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MST vs. MSTU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MST vs. MSTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long Income MSTR ETF (MST) and T-Rex 2X Long MSTR Daily Target ETF (MSTU). The values are adjusted to include any dividend payments, if applicable.

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MST vs. MSTU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MST achieves a -39.41% return, which is significantly higher than MSTU's -48.86% return.


MST

1D
4.61%
1M
-10.28%
YTD
-39.41%
6M
-86.54%
1Y
3Y*
5Y*
10Y*

MSTU

1D
5.59%
1M
-13.09%
YTD
-48.86%
6M
-90.86%
1Y
-92.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MST vs. MSTU - Expense Ratio Comparison

MST has a 1.31% expense ratio, which is higher than MSTU's 1.05% expense ratio.


Return for Risk

MST vs. MSTU — Risk / Return Rank

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

MST

MSTU
MSTU Risk / Return Rank: 11
Overall Rank
MSTU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSTU Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTU Omega Ratio Rank: 11
Omega Ratio Rank
MSTU Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTU Martin Ratio Rank: 22
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.

MST vs. MSTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long Income MSTR ETF (MST) and T-Rex 2X Long MSTR Daily Target ETF (MSTU). 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.

MST vs. MSTU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTMSTUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

-0.40

-0.37

Correlation

The correlation between MST and MSTU is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MST vs. MSTU - Dividend Comparison

MST's dividend yield for the trailing twelve months is around 788.18%, while MSTU has not paid dividends to shareholders.


Drawdowns

MST vs. MSTU - Drawdown Comparison

The maximum MST drawdown since its inception was -94.99%, roughly equal to the maximum MSTU drawdown of -98.58%. Use the drawdown chart below to compare losses from any high point for MST and MSTU.


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Drawdown Indicators


MSTMSTUDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-98.58%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-96.58%

Current Drawdown

Current decline from peak

-93.54%

-98.34%

+4.80%

Average Drawdown

Average peak-to-trough decline

-56.73%

-69.01%

+12.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.73%

Volatility

MST vs. MSTU - Volatility Comparison


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Volatility by Period


MSTMSTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.12%

Volatility (6M)

Calculated over the trailing 6-month period

110.15%

Volatility (1Y)

Calculated over the trailing 1-year period

122.97%

145.82%

-22.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.97%

171.76%

-48.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.97%

171.76%

-48.79%