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WULX vs. DASX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WULX vs. DASX - Performance Comparison

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

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Returns By Period


WULX

1D
-3.99%
1M
43.88%
YTD
277.38%
6M
218.42%
1Y
3Y*
5Y*
10Y*

DASX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WULX vs. DASX - Yearly Performance Comparison


2026 (YTD)2025
WULX
Tradr 2X Long WULF Daily ETF
277.38%-34.00%
DASX
Tradr 2X Long DASH Daily ETF
-41.22%-27.34%

Correlation

The correlation between WULX and DASX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

0.04

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Return for Risk

WULX vs. DASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WULF Daily ETF (WULX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WULX vs. DASX - Sharpe Ratio Comparison


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Drawdowns

WULX vs. DASX - Drawdown Comparison


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Drawdown Indicators


WULXDASXDifference

Max Drawdown

Largest peak-to-trough decline

-60.48%

Current Drawdown

Current decline from peak

-3.99%

Average Drawdown

Average peak-to-trough decline

-28.90%

Volatility

WULX vs. DASX - Volatility Comparison


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Volatility by Period


WULXDASXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

187.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

187.97%

WULX vs. DASX - Expense Ratio Comparison

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


Dividends

WULX vs. DASX - Dividend Comparison

Neither WULX nor DASX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WULX and DASX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

Portfolio Optimizer

Find the right allocation for WULX and DASX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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