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DRNL vs. MSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRNL vs. MSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance 2X Daily Long Pure Drone & Aerial Automation ETF (DRNL) and Defiance Daily Target 2X Long MSTR ETF (MSTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DRNL

1D
5.35%
1M
47.88%
YTD
6M
1Y
3Y*
5Y*
10Y*

MSTX

1D
-14.14%
1M
-61.71%
YTD
-59.64%
6M
-72.15%
1Y
-95.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRNL vs. MSTX - Yearly Performance Comparison


Correlation

The correlation between DRNL and MSTX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 4, 2026

0.42

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Return for Risk

DRNL vs. MSTX — Risk / Return Rank

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

DRNL

MSTX
MSTX Risk / Return Rank: 22
Overall Rank
MSTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTX Omega Ratio Rank: 11
Omega Ratio Rank
MSTX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTX Martin Ratio Rank: 33
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.

DRNL vs. MSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance 2X Daily Long Pure Drone & Aerial Automation ETF (DRNL) and Defiance Daily Target 2X Long MSTR ETF (MSTX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DRNL vs. MSTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRNLMSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.43

0.00

Drawdowns

DRNL vs. MSTX - Drawdown Comparison

The maximum DRNL drawdown since its inception was -58.58%, smaller than the maximum MSTX drawdown of -98.76%. Use the drawdown chart below to compare losses from any high point for DRNL and MSTX.


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Drawdown Indicators


DRNLMSTXDifference

Max Drawdown

Largest peak-to-trough decline

-58.58%

-98.76%

+40.18%

Max Drawdown (1Y)

Largest decline over 1 year

-96.86%

Current Drawdown

Current decline from peak

-31.90%

-98.76%

+66.86%

Average Drawdown

Average peak-to-trough decline

-36.20%

-70.07%

+33.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.75%

Volatility

DRNL vs. MSTX - Volatility Comparison


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Volatility by Period


DRNLMSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.25%

Volatility (6M)

Calculated over the trailing 6-month period

112.67%

Volatility (1Y)

Calculated over the trailing 1-year period

137.00%

140.49%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.00%

167.45%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.00%

167.45%

-30.45%

DRNL vs. MSTX - Expense Ratio Comparison

DRNL has a 1.31% expense ratio, which is higher than MSTX's 1.29% expense ratio.


Dividends

DRNL vs. MSTX - Dividend Comparison

Neither DRNL nor MSTX has paid dividends to shareholders.


Frequently Asked Questions


DRNL and MSTX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTX is cheaper at 1.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTX is cheaper with a 1.29% expense ratio, compared with 1.31% for DRNL.

DRNL and MSTX have nearly identical dividend yields, around 0.00%.

Their fees differ too: 1.31% for DRNL and 1.29% for MSTX.

Portfolio Optimizer

Find the right allocation for DRNL and MSTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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