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MSTZ vs. YXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTZ vs. YXI - 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 ProShares Short FTSE China 50 (YXI). The values are adjusted to include any dividend payments, if applicable.

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MSTZ vs. YXI - Yearly Performance Comparison


2026 (YTD)20252024
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-27.23%-38.95%-94.26%
YXI
ProShares Short FTSE China 50
6.45%-22.87%-18.94%

Returns By Period

In the year-to-date period, MSTZ achieves a -27.23% return, which is significantly lower than YXI's 6.45% return.


MSTZ

1D
-5.53%
1M
-4.07%
YTD
-27.23%
6M
137.26%
1Y
-11.05%
3Y*
5Y*
10Y*

YXI

1D
-3.53%
1M
3.55%
YTD
6.45%
6M
13.83%
1Y
-2.92%
3Y*
-10.01%
5Y*
-2.92%
10Y*
-8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTZ vs. YXI - Expense Ratio Comparison

MSTZ has a 1.05% expense ratio, which is higher than YXI's 0.95% expense ratio.


Return for Risk

MSTZ vs. YXI — Risk / Return Rank

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

MSTZ
MSTZ Risk / Return Rank: 2020
Overall Rank
MSTZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3636
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3535
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 1111
Martin Ratio Rank

YXI
YXI Risk / Return Rank: 1010
Overall Rank
YXI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
YXI Omega Ratio Rank: 99
Omega Ratio Rank
YXI Calmar Ratio Rank: 1010
Calmar Ratio Rank
YXI Martin Ratio Rank: 1111
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.

MSTZ vs. YXI - 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 ProShares Short FTSE China 50 (YXI). 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.


MSTZYXIDifference

Sharpe ratio

Return per unit of total volatility

-0.08

-0.12

+0.05

Sortino ratio

Return per unit of downside risk

1.02

-0.01

+1.03

Omega ratio

Gain probability vs. loss probability

1.14

1.00

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.12

-0.10

-0.02

Martin ratio

Return relative to average drawdown

-0.17

-0.13

-0.04

MSTZ vs. YXI - Sharpe Ratio Comparison

The current MSTZ Sharpe Ratio is -0.08, which is higher than the YXI Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of MSTZ and YXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSTZYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

-0.12

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.31

-0.22

Correlation

The correlation between MSTZ and YXI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSTZ vs. YXI - Dividend Comparison

MSTZ has not paid dividends to shareholders, while YXI's dividend yield for the trailing twelve months is around 2.89%.


TTM20252024202320222021202020192018
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YXI
ProShares Short FTSE China 50
2.89%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Drawdowns

MSTZ vs. YXI - Drawdown Comparison

The maximum MSTZ drawdown since its inception was -99.36%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for MSTZ and YXI.


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Drawdown Indicators


MSTZYXIDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-81.15%

-18.21%

Max Drawdown (1Y)

Largest decline over 1 year

-83.20%

-29.83%

-53.37%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-97.45%

-78.26%

-19.19%

Average Drawdown

Average peak-to-trough decline

-93.91%

-54.04%

-39.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.32%

22.94%

+38.38%

Volatility

MSTZ vs. YXI - Volatility Comparison

T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a higher volatility of 38.43% compared to ProShares Short FTSE China 50 (YXI) at 7.90%. This indicates that MSTZ's price experiences larger fluctuations and is considered to be riskier than YXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTZYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.43%

7.90%

+30.53%

Volatility (6M)

Calculated over the trailing 6-month period

122.48%

14.78%

+107.70%

Volatility (1Y)

Calculated over the trailing 1-year period

147.15%

23.75%

+123.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

173.11%

31.35%

+141.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

173.11%

27.46%

+145.65%