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QCMD vs. MSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMD vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bear 1X Shares (QCMD) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCMD achieves a -38.50% return, which is significantly higher than MSTZ's -49.10% return.


QCMD

1D
2.78%
1M
-28.50%
YTD
-38.50%
6M
-37.36%
1Y
3Y*
5Y*
10Y*

MSTZ

1D
-4.17%
1M
84.18%
YTD
-49.10%
6M
-27.85%
1Y
77.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCMD vs. MSTZ - Yearly Performance Comparison


2026 (YTD)2025
QCMD
Direxion Daily QCOM Bear 1X Shares
-38.50%-11.76%
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-49.10%275.27%

Correlation

The correlation between QCMD and MSTZ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.23

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Return for Risk

QCMD vs. MSTZ — Risk / Return Rank

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

QCMD

MSTZ
MSTZ Risk / Return Rank: 2424
Overall Rank
MSTZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3232
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 2121
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 1919
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.

QCMD vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bear 1X Shares (QCMD) 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.


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

QCMD vs. MSTZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCMDMSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.01

-0.53

-0.48

Drawdowns

QCMD vs. MSTZ - Drawdown Comparison

The maximum QCMD drawdown since its inception was -56.03%, smaller than the maximum MSTZ drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for QCMD and MSTZ.


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Drawdown Indicators


QCMDMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-99.36%

+43.33%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

Current Drawdown

Current decline from peak

-54.81%

-98.21%

+43.40%

Average Drawdown

Average peak-to-trough decline

-13.32%

-94.40%

+81.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.54%

Volatility

QCMD vs. MSTZ - Volatility Comparison


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Volatility by Period


QCMDMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.72%

Volatility (6M)

Calculated over the trailing 6-month period

125.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.28%

140.15%

-92.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.28%

170.19%

-122.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.28%

170.19%

-122.91%

QCMD vs. MSTZ - Expense Ratio Comparison

QCMD has a 1.00% expense ratio, which is lower than MSTZ's 1.05% expense ratio.


Dividends

QCMD vs. MSTZ - Dividend Comparison

QCMD's dividend yield for the trailing twelve months is around 3.86%, while MSTZ has not paid dividends to shareholders.


Frequently Asked Questions


QCMD and MSTZ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCMD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCMD is cheaper with a 1.00% expense ratio, compared with 1.05% for MSTZ.

QCMD has the higher dividend yield at 3.86%, compared with 0.00% for MSTZ.

They also come from different issuers: Direxion and REX. Their fees differ too: 1.00% for QCMD and 1.05% for MSTZ.

Portfolio Optimizer

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