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Defiance Daily Target 2X Short MSTR ETF (SMST)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US88636V7694
CUSIP
88636V769
Issuer
Defiance
Inception Date
Aug 20, 2024
Region
North America (U.S.)
Leveraged
-2x
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SMST Performance Chart

Defiance Daily Target 2X Short MSTR ETF (SMST) is down 39.0% since the beginning of the year. SMST is currently trading at $57 per share.


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S&P 500 Index

Returns By Period

Defiance Daily Target 2X Short MSTR ETF (SMST) has returned -38.99% so far this year and 11.46% over the past 12 months.


Defiance Daily Target 2X Short MSTR ETF

1D
-5.73%
1M
1.85%
YTD
-38.99%
6M
95.51%
1Y
11.46%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.02%
1M
3.83%
YTD
0.60%
6M
3.48%
1Y
28.39%
3Y*
18.51%
5Y*
10.79%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMST Monthly Returns History

Based on dividend-adjusted daily data since Aug 21, 2024, SMST's average daily return is -0.23%, while the average monthly return is -5.45%.

Historically, 38% of months were positive and 62% were negative. The best month was Nov 2025 with a return of +102.9%, while the worst month was Nov 2024 at -79.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SMST closed higher 52% of trading days. The best single day was Feb 5, 2026 with a return of +35.2%, while the worst single day was Feb 6, 2026 at -52.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.08%-18.06%-5.14%-13.66%-38.99%
2025-38.97%47.74%-45.61%-63.08%-1.03%-19.94%-7.65%30.86%1.28%25.67%102.93%24.23%-44.36%
20245.78%-37.62%-49.88%-79.83%36.50%-90.90%

Benchmark Metrics

Defiance Daily Target 2X Short MSTR ETF has an annualized alpha of 9.22%, beta of -4.79, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since August 22, 2024.

  • This ETF participated in 389.68% of S&P 500 Index downside but only -194.10% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of -4.79 may look defensive, but with R² of 0.23 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.23 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.22%
Beta
-4.79
0.23
Upside Capture
-194.10%
Downside Capture
389.68%

Expense Ratio

SMST has a high expense ratio of 1.29%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SMST ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SMST Risk / Return Rank: 1111
Overall Rank
SMST Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SMST Sortino Ratio Rank: 1515
Sortino Ratio Rank
SMST Omega Ratio Rank: 1616
Omega Ratio Rank
SMST Calmar Ratio Rank: 88
Calmar Ratio Rank
SMST Martin Ratio Rank: 77
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Defiance Daily Target 2X Short MSTR ETF (SMST) and compare them to a chosen benchmark (S&P 500 Index).


SMSTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.09

2.17

-2.08

Sortino ratio

Return per unit of downside risk

1.14

3.02

-1.89

Omega ratio

Gain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratio

Return relative to maximum drawdown

0.03

2.88

-2.85

Martin ratio

Return relative to average drawdown

0.04

13.00

-12.96

Explore SMST risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Defiance Daily Target 2X Short MSTR ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Defiance Daily Target 2X Short MSTR ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Defiance Daily Target 2X Short MSTR ETF was 99.25%, occurring on Jul 16, 2025. The portfolio has not yet recovered.

The current Defiance Daily Target 2X Short MSTR ETF drawdown is 97.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.25%Sep 9, 2024213Jul 16, 2025
-18.07%Aug 23, 20241Aug 23, 20246Sep 3, 20247
-3.13%Sep 4, 20241Sep 4, 20241Sep 5, 20242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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