 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. WTIU - Dividend Comparison

Neither TTDU nor WTIU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TTDU vs. WTIU - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for TTDU and WTIU.


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Drawdown Indicators


TTDUWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-87.87%

-75.73%

-12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-53.11%

Current Drawdown

Current decline from peak

-87.17%

-24.42%

-62.75%

Average Drawdown

Average peak-to-trough decline

-50.23%

-39.49%

-10.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.53%

Volatility

TTDU vs. WTIU - Volatility Comparison


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Volatility by Period


TTDUWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.50%

Volatility (6M)

Calculated over the trailing 6-month period

46.56%

Volatility (1Y)

Calculated over the trailing 1-year period

101.40%

81.69%

+19.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.40%

69.54%

+31.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.40%

69.54%

+31.86%