PortfoliosLab logoPortfoliosLab logo
VSTL vs. GRAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSTL vs. GRAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long VST ETF (VSTL) and Leverage Shares 2X Long GRAB Daily ETF (GRAG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VSTL achieves a -31.04% return, which is significantly higher than GRAG's -59.88% return.


VSTL

1D
-6.51%
1M
-15.06%
YTD
-31.04%
6M
-37.25%
1Y
3Y*
5Y*
10Y*

GRAG

1D
-6.85%
1M
-23.11%
YTD
-59.88%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSTL vs. GRAG - Yearly Performance Comparison


Correlation

The correlation between VSTL and GRAG is 0.22, 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 Dec 12, 2025

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VSTL vs. GRAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long VST ETF (VSTL) and Leverage Shares 2X Long GRAB Daily ETF (GRAG). 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.

VSTL vs. GRAG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


VSTLGRAGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-1.26

+0.63

Drawdowns

VSTL vs. GRAG - Drawdown Comparison

The maximum VSTL drawdown since its inception was -71.42%, which is greater than GRAG's maximum drawdown of -63.85%. Use the drawdown chart below to compare losses from any high point for VSTL and GRAG.


Loading charts...

Drawdown Indicators


VSTLGRAGDifference

Max Drawdown

Largest peak-to-trough decline

-71.42%

-63.85%

-7.57%

Current Drawdown

Current decline from peak

-66.17%

-63.85%

-2.32%

Average Drawdown

Average peak-to-trough decline

-40.42%

-40.03%

-0.39%

Volatility

VSTL vs. GRAG - Volatility Comparison


Loading charts...

Volatility by Period


VSTLGRAGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

98.65%

69.99%

+28.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.65%

69.99%

+28.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.65%

69.99%

+28.66%

VSTL vs. GRAG - Expense Ratio Comparison

VSTL has a 1.29% expense ratio, which is higher than GRAG's 0.75% expense ratio.


Dividends

VSTL vs. GRAG - Dividend Comparison

Neither VSTL nor GRAG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VSTL and GRAG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRAG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRAG is cheaper with a 0.75% expense ratio, compared with 1.29% for VSTL.

VSTL and GRAG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance and Leverage Shares. Their fees differ too: 1.29% for VSTL and 0.75% for GRAG.

Portfolio Optimizer

Find the right allocation for VSTL and GRAG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer