GIF vs. MSTZ

Last updated Aug 1, 2026

GIF (REX Growth & Income Universe ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - GIF is a Derivative Income fund actively managed by REX, while MSTZ is a Inverse Equities fund actively managed by REX. Both are actively managed. Their -0.63 correlation means they have often moved in opposite directions in the past. GIF charges 0.99%/yr vs 1.05%/yr for MSTZ.

Performance

GIF vs. MSTZ - Performance Comparison

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

Returns By Period

GIF

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

MSTZ

• 1D: 8.95%
• 1M: 7.38%
• 6M: -24.16%
• YTD: -30.44%
• 1Y: 159.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -86.57%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	$101.73M	$133.33M	$177.41M

GIF vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)
GIF REX Growth & Income Universe ETF	12,941.67%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	-0.17%

Correlation

The correlation between GIF and MSTZ is -0.63, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 26, 2026	-0.63

Return for Risk

GIF vs. MSTZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GIF

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

MSTZ

MSTZ Risk / Return Rank: 61
MSTZ Sharpe Ratio Rank: 58
MSTZ Sortino Ratio Rank: 68
MSTZ Omega Ratio Rank: 68
MSTZ Calmar Ratio Rank: 70
MSTZ Martin Ratio Rank: 42

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GIF vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Growth & Income Universe ETF (GIF) 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.

	GIF	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.38	—
Sortino ratio: Return per unit of downside risk	—	2.22	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.44	—
Martin ratio: Return relative to average drawdown	—	4.53	—

Drawdowns

Drawdown Indicators

	GIF	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	—	-99.38%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-84.89%	—
Current Drawdown Current decline from peak	—	-97.63%	—
Average Drawdown Average peak-to-trough decline	—	-94.63%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	45.62%	—

Volatility

Volatility by Period

	GIF	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	37.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	134.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	150.23%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	169.87%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	169.87%	—

GIF vs. MSTZ - Expense Ratio Comparison

GIF has a 0.99% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

GIF vs. MSTZ - Dividend Comparison

GIF's dividend yield for the trailing twelve months is around 109.48%, while MSTZ has not paid dividends to shareholders.

Position	TTM
GIF REX Growth & Income Universe ETF	109.48%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%

Frequently Asked Questions

Can I hold both GIF and MSTZ in my portfolio?

GIF and MSTZ have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GIF or MSTZ?

On fees, GIF is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GIF or MSTZ?

GIF is cheaper with a 0.99% expense ratio, compared with 1.05% for MSTZ.

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

GIF has the higher dividend yield at 109.48%, compared with 0.00% for MSTZ.

What is the main difference between GIF and MSTZ?

GIF is categorized as Derivative Income, while MSTZ is Inverse Equities. Their fees differ too: 0.99% for GIF and 1.05% for MSTZ.