UNX vs. DASX

Last updated Jun 4, 2026

UNX (Tradr 2X Long U Daily ETF) and DASX (Tradr 2X Long DASH Daily ETF) are both Leveraged Equities funds from Tradr ETFs. Both are actively managed. At a 0.33 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

UNX vs. DASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long U Daily ETF (UNX) and Tradr 2X Long DASH Daily ETF (DASX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UNX

• 1D: -9.30%
• 1M: 7.72%
• YTD: -74.21%
• 6M: -75.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DASX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UNX vs. DASX - Yearly Performance Comparison

	2026 (YTD)	2025
UNX Tradr 2X Long U Daily ETF	-74.21%	33.72%
DASX Tradr 2X Long DASH Daily ETF	-41.22%	-28.45%

Correlation

The correlation between UNX and DASX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025	0.33

Return for Risk

UNX vs. DASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long U Daily ETF (UNX) and Tradr 2X Long DASH Daily ETF (DASX). 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

	UNX	DASX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.56	—	—

Drawdowns

Drawdown Indicators

	UNX	DASX	Difference
Max Drawdown Largest peak-to-trough decline	-92.59%	—	—
Current Drawdown Current decline from peak	-79.82%	—	—
Average Drawdown Average peak-to-trough decline	-54.41%	—	—

Volatility

Volatility by Period

	UNX	DASX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	159.27%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	159.27%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	159.27%	—	—

UNX vs. DASX - Expense Ratio Comparison

Both UNX and DASX have an expense ratio of 1.30%.

Dividends

UNX vs. DASX - Dividend Comparison

Neither UNX nor DASX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both UNX and DASX in my portfolio?

UNX and DASX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UNX or DASX?

Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UNX or DASX?

UNX and DASX have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, UNX or DASX?

UNX and DASX have nearly identical dividend yields, around 0.00%.