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ZIVB vs. SMST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIVB vs. SMST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Defiance Daily Target 2X Short MSTR ETF (SMST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZIVB

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SMST

1D
-4.37%
1M
82.90%
YTD
-51.70%
6M
-32.23%
1Y
61.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVB vs. SMST - Yearly Performance Comparison


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Return for Risk

ZIVB vs. SMST — Risk / Return Rank

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

ZIVB

SMST
SMST Risk / Return Rank: 2222
Overall Rank
SMST Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SMST Sortino Ratio Rank: 2929
Sortino Ratio Rank
SMST Omega Ratio Rank: 3030
Omega Ratio Rank
SMST Calmar Ratio Rank: 1818
Calmar Ratio Rank
SMST 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.

ZIVB vs. SMST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Defiance Daily Target 2X Short MSTR ETF (SMST). 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.

ZIVB vs. SMST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZIVBSMSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

Drawdowns

ZIVB vs. SMST - Drawdown Comparison

The maximum ZIVB drawdown since its inception was 0.00%, smaller than the maximum SMST drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for ZIVB and SMST.


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Drawdown Indicators


ZIVBSMSTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-99.25%

+99.25%

Max Drawdown (1Y)

Largest decline over 1 year

-85.39%

Current Drawdown

Current decline from peak

0.00%

-98.10%

+98.10%

Average Drawdown

Average peak-to-trough decline

0.00%

-90.68%

+90.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.97%

Volatility

ZIVB vs. SMST - Volatility Comparison


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Volatility by Period


ZIVBSMSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.55%

Volatility (6M)

Calculated over the trailing 6-month period

126.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

140.75%

-140.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

166.63%

-166.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

166.63%

-166.63%

ZIVB vs. SMST - Expense Ratio Comparison

ZIVB has a 1.35% expense ratio, which is higher than SMST's 1.29% expense ratio.


Dividends

ZIVB vs. SMST - Dividend Comparison

Neither ZIVB nor SMST has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

SMST is cheaper with a 1.29% expense ratio, compared with 1.35% for ZIVB.

ZIVB and SMST have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Volatility Shares and Defiance. Their fees differ too: 1.35% for ZIVB and 1.29% for SMST.

Portfolio Optimizer

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