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IONZ vs. MSDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IONZ vs. MSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short IONQ ETF (IONZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IONZ achieves a -86.94% return, which is significantly lower than MSDD's -48.72% return.


IONZ

1D
11.28%
1M
22.82%
YTD
-86.94%
6M
-84.33%
1Y
-97.85%
3Y*
5Y*
10Y*

MSDD

1D
0.00%
1M
44.99%
YTD
-48.72%
6M
-44.83%
1Y
89.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IONZ vs. MSDD - Yearly Performance Comparison


Correlation

The correlation between IONZ and MSDD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.46

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Return for Risk

IONZ vs. MSDD — Risk / Return Rank

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

IONZ
IONZ Risk / Return Rank: 33
Overall Rank
IONZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IONZ Sortino Ratio Rank: 33
Sortino Ratio Rank
IONZ Omega Ratio Rank: 22
Omega Ratio Rank
IONZ Calmar Ratio Rank: 00
Calmar Ratio Rank
IONZ Martin Ratio Rank: 33
Martin Ratio Rank

MSDD
MSDD Risk / Return Rank: 2525
Overall Rank
MSDD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MSDD Sortino Ratio Rank: 3333
Sortino Ratio Rank
MSDD Omega Ratio Rank: 3434
Omega Ratio Rank
MSDD Calmar Ratio Rank: 2121
Calmar Ratio Rank
MSDD Martin Ratio Rank: 1818
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.

IONZ vs. MSDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short IONQ ETF (IONZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). 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.


IONZMSDDDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

0.84

1.22

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.99

0.92

-1.91

Martin ratioReturn relative to average drawdown

-1.28

1.81

-3.09

IONZ vs. MSDD - Sharpe Ratio Comparison

The current IONZ Sharpe Ratio is -0.52, which is lower than the MSDD Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IONZ and MSDD, 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

IONZ vs. MSDD - Drawdown Comparison

The maximum IONZ drawdown since its inception was -98.66%, which is greater than MSDD's maximum drawdown of -84.91%. Use the drawdown chart below to compare losses from any high point for IONZ and MSDD.


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Drawdown Indicators


IONZMSDDDifference

Max Drawdown

Largest peak-to-trough decline

-98.66%

-84.91%

-13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-98.48%

-84.91%

-13.57%

Current Drawdown

Current decline from peak

-97.85%

-68.63%

-29.22%

Average Drawdown

Average peak-to-trough decline

-74.23%

-31.40%

-42.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.39%

43.10%

+35.29%

Volatility

IONZ vs. MSDD - Volatility Comparison

Defiance Daily Target 2X Short IONQ ETF (IONZ) has a higher volatility of 53.81% compared to GraniteShares 2x Short MSTR Daily ETF (MSDD) at 32.11%. This indicates that IONZ's price experiences larger fluctuations and is considered to be riskier than MSDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IONZMSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

53.81%

32.11%

+21.70%

Volatility (6M)

Calculated over the trailing 6-month period

152.53%

124.37%

+28.16%

Volatility (1Y)

Calculated over the trailing 1-year period

187.36%

140.94%

+46.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.10%

138.59%

+48.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

187.10%

138.59%

+48.51%

IONZ vs. MSDD - Expense Ratio Comparison

IONZ has a 1.29% expense ratio, which is lower than MSDD's 1.50% expense ratio.


Dividends

IONZ vs. MSDD - Dividend Comparison

Neither IONZ nor MSDD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IONZ and MSDD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IONZ has higher volatility (53.81%) compared to MSDD (32.11%). In terms of maximum drawdown, IONZ dropped -98.66% vs MSDD's -84.91%.

On 1-year performance, MSDD leads with 89.90% vs -97.85% for IONZ. On fees, IONZ is cheaper at 1.29% per year. On volatility, MSDD has been the lower-risk option at 32.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MSDD has performed better with a 89.90% return vs -97.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IONZ is cheaper with a 1.29% expense ratio, compared with 1.50% for MSDD.

IONZ and MSDD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 1.29% for IONZ and 1.50% for MSDD.

MSDD currently has the higher Sharpe Ratio (0.55 vs -0.52), 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.

Portfolio Optimizer

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