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GUNR vs. SMST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUNR vs. SMST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Defiance Daily Target 2X Short MSTR ETF (SMST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUNR achieves a 10.46% return, which is significantly higher than SMST's -31.56% return.


GUNR

1D
0.97%
1M
-4.56%
6M
6.94%
YTD
10.46%
1Y
25.03%
3Y*
10.79%
5Y*
9.27%
10Y*
9.65%

SMST

1D
-1.67%
1M
37.17%
6M
-24.18%
YTD
-31.56%
1Y
223.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUNR vs. SMST - Yearly Performance Comparison


Correlation

The correlation between GUNR and SMST is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

-0.26

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Return for Risk

GUNR vs. SMST — Risk / Return Rank

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

GUNR
GUNR Risk / Return Rank: 5656
Overall Rank
GUNR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GUNR Sortino Ratio Rank: 5454
Sortino Ratio Rank
GUNR Omega Ratio Rank: 5757
Omega Ratio Rank
GUNR Calmar Ratio Rank: 5454
Calmar Ratio Rank
GUNR Martin Ratio Rank: 5555
Martin Ratio Rank

SMST
SMST Risk / Return Rank: 5353
Overall Rank
SMST Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SMST Sortino Ratio Rank: 5858
Sortino Ratio Rank
SMST Omega Ratio Rank: 5858
Omega Ratio Rank
SMST Calmar Ratio Rank: 6060
Calmar Ratio Rank
SMST Martin Ratio Rank: 3838
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.

GUNR vs. SMST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and Defiance Daily Target 2X Short MSTR ETF (SMST). 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.


GUNRSMSTDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.28

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.17

2.39

-0.22

Martin ratioReturn relative to average drawdown

7.60

4.64

+2.96

GUNR vs. SMST - Sharpe Ratio Comparison

The current GUNR Sharpe Ratio is 1.60, which is comparable to the SMST Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GUNR and SMST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GUNR vs. SMST - Drawdown Comparison

The maximum GUNR drawdown since its inception was -45.64%, smaller than the maximum SMST drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for GUNR and SMST.


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Drawdown Indicators


GUNRSMSTDifference

Max Drawdown

Largest peak-to-trough decline

-45.64%

-99.25%

+53.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-85.39%

+73.69%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

Max Drawdown (10Y)

Largest decline over 10 years

-43.04%

Current Drawdown

Current decline from peak

-9.70%

-97.31%

+87.61%

Average Drawdown

Average peak-to-trough decline

-10.39%

-90.88%

+80.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

43.98%

-40.64%

Volatility

GUNR vs. SMST - Volatility Comparison

The current volatility for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) is 4.49%, while Defiance Daily Target 2X Short MSTR ETF (SMST) has a volatility of 56.47%. This indicates that GUNR experiences smaller price fluctuations and is considered to be less risky than SMST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUNRSMSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

56.47%

-51.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

135.94%

-122.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

149.09%

-133.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

167.87%

-148.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

167.87%

-147.56%

GUNR vs. SMST - Expense Ratio Comparison

GUNR has a 0.46% expense ratio, which is lower than SMST's 1.29% expense ratio.


Dividends

GUNR vs. SMST - Dividend Comparison

GUNR's dividend yield for the trailing twelve months is around 2.43%, while SMST has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
2.43%2.81%3.39%3.55%4.12%3.61%2.79%3.25%3.27%2.00%1.73%4.50%
SMST
Defiance Daily Target 2X Short MSTR ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GUNR and SMST have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMST has higher volatility (56.47%) compared to GUNR (4.49%). In terms of maximum drawdown, GUNR dropped -45.64% vs SMST's -99.25%.

On 1-year performance, SMST leads with 223.04% vs 25.03% for GUNR. On fees, GUNR is cheaper at 0.46% per year. On volatility, GUNR has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SMST has performed better with a 223.04% return vs 25.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GUNR is cheaper with a 0.46% expense ratio, compared with 1.29% for SMST.

GUNR has the higher dividend yield at 2.43%, compared with 0.00% for SMST.

GUNR is categorized as Natural Resources, while SMST is Inverse Equities. They also come from different issuers: Northern Trust and Defiance. Their fees differ too: 0.46% for GUNR and 1.29% for SMST.

GUNR currently has the higher Sharpe Ratio (1.60 vs 1.37), 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.

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