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ITOT vs. MSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITOT vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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, ITOT achieves a 8.95% return, which is significantly higher than MSTZ's 1.05% return.


ITOT

1D
0.08%
1M
-1.51%
YTD
8.95%
6M
7.49%
1Y
22.95%
3Y*
20.80%
5Y*
11.85%
10Y*
15.35%

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)

ITOT vs. MSTZ - Yearly Performance Comparison


2026 (YTD)20252024
ITOT
iShares Core S&P Total U.S. Stock Market ETF
8.95%17.00%4.99%
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
1.05%-38.95%-94.43%

Correlation

The correlation between ITOT and MSTZ is -0.51, 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

-0.51

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2024

-0.48

The correlation between ITOT and MSTZ has been stable across timeframes, ranging from -0.51 to -0.48 - a consistent structural relationship.

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Return for Risk

ITOT vs. MSTZ — Risk / Return Rank

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

ITOT
ITOT Risk / Return Rank: 6464
Overall Rank
ITOT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6161
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6262
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITOT 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.

ITOT vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.


ITOTMSTZDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.59

3.31

-0.72

Martin ratioReturn relative to average drawdown

11.40

6.57

+4.82

ITOT vs. MSTZ - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 1.81, which is comparable to the MSTZ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ITOT 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

ITOT vs. MSTZ - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for ITOT and MSTZ.


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Drawdown Indicators


ITOTMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-99.38%

+44.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-84.89%

+75.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-2.78%

-96.56%

+93.78%

Average Drawdown

Average peak-to-trough decline

-6.96%

-94.46%

+87.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

42.70%

-40.68%

Volatility

ITOT vs. MSTZ - Volatility Comparison

The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 4.87%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 46.08%. This indicates that ITOT 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


ITOTMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

46.08%

-41.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

129.73%

-119.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

145.84%

-133.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

170.65%

-153.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

170.65%

-152.38%

ITOT vs. MSTZ - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is lower than MSTZ's 1.05% expense ratio.


Dividends

ITOT vs. MSTZ - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.02%, while MSTZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.02%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
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


ITOT and MSTZ have a correlation of -0.51, 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 ITOT (4.87%). In terms of maximum drawdown, ITOT dropped -55.20% vs MSTZ's -99.38%.

On 1-year performance, MSTZ leads with 279.21% vs 22.95% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 4.87%. 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 22.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 1.05% for MSTZ.

ITOT has the higher dividend yield at 1.02%, compared with 0.00% for MSTZ.

ITOT is categorized as Large Cap Blend Equities, while MSTZ is Inverse Equities. They also come from different issuers: iShares and REX. Their fees differ too: 0.03% for ITOT and 1.05% for MSTZ.

MSTZ currently has the higher Sharpe Ratio (1.93 vs 1.80), 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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