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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
Assets Under Management
$33M

Share Price Chart


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Performance

SMST Performance Chart

Defiance Daily Target 2X Short MSTR ETF (SMST) is down 32.4% since the beginning of the year. SMST is currently trading at $63 per share.


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S&P 500 Index

Returns By Period

Defiance Daily Target 2X Short MSTR ETF (SMST) has returned -32.44% so far this year and 112.90% over the past 12 months.


Defiance Daily Target 2X Short MSTR ETF

1D
9.85%
1M
101.03%
YTD
-32.44%
6M
-27.49%
1Y
112.90%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*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 -0.15%, while the average monthly return is -2.72%.

Historically, 35% of months were positive and 65% 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 53% 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%-51.11%-3.18%102.00%-32.44%
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%
2024-3.68%-37.62%-49.88%-79.83%36.50%-91.71%

Benchmark Metrics

Defiance Daily Target 2X Short MSTR ETF has an annualized alpha of 53.23%, beta of -4.92, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since August 21, 2024.

  • This ETF participated in 294.40% of S&P 500 Index downside but only -173.67% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -4.92 may look defensive, but with R2 of 0.24 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 0.24 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
53.23%
Beta
-4.92
0.24
Upside Capture
-173.67%
Downside Capture
294.40%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SMST ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SMST Risk / Return Rank: 3030
Overall Rank
SMST Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMST Sortino Ratio Rank: 3939
Sortino Ratio Rank
SMST Omega Ratio Rank: 3838
Omega Ratio Rank
SMST Calmar Ratio Rank: 2929
Calmar Ratio Rank
SMST Martin Ratio Rank: 2222
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 S&P 500 Index.

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.


SMSTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

1.33

2.46

-1.13

Martin ratioReturn relative to average drawdown

2.63

10.92

-8.29

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 97.35%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-99.25%Jul 2025
10mo 10d
1y 9moSep 2024 - now
2024 correction2024
-19.55%Aug 2024
2d11d
13dAug 2024 - Sep 2024
2024 pullback2024
-3.13%Sep 2024
0s1d
1dSep 2024 - Sep 2024

Drawdown Indicators


SMSTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-56.78%

-42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-85.39%

-9.10%

-76.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-97.35%

-3.21%

-94.14%

Average Drawdown

Average peak-to-trough decline

-90.72%

-10.71%

-80.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.37%

2.04%

+41.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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