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MSDD vs. MSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSDD vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Short MSTR Daily ETF (MSDD) 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

The year-to-date returns for both investments are quite close, with MSDD having a -47.16% return and MSTZ slightly higher at -46.88%.


MSDD

1D
13.67%
1M
85.18%
YTD
-47.16%
6M
-24.30%
1Y
3Y*
5Y*
10Y*

MSTZ

1D
14.02%
1M
86.49%
YTD
-46.88%
6M
-23.06%
1Y
94.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSDD vs. MSTZ - Yearly Performance Comparison


2026 (YTD)2025
MSDD
GraniteShares 2x Short MSTR Daily ETF
-47.16%271.43%
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-46.88%277.34%

Correlation

The correlation between MSDD and MSTZ is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

1.00

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Return for Risk

MSDD vs. MSTZ — Risk / Return Rank

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

MSDD

MSTZ
MSTZ Risk / Return Rank: 2626
Overall Rank
MSTZ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3434
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 2020
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.

MSDD vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Short MSTR Daily ETF (MSDD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MSDD vs. MSTZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSDDMSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.53

+1.24

Drawdowns

MSDD vs. MSTZ - Drawdown Comparison

The maximum MSDD drawdown since its inception was -84.91%, smaller than the maximum MSTZ drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for MSDD and MSTZ.


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Drawdown Indicators


MSDDMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-84.91%

-99.36%

+14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

Current Drawdown

Current decline from peak

-67.67%

-98.14%

+30.47%

Average Drawdown

Average peak-to-trough decline

-29.42%

-94.39%

+64.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.30%

Volatility

MSDD vs. MSTZ - Volatility Comparison


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Volatility by Period


MSDDMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.49%

Volatility (6M)

Calculated over the trailing 6-month period

125.82%

Volatility (1Y)

Calculated over the trailing 1-year period

141.56%

140.34%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.56%

170.37%

-28.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.56%

170.37%

-28.81%

MSDD vs. MSTZ - Expense Ratio Comparison

MSDD has a 1.50% expense ratio, which is higher than MSTZ's 1.05% expense ratio.


Dividends

MSDD vs. MSTZ - Dividend Comparison

Neither MSDD nor MSTZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, MSDD and MSTZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MSTZ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTZ is cheaper with a 1.05% expense ratio, compared with 1.50% for MSDD.

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

They also come from different issuers: GraniteShares and REX. Their fees differ too: 1.50% for MSDD and 1.05% for MSTZ.

Portfolio Optimizer

Find the right allocation for MSDD and MSTZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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