MSFX vs. MSFL

In the year-to-date period, MSFX achieves a 0.11% return, which is significantly lower than MSFL's 1.85% return.

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MSFX has a 1.05% expense ratio, which is lower than MSFL's 1.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and GraniteShares 2x Long MSFT Daily ETF (MSFL). 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.

The current MSFX Sharpe Ratio is -0.10, which is lower than the MSFL Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of MSFX and MSFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MSFX nor MSFL has paid dividends to shareholders.

The maximum MSFX drawdown since its inception was -48.80%, roughly equal to the maximum MSFL drawdown of -47.70%. Use the drawdown chart below to compare losses from any high point for MSFX and MSFL. For additional features, visit the drawdowns tool.

T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and GraniteShares 2x Long MSFT Daily ETF (MSFL) have volatilities of 21.31% and 20.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.