Sortino ratio is not yet available for STSM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Defiance Daily Target 2X Short TSM ETF's Sortino Ratio with other ETFs in the Leveraged Equities, Inverse Equities, Technology Equities category across multiple time periods, showing how STSM's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 30, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XTAP | Innovator U.S. Equity Accelerated Plus ETF | 5.52 | |||
| MUU | Direxion Daily MU Bull 2X Shares | 4.56 | |||
| MULL | GraniteShares 2x Long MU Daily ETF | 4.47 | |||
| QTAP | Innovator Growth Accelerated Plus ETF - April | 4.17 | |||
| INTW | GraniteShares 2x Long INTC Daily ETF | 3.70 | |||
| SCDL | ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 3.61 | |||
| PILL | Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 3.55 | |||
| LABU | Direxion Daily S&P Biotech Bull 3x Shares | 3.36 | |||
| DLLL | GraniteShares 2x Long DELL Daily ETF | 3.29 | |||
| ASMH | ASML Holding NV ADR Hedged ETF | 3.28 | |||
| STSM | Defiance Daily Target 2X Short TSM ETF | — |
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Historical Sortino Ratio
The chart shows STSM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when STSM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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