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MSTZ vs. WMTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTZ vs. WMTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) and REX WMT Growth & Income ETF (WMTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSTZ achieves a -36.91% return, which is significantly lower than WMTI's -3.76% return.


MSTZ

1D
-6.16%
1M
-2.61%
6M
-44.51%
YTD
-36.91%
1Y
167.49%
3Y*
5Y*
10Y*
ALL TIME*
-87.10%

WMTI

1D
0.69%
1M
-0.20%
6M
-13.45%
YTD
-3.76%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$97.62M$122.56M$177.90M
$603.47K$501.52K$953.63K

MSTZ vs. WMTI - Yearly Performance Comparison


2026 (YTD)2025
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-36.91%147.83%
WMTI
REX WMT Growth & Income ETF
-3.76%9.99%

Correlation

The correlation between MSTZ and WMTI is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

-0.02

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Return for Risk

MSTZ vs. WMTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSTZ
MSTZ Risk / Return Rank: 4545
Overall Rank
MSTZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 5252
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 3434
Martin Ratio Rank

WMTI

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSTZ vs. WMTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) and REX WMT Growth & Income ETF (WMTI). 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.


MSTZWMTIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

3.67

MSTZ vs. WMTI - Sharpe Ratio Comparison


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Drawdowns

MSTZ vs. WMTI - Drawdown Comparison

The maximum MSTZ drawdown since its inception was -99.38%, which is greater than WMTI's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for MSTZ and WMTI.


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Drawdown Indicators


MSTZWMTIDifference

Max Drawdown

Largest peak-to-trough decline

-99.38%

-21.47%

-77.91%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

Current Drawdown

Current decline from peak

-97.85%

-18.73%

-79.12%

Average Drawdown

Average peak-to-trough decline

-94.64%

-6.47%

-88.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.88%

Volatility

MSTZ vs. WMTI - Volatility Comparison


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Volatility by Period


MSTZWMTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.21%

Volatility (6M)

Calculated over the trailing 6-month period

133.75%

Volatility (1Y)

Calculated over the trailing 1-year period

149.38%

27.39%

+121.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.58%

27.39%

+142.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.58%

27.39%

+142.19%

MSTZ vs. WMTI - Expense Ratio Comparison

MSTZ has a 1.05% expense ratio, which is higher than WMTI's 0.99% expense ratio.


Dividends

MSTZ vs. WMTI - Dividend Comparison

MSTZ has not paid dividends to shareholders, while WMTI's dividend yield for the trailing twelve months is around 29.69%.


PositionTTM2025
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
0.00%0.00%
WMTI
REX WMT Growth & Income ETF
29.69%3.36%

Frequently Asked Questions


MSTZ and WMTI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WMTI is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WMTI is cheaper with a 0.99% expense ratio, compared with 1.05% for MSTZ.

WMTI has the higher dividend yield at 29.69%, compared with 0.00% for MSTZ.

MSTZ is categorized as Inverse Equities, while WMTI is Derivative Income. Their fees differ too: 1.05% for MSTZ and 0.99% for WMTI.

Portfolio Optimizer

Find the right allocation for MSTZ and WMTI

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