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SMCZ vs. ARTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCZ vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short SMCI ETF (SMCZ) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMCZ achieves a -90.14% return, which is significantly lower than ARTY's 66.09% return.


SMCZ

1D
10.93%
1M
-77.87%
YTD
-90.14%
6M
-87.78%
1Y
-89.94%
3Y*
5Y*
10Y*

ARTY

1D
-0.90%
1M
26.10%
YTD
66.09%
6M
63.47%
1Y
112.42%
3Y*
36.54%
5Y*
14.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCZ vs. ARTY - Yearly Performance Comparison


2026 (YTD)2025
SMCZ
Defiance Daily Target 2X Short SMCI ETF
-90.14%-61.04%
ARTY
iShares Future AI & Tech ETF
66.09%51.46%

Correlation

The correlation between SMCZ and ARTY is -0.68, 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

-0.68

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

-0.70

The correlation between SMCZ and ARTY has been stable across timeframes, ranging from -0.70 to -0.68 - a consistent structural relationship.

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Return for Risk

SMCZ vs. ARTY — Risk / Return Rank

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

SMCZ
SMCZ Risk / Return Rank: 22
Overall Rank
SMCZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SMCZ Sortino Ratio Rank: 33
Sortino Ratio Rank
SMCZ Omega Ratio Rank: 33
Omega Ratio Rank
SMCZ Calmar Ratio Rank: 00
Calmar Ratio Rank
SMCZ Martin Ratio Rank: 00
Martin Ratio Rank

ARTY
ARTY Risk / Return Rank: 9090
Overall Rank
ARTY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8989
Sortino Ratio Rank
ARTY Omega Ratio Rank: 8787
Omega Ratio Rank
ARTY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ARTY Martin Ratio Rank: 9090
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.

SMCZ vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short SMCI ETF (SMCZ) and iShares Future AI & Tech ETF (ARTY). 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.


SMCZARTYDifference
Sharpe ratioReturn per unit of total volatility

-4.35

Sortino ratioReturn per unit of downside risk

-5.07

Omega ratioGain probability vs. loss probability

0.88

1.55

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.98

6.01

-6.99

Martin ratioReturn relative to average drawdown

-2.00

20.88

-22.87

SMCZ vs. ARTY - Sharpe Ratio Comparison

The current SMCZ Sharpe Ratio is -0.57, which is lower than the ARTY Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of SMCZ and ARTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMCZARTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

3.78

-4.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

0.63

-1.21

Drawdowns

SMCZ vs. ARTY - Drawdown Comparison

The maximum SMCZ drawdown since its inception was -97.40%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for SMCZ and ARTY.


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Drawdown Indicators


SMCZARTYDifference

Max Drawdown

Largest peak-to-trough decline

-97.40%

-54.50%

-42.90%

Max Drawdown (1Y)

Largest decline over 1 year

-91.74%

-18.81%

-72.93%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

Current Drawdown

Current decline from peak

-97.12%

-0.90%

-96.22%

Average Drawdown

Average peak-to-trough decline

-75.71%

-19.85%

-55.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.99%

5.40%

+39.59%

Volatility

SMCZ vs. ARTY - Volatility Comparison

Defiance Daily Target 2X Short SMCI ETF (SMCZ) has a higher volatility of 80.07% compared to iShares Future AI & Tech ETF (ARTY) at 12.01%. This indicates that SMCZ's price experiences larger fluctuations and is considered to be riskier than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCZARTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

80.07%

12.01%

+68.06%

Volatility (6M)

Calculated over the trailing 6-month period

131.65%

25.12%

+106.53%

Volatility (1Y)

Calculated over the trailing 1-year period

156.87%

29.94%

+126.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

163.39%

28.58%

+134.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

163.39%

27.75%

+135.64%

SMCZ vs. ARTY - Expense Ratio Comparison

SMCZ has a 1.29% expense ratio, which is higher than ARTY's 0.47% expense ratio.


Dividends

SMCZ vs. ARTY - Dividend Comparison

SMCZ's dividend yield for the trailing twelve months is around 20.59%, while ARTY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
SMCZ
Defiance Daily Target 2X Short SMCI ETF
20.59%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMCZ and ARTY have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCZ has higher volatility (80.07%) compared to ARTY (12.01%). In terms of maximum drawdown, SMCZ dropped -97.40% vs ARTY's -54.50%.

On 1-year performance, ARTY leads with 112.42% vs -89.94% for SMCZ. On fees, ARTY is cheaper at 0.47% per year. On volatility, ARTY has been the lower-risk option at 12.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ARTY has performed better with a 112.42% return vs -89.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARTY is cheaper with a 0.47% expense ratio, compared with 1.29% for SMCZ.

SMCZ has the higher dividend yield at 20.59%, compared with 0.00% for ARTY.

SMCZ is categorized as Inverse Equities, while ARTY is Technology Equities. They also come from different issuers: Defiance and iShares. Their fees differ too: 1.29% for SMCZ and 0.47% for ARTY.

ARTY currently has the higher Sharpe Ratio (3.78 vs -0.57), 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.

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