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QBTZ vs. MSDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTZ vs. MSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short QBTS ETF (QBTZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBTZ achieves a -86.49% return, which is significantly lower than MSDD's -48.72% return.


QBTZ

1D
1.31%
1M
10.26%
YTD
-86.49%
6M
-80.92%
1Y
3Y*
5Y*
10Y*

MSDD

1D
0.00%
1M
44.94%
YTD
-48.72%
6M
-40.94%
1Y
71.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTZ vs. MSDD - Yearly Performance Comparison


Correlation

The correlation between QBTZ and MSDD is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 7, 2025

0.53

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Return for Risk

QBTZ vs. MSDD — Risk / Return Rank

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

QBTZ

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


MSDD
MSDD Risk / Return Rank: 2323
Overall Rank
MSDD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MSDD Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSDD Omega Ratio Rank: 3232
Omega Ratio Rank
MSDD Calmar Ratio Rank: 1919
Calmar Ratio Rank
MSDD Martin Ratio Rank: 1616
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.

QBTZ vs. MSDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short QBTS ETF (QBTZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). 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.


QBTZMSDDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

0.84

Martin ratioReturn relative to average drawdown

1.67

QBTZ vs. MSDD - Sharpe Ratio Comparison


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Drawdowns

QBTZ vs. MSDD - Drawdown Comparison

The maximum QBTZ drawdown since its inception was -96.03%, which is greater than MSDD's maximum drawdown of -84.91%. Use the drawdown chart below to compare losses from any high point for QBTZ and MSDD.


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Drawdown Indicators


QBTZMSDDDifference

Max Drawdown

Largest peak-to-trough decline

-96.03%

-84.91%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-84.91%

Current Drawdown

Current decline from peak

-95.30%

-68.63%

-26.67%

Average Drawdown

Average peak-to-trough decline

-57.98%

-31.11%

-26.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.92%

Volatility

QBTZ vs. MSDD - Volatility Comparison


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Volatility by Period


QBTZMSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.23%

Volatility (6M)

Calculated over the trailing 6-month period

124.69%

Volatility (1Y)

Calculated over the trailing 1-year period

234.75%

141.22%

+93.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

234.75%

139.12%

+95.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

234.75%

139.12%

+95.63%

QBTZ vs. MSDD - Expense Ratio Comparison

QBTZ has a 1.29% expense ratio, which is lower than MSDD's 1.50% expense ratio.


Dividends

QBTZ vs. MSDD - Dividend Comparison

Neither QBTZ nor MSDD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QBTZ and MSDD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QBTZ is cheaper at 1.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QBTZ is cheaper with a 1.29% expense ratio, compared with 1.50% for MSDD.

QBTZ and MSDD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance ETFs and GraniteShares. Their fees differ too: 1.29% for QBTZ and 1.50% for MSDD.

Portfolio Optimizer

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