PLTW vs. MSTZ

Last updated Jul 15, 2026

PLTW (PLTR WeeklyPay™ ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while MSTZ is a Inverse Equities fund actively managed by REX. Both are actively managed. Over the past year, PLTW returned -19.94% vs 266.72% for MSTZ. At a correlation of -0.45, they often move in opposite directions. PLTW charges 0.99%/yr vs 1.05%/yr for MSTZ.

Performance

PLTW vs. MSTZ - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with PLTW having a -32.11% return and MSTZ slightly higher at -31.90%.

PLTW

• 1D: 3.57%
• 1M: 4.87%
• 6M: -31.99%
• YTD: -32.11%
• 1Y: -19.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTZ

• 1D: -11.25%
• 1M: 29.92%
• 6M: -7.52%
• YTD: -31.90%
• 1Y: 266.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-32.11%	28.26%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	-31.90%	2.02%

Correlation

The correlation between PLTW and MSTZ is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.42
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	-0.45

Return for Risk

PLTW vs. MSTZ — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 7
PLTW Sharpe Ratio Rank: 6
PLTW Sortino Ratio Rank: 7
PLTW Omega Ratio Rank: 7
PLTW Calmar Ratio Rank: 6
PLTW Martin Ratio Rank: 6

MSTZ

MSTZ Risk / Return Rank: 65
MSTZ Sharpe Ratio Rank: 71
MSTZ Sortino Ratio Rank: 65
MSTZ Omega Ratio Rank: 66
MSTZ Calmar Ratio Rank: 77
MSTZ Martin Ratio Rank: 46

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.

PLTW vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) 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.

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.

	PLTW	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	-0.32	1.81	-2.13
Sortino ratio: Return per unit of downside risk	-0.07	2.41	-2.48
Omega ratio: Gain probability vs. loss probability	0.99	1.31	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.35	3.16	-3.51
Martin ratio: Return relative to average drawdown	-0.68	6.14	-6.82

PLTW vs. MSTZ - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.32, which is lower than the MSTZ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PLTW and MSTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PLTW vs. MSTZ - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for PLTW and MSTZ.

Drawdown Indicators

	PLTW	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-99.38%	+42.11%
Max Drawdown (1Y) Largest decline over 1 year	-57.27%	-84.89%	+27.62%
Current Drawdown Current decline from peak	-44.47%	-97.68%	+53.21%
Average Drawdown Average peak-to-trough decline	-24.37%	-94.54%	+70.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.58%	43.66%	-14.08%

Volatility

PLTW vs. MSTZ - Volatility Comparison

The current volatility for PLTR WeeklyPay™ ETF (PLTW) is 20.13%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 57.19%. This indicates that PLTW experiences smaller price fluctuations and is considered to be less risky than MSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTW	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.13%	57.19%	-37.06%
Volatility (6M) Calculated over the trailing 6-month period	48.04%	135.18%	-87.14%
Volatility (1Y) Calculated over the trailing 1-year period	61.97%	148.74%	-86.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.02%	171.04%	-97.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.02%	171.04%	-97.02%

PLTW vs. MSTZ - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

PLTW vs. MSTZ - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 127.02%, while MSTZ has not paid dividends to shareholders.

Position	TTM	2025
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%	0.00%
PLTW PLTR WeeklyPay™ ETF	127.02%	72.40%

Frequently Asked Questions

Can I hold both PLTW and MSTZ in my portfolio?

PLTW and MSTZ have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLTW or MSTZ?

MSTZ has higher volatility (57.19%) compared to PLTW (20.13%). In terms of maximum drawdown, PLTW dropped -57.27% vs MSTZ's -99.38%.

Which ETF is better, PLTW or MSTZ?

On 1-year performance, MSTZ leads with 266.72% vs -19.94% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, PLTW has been the lower-risk option at 20.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTW or MSTZ?

Over the 1-year period, MSTZ has performed better with a 266.72% return vs -19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTW or MSTZ?

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

Which ETF pays a higher dividend yield, PLTW or MSTZ?

PLTW has the higher dividend yield at 127.02%, compared with 0.00% for MSTZ.

What is the main difference between PLTW and MSTZ?

PLTW is categorized as Derivative Income, while MSTZ is Inverse Equities. They also come from different issuers: Roundhill and REX. Their fees differ too: 0.99% for PLTW and 1.05% for MSTZ.

Which has better risk-adjusted returns?

MSTZ currently has the higher Sharpe Ratio (1.81 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.