KOID vs. MSTZ

Last updated Jun 26, 2026

KOID (KraneShares Global Humanoid and Embodied Intelligence Index ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - KOID is a Technology Equities fund tracking the MerQube Global Humanoid and Embodied Intelligence Index, while MSTZ is a Inverse Equities fund actively managed by REX. KOID is passively managed, while MSTZ is actively managed. Over the past year, KOID returned 56.54% vs 279.21% for MSTZ. At a correlation of -0.39, they often move in opposite directions. KOID charges 0.69%/yr vs 1.05%/yr for MSTZ.

Performance

KOID vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOID achieves a 26.73% return, which is significantly higher than MSTZ's 1.05% return.

KOID

• 1D: 0.70%
• 1M: -6.70%
• YTD: 26.73%
• 6M: 29.83%
• 1Y: 56.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

KOID vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	26.73%	27.04%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	1.05%	249.29%

Correlation

The correlation between KOID and MSTZ is -0.40, 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	-0.40
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.39

Return for Risk

KOID vs. MSTZ — Risk / Return Rank

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

KOID

KOID Risk / Return Rank: 72
KOID Sharpe Ratio Rank: 79
KOID Sortino Ratio Rank: 72
KOID Omega Ratio Rank: 70
KOID Calmar Ratio Rank: 71
KOID Martin Ratio Rank: 65

MSTZ

MSTZ Risk / Return Rank: 62
MSTZ Sharpe Ratio Rank: 69
MSTZ Sortino Ratio Rank: 60
MSTZ Omega Ratio Rank: 59
MSTZ Calmar Ratio Rank: 74
MSTZ Martin Ratio Rank: 45

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.

KOID vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) 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.

	KOID	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.93	+0.26
Sortino ratio: Return per unit of downside risk	2.84	2.48	+0.36
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.04
Calmar ratio: Return relative to maximum drawdown	3.12	3.31	-0.19
Martin ratio: Return relative to average drawdown	10.30	6.57	+3.73

KOID vs. MSTZ - Sharpe Ratio Comparison

The current KOID Sharpe Ratio is 2.19, which is comparable to the MSTZ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of KOID 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.

Drawdowns

KOID vs. MSTZ - Drawdown Comparison

The maximum KOID drawdown since its inception was -18.19%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for KOID and MSTZ.

Drawdown Indicators

	KOID	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	-18.19%	-99.38%	+81.19%
Max Drawdown (1Y) Largest decline over 1 year	-18.19%	-84.89%	+66.70%
Current Drawdown Current decline from peak	-6.70%	-96.56%	+89.86%
Average Drawdown Average peak-to-trough decline	-3.44%	-94.46%	+91.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	42.70%	-37.19%

Volatility

KOID vs. MSTZ - Volatility Comparison

The current volatility for KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) is 10.73%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 46.08%. This indicates that KOID 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.

Volatility by Period

	KOID	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.73%	46.08%	-35.35%
Volatility (6M) Calculated over the trailing 6-month period	21.00%	129.73%	-108.73%
Volatility (1Y) Calculated over the trailing 1-year period	25.96%	145.84%	-119.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.75%	170.65%	-144.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.75%	170.65%	-144.90%

KOID vs. MSTZ - Expense Ratio Comparison

KOID has a 0.69% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

KOID vs. MSTZ - Dividend Comparison

KOID's dividend yield for the trailing twelve months is around 0.67%, while MSTZ has not paid dividends to shareholders.

Position	TTM	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	0.67%	0.85%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both KOID and MSTZ in my portfolio?

KOID and MSTZ have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOID or MSTZ?

MSTZ has higher volatility (46.08%) compared to KOID (10.73%). In terms of maximum drawdown, KOID dropped -18.19% vs MSTZ's -99.38%.

Which ETF is better, KOID or MSTZ?

On 1-year performance, MSTZ leads with 279.21% vs 56.54% for KOID. On fees, KOID is cheaper at 0.69% per year. On volatility, KOID has been the lower-risk option at 10.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOID or MSTZ?

Over the 1-year period, MSTZ has performed better with a 279.21% return vs 56.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOID or MSTZ?

KOID is cheaper with a 0.69% expense ratio, compared with 1.05% for MSTZ.

Which ETF pays a higher dividend yield, KOID or MSTZ?

KOID has the higher dividend yield at 0.67%, compared with 0.00% for MSTZ.

What is the main difference between KOID and MSTZ?

KOID is categorized as Technology Equities, while MSTZ is Inverse Equities. They also come from different issuers: KraneShares and REX. Their fees differ too: 0.69% for KOID and 1.05% for MSTZ.

Which has better risk-adjusted returns?

KOID currently has the higher Sharpe Ratio (2.19 vs 1.93), 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.