ISVBF vs. MSTZ
ISVBF (iShares MSCI China A UCITS ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - ISVBF is a China Equities fund tracking the MSCI China A Inclusion Index, while MSTZ is a Inverse Equities fund actively managed by REX. ISVBF is passively managed, while MSTZ is actively managed. Over the past year, ISVBF returned -1.01% vs 252.57% for MSTZ. At a correlation of -0.16, they often move in opposite directions. ISVBF charges 0.40%/yr vs 1.05%/yr for MSTZ.
Performance
ISVBF vs. MSTZ - Performance Comparison
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Returns By Period
In the year-to-date period, ISVBF achieves a -8.71% return, which is significantly higher than MSTZ's -31.95% return.
ISVBF
- 1D
- 1.84%
- 1M
- -1.17%
- 6M
- -13.00%
- YTD
- -8.71%
- 1Y
- -1.01%
- 3Y*
- 8.64%
- 5Y*
- -5.34%
- 10Y*
- —
MSTZ
- 1D
- -0.09%
- 1M
- 46.79%
- 6M
- 0.09%
- YTD
- -31.95%
- 1Y
- 252.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF vs. MSTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | -8.71% | 30.64% | 16.02% |
MSTZ T-REX 2X Inverse MSTR Daily Target ETF | -31.95% | -38.95% | -94.43% |
Correlation
The correlation between ISVBF and MSTZ is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024 | -0.16 |
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Return for Risk
ISVBF vs. MSTZ — Risk / Return Rank
ISVBF
MSTZ
ISVBF vs. MSTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) 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.
| ISVBF | MSTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.00 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.10 | 5.79 | -5.89 |
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Drawdowns
ISVBF vs. MSTZ - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for ISVBF and MSTZ.
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Drawdown Indicators
| ISVBF | MSTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -99.38% | +45.60% |
Max Drawdown (1Y)Largest decline over 1 year | -24.14% | -84.89% | +60.75% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -52.51% | — | — |
Current DrawdownCurrent decline from peak | -26.01% | -97.68% | +71.67% |
Average DrawdownAverage peak-to-trough decline | -32.64% | -94.55% | +61.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.49% | 43.81% | -33.32% |
Volatility
ISVBF vs. MSTZ - Volatility Comparison
The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 7.72%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 56.66%. This indicates that ISVBF 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
| ISVBF | MSTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 56.66% | -48.94% |
Volatility (6M)Calculated over the trailing 6-month period | 27.02% | 135.05% | -108.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 148.51% | -117.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.46% | 170.85% | -140.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 170.85% | -140.72% |
ISVBF vs. MSTZ - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than MSTZ's 1.05% expense ratio.
Dividends
ISVBF vs. MSTZ - Dividend Comparison
Neither ISVBF nor MSTZ has paid dividends to shareholders.
Frequently Asked Questions
ISVBF and MSTZ have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTZ has higher volatility (56.66%) compared to ISVBF (7.72%). In terms of maximum drawdown, ISVBF dropped -53.78% vs MSTZ's -99.38%.
On 1-year performance, MSTZ leads with 252.57% vs -1.01% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 7.72%. 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 252.57% return vs -1.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVBF is cheaper with a 0.40% expense ratio, compared with 1.05% for MSTZ.
ISVBF and MSTZ have nearly identical dividend yields, around 0.00%.
ISVBF is categorized as China Equities, while MSTZ is Inverse Equities. They also come from different issuers: iShares and REX. Their fees differ too: 0.40% for ISVBF and 1.05% for MSTZ.
MSTZ currently has the higher Sharpe Ratio (1.71 vs -0.03), 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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