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HEEM vs. SMST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEEM vs. SMST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) 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, HEEM achieves a 27.33% return, which is significantly higher than SMST's -5.14% return.


HEEM

1D
1.12%
1M
0.71%
YTD
27.33%
6M
28.07%
1Y
53.35%
3Y*
25.96%
5Y*
9.88%
10Y*
11.59%

SMST

1D
18.45%
1M
181.70%
YTD
-5.14%
6M
2.86%
1Y
236.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEEM vs. SMST - Yearly Performance Comparison


2026 (YTD)20252024
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
27.33%34.02%1.64%
SMST
Defiance Daily Target 2X Short MSTR ETF
-5.14%-44.36%-91.71%

Correlation

The correlation between HEEM and SMST is -0.42, 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

-0.42

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

-0.39

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Return for Risk

HEEM vs. SMST — Risk / Return Rank

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

HEEM
HEEM Risk / Return Rank: 8989
Overall Rank
HEEM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HEEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEEM Omega Ratio Rank: 9090
Omega Ratio Rank
HEEM Calmar Ratio Rank: 9090
Calmar Ratio Rank
HEEM Martin Ratio Rank: 9090
Martin Ratio Rank

SMST
SMST Risk / Return Rank: 5353
Overall Rank
SMST Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SMST Sortino Ratio Rank: 5555
Sortino Ratio Rank
SMST Omega Ratio Rank: 5454
Omega Ratio Rank
SMST Calmar Ratio Rank: 6464
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.

HEEM vs. SMST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) 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.


HEEMSMSTDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.51

1.30

+0.21

Calmar ratioReturn relative to maximum drawdown

4.95

2.79

+2.16

Martin ratioReturn relative to average drawdown

18.26

5.52

+12.74

HEEM vs. SMST - Sharpe Ratio Comparison

The current HEEM Sharpe Ratio is 2.62, which is higher than the SMST Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of HEEM 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

HEEM vs. SMST - Drawdown Comparison

The maximum HEEM drawdown since its inception was -33.53%, smaller than the maximum SMST drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for HEEM and SMST.


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Drawdown Indicators


HEEMSMSTDifference

Max Drawdown

Largest peak-to-trough decline

-33.53%

-99.25%

+65.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-85.39%

+74.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-4.45%

-96.27%

+91.82%

Average Drawdown

Average peak-to-trough decline

-11.10%

-90.74%

+79.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

43.15%

-40.22%

Volatility

HEEM vs. SMST - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) is 11.43%, while Defiance Daily Target 2X Short MSTR ETF (SMST) has a volatility of 46.13%. This indicates that HEEM 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


HEEMSMSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

46.13%

-34.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.67%

130.40%

-111.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.48%

146.32%

-125.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

167.25%

-149.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

167.25%

-149.05%

HEEM vs. SMST - Expense Ratio Comparison

HEEM has a 0.72% expense ratio, which is lower than SMST's 1.29% expense ratio.


Dividends

HEEM vs. SMST - Dividend Comparison

HEEM's dividend yield for the trailing twelve months is around 3.12%, while SMST has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
3.12%3.98%2.38%2.75%7.49%1.93%1.49%3.04%2.37%2.05%1.84%6.28%
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


HEEM and SMST 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.

SMST has higher volatility (46.13%) compared to HEEM (11.43%). In terms of maximum drawdown, HEEM dropped -33.53% vs SMST's -99.25%.

On 1-year performance, SMST leads with 236.89% vs 53.35% for HEEM. On fees, HEEM is cheaper at 0.72% per year. On volatility, HEEM has been the lower-risk option at 11.43%. 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 236.89% return vs 53.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HEEM is cheaper with a 0.72% expense ratio, compared with 1.29% for SMST.

HEEM has the higher dividend yield at 3.12%, compared with 0.00% for SMST.

HEEM is categorized as Emerging Markets Diversified, while SMST is Inverse Equities. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.72% for HEEM and 1.29% for SMST.

HEEM currently has the higher Sharpe Ratio (2.62 vs 1.63), 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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