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IBBQ vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBBQ vs. MSTY - Performance Comparison

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

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBBQ vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
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

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

IBBQ
IBBQ Risk / Return Rank: 7474
Overall Rank
IBBQ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 6161
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 8484
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 33
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.

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.


IBBQMSTYDifference
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

IBBQ vs. MSTY - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 2.02, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of IBBQ and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IBBQMSTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.45%

-65.49%

+63.04%

Average Drawdown

Average peak-to-trough decline

-16.73%

-26.61%

+9.88%

Ulcer Index

Depth 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


IBBQMSTYDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for IBBQ and MSTY

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