MSDD -2x GraniteShares 2x Short MSTR Daily ETF

MSDD

ETF -2x BEAR standard
GraniteShares 2x Short MSTR Daily ETF
Issuer: GraniteShares · Tracks: MSTR · Listed: 2025-06-09
Implied AUM
$1.9M
Last Close
$47.88
20260618
30d Avg Vol
14,469
Options
Realized return vs theoretical -2x MSTR
Pair counterpart found: MSTU (+2x bull, T-Rex 2X Long MSTR Daily Target ETF)
Shorting both legs of a daily-reset bull/bear pair captures combined decay drift over time. Theoretical "free money" — actual edge depends on borrow rates (often punitive on the bear leg) and assignment risk on hard-to-borrow products.
Other leveraged products tracking MSTR
Symbol Factor Direction Issuer Name Implied AUM 30d Vol Options
MSTU +2x BULL T-Rex T-Rex 2X Long MSTR Daily Target ETF $372.5M 72,968,953
MSTX +2x BULL Defiance Tidal Trust II Defiance Daily Target 2x Long MSTR ETF $171.1M 7,618,916
MSTP +2x BULL GraniteShares GraniteShares 2x Long MSTR Daily ETF $6.7M 75,507
MSTZ -2x BEAR T-Rex T-Rex 2X Inverse MSTR Daily Target ETF $96.9M 18,825,917
SMST -2x BEAR Defiance Tidal Trust II Defiance Daily Target 2x Short MSTR ETF $30.4M 329,763

How MSDD works

MSDD targets -2x the daily return of MSTR — not the cumulative return over multi-day windows. The fund rebalances at the close each day using swaps or futures, which is what creates the volatility drag the chart above visualizes.

Mathematical headline: drag ≈ −0.5 × N × (N−1) × σ² per period. For a -2x product on an underlying with 25% annualized vol, expected annual drag is around 6.2%. Add expense ratio and the realized number is typically worse.

  • Short-term tactical: daily and intraday holds are where these products were designed to live.
  • Premium selling: options on MSDD carry very rich IV — see the quote page for IV rank and straddle pricing.
  • Multi-day directional: works in strong trends; gets eaten alive in chop. Use the chart above to gauge the realized vs theoretical track record.