IBBQ vs. MSTY
IBBQ (Invesco Nasdaq Biotechnology ETF) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both exchange-traded funds - IBBQ is a Health & Biotech Equities fund tracking the NASDAQ / Biotechnology, while MSTY is a Derivative Income fund actively managed by YieldMax. IBBQ is passively managed, while MSTY is actively managed. Over the past year, IBBQ returned 40.36% vs -60.49% for MSTY. At a 0.31 correlation, their price movements are largely independent. IBBQ charges 0.00%/yr vs 0.99%/yr for MSTY.
Performance
IBBQ vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, IBBQ achieves a 4.83% return, which is significantly higher than MSTY's -12.23% return.
IBBQ
- 1D
- 0.54%
- 1M
- 2.51%
- YTD
- 4.83%
- 6M
- 4.79%
- 1Y
- 40.36%
- 3Y*
- 13.02%
- 5Y*
- 4.49%
- 10Y*
- —
MSTY
- 1D
- 4.50%
- 1M
- -23.91%
- YTD
- -12.23%
- 6M
- -15.80%
- 1Y
- -60.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBBQ vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBBQ Invesco Nasdaq Biotechnology ETF | 4.83% | 33.32% | -1.12% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -12.23% | -42.71% | 212.16% |
Correlation
The correlation between IBBQ and MSTY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.31 |
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Return for Risk
IBBQ vs. MSTY — Risk / Return Rank
IBBQ
MSTY
IBBQ vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBBQ | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +4.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.82 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | -0.84 | +5.71 |
| Martin ratioReturn relative to average drawdown | 15.49 | -1.25 | +16.74 |
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Drawdowns
IBBQ vs. MSTY - Drawdown Comparison
The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for IBBQ and MSTY.
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Drawdown Indicators
| IBBQ | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.94% | -71.79% | +33.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -71.79% | +63.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.94% | — | — |
Current DrawdownCurrent decline from peak | -2.45% | -65.49% | +63.04% |
Average DrawdownAverage peak-to-trough decline | -16.73% | -26.61% | +9.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 48.38% | -45.76% |
Volatility
IBBQ vs. MSTY - Volatility Comparison
The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 7.73%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that IBBQ 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.
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Volatility by Period
| IBBQ | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 19.30% | -11.57% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 49.85% | -34.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 61.63% | -41.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 71.87% | -49.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 71.87% | -49.98% |
IBBQ vs. MSTY - Expense Ratio Comparison
IBBQ has a 0.00% expense ratio, which is lower than MSTY's 0.99% expense ratio.
Dividends
IBBQ vs. MSTY - Dividend Comparison
IBBQ's dividend yield for the trailing twelve months is around 0.84%, less than MSTY's 230.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBBQ Invesco Nasdaq Biotechnology ETF | 0.84% | 0.90% | 1.14% | 0.81% | 0.76% | 0.63% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 230.78% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBBQ and MSTY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.30%) compared to IBBQ (7.73%). In terms of maximum drawdown, IBBQ dropped -37.94% vs MSTY's -71.79%.
On 1-year performance, IBBQ leads with 40.36% vs -60.49% for MSTY. On fees, IBBQ is cheaper at 0.00% per year. On volatility, IBBQ has been the lower-risk option at 7.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBBQ has performed better with a 40.36% return vs -60.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBBQ is cheaper with a 0.00% expense ratio, compared with 0.99% for MSTY.
MSTY has the higher dividend yield at 230.78%, compared with 0.84% for IBBQ.
IBBQ is categorized as Health & Biotech Equities, while MSTY is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.00% for IBBQ and 0.99% for MSTY.
IBBQ currently has the higher Sharpe Ratio (2.02 vs -0.99), 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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