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FBY vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FBY vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax META Option Income ETF (FBY) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
23.21%
70.51%
FBY
MSTY

Returns By Period


FBY

YTD

39.18%

1M

0.74%

6M

23.20%

1Y

45.92%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTY

YTD

N/A

1M

25.65%

6M

70.50%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FBYMSTY
Daily Std Dev25.94%82.56%
Max Drawdown-15.14%-33.16%
Current Drawdown-3.61%-24.01%

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FBY vs. MSTY - Expense Ratio Comparison

Both FBY and MSTY have an expense ratio of 0.99%.


FBY
YieldMax META Option Income ETF
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Correlation

-0.50.00.51.00.3

The correlation between FBY and MSTY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FBY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


Sharpe ratio
The chart of Sharpe ratio for FBY, currently valued at 1.85, compared to the broader market0.002.004.001.85
The chart of Sortino ratio for FBY, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.0012.002.40
The chart of Omega ratio for FBY, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
The chart of Calmar ratio for FBY, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
The chart of Martin ratio for FBY, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.21
FBY
MSTY

Chart placeholderNot enough data

Dividends

FBY vs. MSTY - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 56.06%, less than MSTY's 59.30% yield.


TTM2023
FBY
YieldMax META Option Income ETF
56.06%8.31%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
59.30%0.00%

Drawdowns

FBY vs. MSTY - Drawdown Comparison

The maximum FBY drawdown since its inception was -15.14%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for FBY and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.61%
-24.01%
FBY
MSTY

Volatility

FBY vs. MSTY - Volatility Comparison

The current volatility for YieldMax META Option Income ETF (FBY) is 6.41%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 39.23%. This indicates that FBY experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
39.23%
FBY
MSTY