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IEMG vs. MSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMG vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Emerging Markets ETF (IEMG) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEMG achieves a 23.22% return, which is significantly higher than MSTZ's 1.05% return.


IEMG

1D
0.88%
1M
-0.88%
YTD
23.22%
6M
23.74%
1Y
41.51%
3Y*
22.40%
5Y*
7.12%
10Y*
10.62%

MSTZ

1D
19.27%
1M
186.45%
YTD
1.05%
6M
9.89%
1Y
279.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMG vs. MSTZ - Yearly Performance Comparison


2026 (YTD)20252024
IEMG
iShares Core MSCI Emerging Markets ETF
23.22%32.56%-1.44%
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
1.05%-38.95%-94.43%

Correlation

The correlation between IEMG and MSTZ 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 Sep 18, 2024

-0.39

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Return for Risk

IEMG vs. MSTZ — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 6969
Overall Rank
IEMG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6060
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7272
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7272
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7171
Martin Ratio Rank

MSTZ
MSTZ Risk / Return Rank: 6262
Overall Rank
MSTZ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 5959
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 7474
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 4545
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.

IEMG vs. MSTZ - Risk-Adjusted Trends Comparison

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


IEMGMSTZDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

3.16

3.31

-0.16

Martin ratioReturn relative to average drawdown

11.46

6.57

+4.89

IEMG vs. MSTZ - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 1.90, which is comparable to the MSTZ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IEMG and MSTZ, 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

IEMG vs. MSTZ - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for IEMG and MSTZ.


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Drawdown Indicators


IEMGMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-99.38%

+60.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-84.89%

+71.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-4.45%

-96.56%

+92.11%

Average Drawdown

Average peak-to-trough decline

-12.93%

-94.46%

+81.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

42.70%

-39.07%

Volatility

IEMG vs. MSTZ - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets ETF (IEMG) is 11.67%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 46.08%. This indicates that IEMG experiences smaller price fluctuations and is considered to be less risky than MSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMGMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

46.08%

-34.41%

Volatility (6M)

Calculated over the trailing 6-month period

20.13%

129.73%

-109.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.00%

145.84%

-123.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

170.65%

-151.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

170.65%

-150.46%

IEMG vs. MSTZ - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than MSTZ's 1.05% expense ratio.


Dividends

IEMG vs. MSTZ - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.19%, while MSTZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.19%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
MSTZ
T-REX 2X Inverse MSTR Daily Target 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


IEMG and MSTZ 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.

MSTZ has higher volatility (46.08%) compared to IEMG (11.67%). In terms of maximum drawdown, IEMG dropped -38.71% vs MSTZ's -99.38%.

On 1-year performance, MSTZ leads with 279.21% vs 41.51% for IEMG. On fees, IEMG is cheaper at 0.09% per year. On volatility, IEMG has been the lower-risk option at 11.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MSTZ has performed better with a 279.21% return vs 41.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 1.05% for MSTZ.

IEMG has the higher dividend yield at 2.19%, compared with 0.00% for MSTZ.

IEMG is categorized as Emerging Markets Diversified, while MSTZ is Inverse Equities. They also come from different issuers: iShares and REX. Their fees differ too: 0.09% for IEMG and 1.05% for MSTZ.

MSTZ currently has the higher Sharpe Ratio (1.93 vs 1.90), 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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