DJTU vs. MSFX

Last updated Jul 11, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and MSFX (T-Rex 2X Long Microsoft Daily Target ETF) are both Leveraged Equities funds from T-Rex. DJTU is passively managed, while MSFX is actively managed. Over the past year, DJTU returned -89.88% vs -51.76% for MSFX. At a 0.33 correlation, their price movements are largely independent. Both charge a 1.05% expense ratio.

Performance

DJTU vs. MSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long DJT Daily Target ETF (DJTU) and T-Rex 2X Long Microsoft Daily Target ETF (MSFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -70.74% return, which is significantly lower than MSFX's -43.14% return.

DJTU

• 1D: 0.00%
• 1M: 13.86%
• 6M: -75.00%
• YTD: -70.74%
• 1Y: -89.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSFX

• 1D: 0.58%
• 1M: -4.72%
• 6M: -41.78%
• YTD: -43.14%
• 1Y: -51.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DJTU vs. MSFX - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-70.74%	-82.18%
MSFX T-Rex 2X Long Microsoft Daily Target ETF	-43.14%	32.86%

Correlation

The correlation between DJTU and MSFX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025	0.33

Return for Risk

DJTU vs. MSFX — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 2
DJTU Sharpe Ratio Rank: 4
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 1
DJTU Martin Ratio Rank: 2

MSFX

MSFX Risk / Return Rank: 2
MSFX Sharpe Ratio Rank: 2
MSFX Sortino Ratio Rank: 2
MSFX Omega Ratio Rank: 2
MSFX Calmar Ratio Rank: 2
MSFX Martin Ratio Rank: 1

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.

DJTU vs. MSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) and T-Rex 2X Long Microsoft Daily Target ETF (MSFX). 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.

	DJTU	MSFX	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	-0.95	+0.29
Sortino ratio: Return per unit of downside risk	-1.75	-1.38	-0.37
Omega ratio: Gain probability vs. loss probability	0.81	0.83	-0.02
Calmar ratio: Return relative to maximum drawdown	-0.97	-0.81	-0.15
Martin ratio: Return relative to average drawdown	-1.30	-1.41	+0.11

DJTU vs. MSFX - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.66, which is higher than the MSFX Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of DJTU and MSFX, 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

DJTU vs. MSFX - Drawdown Comparison

The maximum DJTU drawdown since its inception was -97.02%, which is greater than MSFX's maximum drawdown of -63.56%. Use the drawdown chart below to compare losses from any high point for DJTU and MSFX.

Drawdown Indicators

	DJTU	MSFX	Difference
Max Drawdown Largest peak-to-trough decline	-97.02%	-63.56%	-33.46%
Max Drawdown (1Y) Largest decline over 1 year	-93.76%	-63.56%	-30.20%
Current Drawdown Current decline from peak	-95.75%	-56.96%	-38.79%
Average Drawdown Average peak-to-trough decline	-69.31%	-22.60%	-46.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	69.45%	36.39%	+33.06%

Volatility

DJTU vs. MSFX - Volatility Comparison

T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 43.74% compared to T-Rex 2X Long Microsoft Daily Target ETF (MSFX) at 20.72%. This indicates that DJTU's price experiences larger fluctuations and is considered to be riskier than MSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJTU	MSFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.74%	20.72%	+23.02%
Volatility (6M) Calculated over the trailing 6-month period	86.12%	48.74%	+37.38%
Volatility (1Y) Calculated over the trailing 1-year period	137.41%	54.17%	+83.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	140.86%	50.22%	+90.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.86%	50.22%	+90.64%

DJTU vs. MSFX - Expense Ratio Comparison

Both DJTU and MSFX have an expense ratio of 1.05%.

Dividends

DJTU vs. MSFX - Dividend Comparison

DJTU has not paid dividends to shareholders, while MSFX's dividend yield for the trailing twelve months is around 9.40%.

Position	TTM	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	0.00%	0.00%
MSFX T-Rex 2X Long Microsoft Daily Target ETF	9.40%	5.34%

Frequently Asked Questions

Can I hold both DJTU and MSFX in my portfolio?

DJTU and MSFX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJTU or MSFX?

DJTU has higher volatility (43.74%) compared to MSFX (20.72%). In terms of maximum drawdown, DJTU dropped -97.02% vs MSFX's -63.56%.

Which ETF is better, DJTU or MSFX?

On 1-year performance, MSFX leads with -51.76% vs -89.88% for DJTU. Both ETFs have the same 1.05% expense ratio. On volatility, MSFX has been the lower-risk option at 20.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJTU or MSFX?

Over the 1-year period, MSFX has performed better with a -51.76% return vs -89.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJTU or MSFX?

DJTU and MSFX have the same expense ratio: 1.05% per year.

Which ETF pays a higher dividend yield, DJTU or MSFX?

MSFX has the higher dividend yield at 9.40%, compared with 0.00% for DJTU.

Which has better risk-adjusted returns?

DJTU currently has the higher Sharpe Ratio (-0.66 vs -0.95), 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.