DFUV vs. MSTZ

Last updated Jul 14, 2026

DFUV (Dimensional US Marketwide Value ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - DFUV is a Large Cap Value Equities fund actively managed by Dimensional, while MSTZ is a Inverse Equities fund actively managed by REX. Both are actively managed. Over the past year, DFUV returned 30.15% vs 282.56% for MSTZ. At a correlation of -0.33, they often move in opposite directions. DFUV charges 0.21%/yr vs 1.05%/yr for MSTZ.

Performance

DFUV vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Marketwide Value ETF (DFUV) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUV achieves a 18.93% return, which is significantly higher than MSTZ's -23.27% return.

DFUV

• 1D: 0.00%
• 1M: 0.58%
• 6M: 14.77%
• YTD: 18.93%
• 1Y: 30.15%
• 3Y*: 18.39%
• 5Y*: —
• 10Y*: —

MSTZ

• 1D: 5.07%
• 1M: 46.38%
• 6M: -9.68%
• YTD: -23.27%
• 1Y: 282.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFUV vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DFUV Dimensional US Marketwide Value ETF	18.93%	15.77%	0.24%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	-23.27%	-38.95%	-94.43%

Correlation

The correlation between DFUV and MSTZ is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.34
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	-0.33

Return for Risk

DFUV vs. MSTZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUV

DFUV Risk / Return Rank: 91
DFUV Sharpe Ratio Rank: 92
DFUV Sortino Ratio Rank: 92
DFUV Omega Ratio Rank: 89
DFUV Calmar Ratio Rank: 93
DFUV Martin Ratio Rank: 92

MSTZ

MSTZ Risk / Return Rank: 68
MSTZ Sharpe Ratio Rank: 76
MSTZ Sortino Ratio Rank: 67
MSTZ Omega Ratio Rank: 68
MSTZ Calmar Ratio Rank: 80
MSTZ Martin Ratio Rank: 49

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.

DFUV vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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.

	DFUV	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	2.50	1.92	+0.58
Sortino ratio: Return per unit of downside risk	3.52	2.45	+1.07
Omega ratio: Gain probability vs. loss probability	1.44	1.32	+0.12
Calmar ratio: Return relative to maximum drawdown	5.04	3.35	+1.69
Martin ratio: Return relative to average drawdown	18.17	6.53	+11.65

DFUV vs. MSTZ - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 2.50, which is higher than the MSTZ Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DFUV and MSTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFUV vs. MSTZ - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for DFUV and MSTZ.

Drawdown Indicators

	DFUV	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-99.38%	+81.78%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-84.89%	+78.88%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	—	—
Current Drawdown Current decline from peak	-0.54%	-97.39%	+96.85%
Average Drawdown Average peak-to-trough decline	-3.58%	-94.53%	+90.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	43.51%	-41.85%

Volatility

DFUV vs. MSTZ - Volatility Comparison

The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 3.48%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 56.56%. This indicates that DFUV experiences smaller price fluctuations and is considered to be less risky than MSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUV	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	56.56%	-53.08%
Volatility (6M) Calculated over the trailing 6-month period	8.75%	135.11%	-126.36%
Volatility (1Y) Calculated over the trailing 1-year period	12.12%	148.53%	-136.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	171.02%	-154.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	171.02%	-154.82%

DFUV vs. MSTZ - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

DFUV vs. MSTZ - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.31%, while MSTZ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	1.31%	1.55%	1.64%	1.72%	1.34%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFUV and MSTZ in my portfolio?

DFUV and MSTZ have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUV or MSTZ?

MSTZ has higher volatility (56.56%) compared to DFUV (3.48%). In terms of maximum drawdown, DFUV dropped -17.60% vs MSTZ's -99.38%.

Which ETF is better, DFUV or MSTZ?

On 1-year performance, MSTZ leads with 282.56% vs 30.15% for DFUV. On fees, DFUV is cheaper at 0.21% per year. On volatility, DFUV has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUV or MSTZ?

Over the 1-year period, MSTZ has performed better with a 282.56% return vs 30.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUV or MSTZ?

DFUV is cheaper with a 0.21% expense ratio, compared with 1.05% for MSTZ.

Which ETF pays a higher dividend yield, DFUV or MSTZ?

DFUV has the higher dividend yield at 1.31%, compared with 0.00% for MSTZ.

What is the main difference between DFUV and MSTZ?

DFUV is categorized as Large Cap Value Equities, while MSTZ is Inverse Equities. They also come from different issuers: Dimensional and REX. Their fees differ too: 0.21% for DFUV and 1.05% for MSTZ.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.50 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.