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ICLN vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) 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, ICLN achieves a 28.34% return, which is significantly higher than MSTY's -12.23% return.


ICLN

1D
0.80%
1M
-3.23%
YTD
28.34%
6M
28.17%
1Y
61.48%
3Y*
5.46%
5Y*
-0.17%
10Y*
11.52%

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)

ICLN vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ICLN
iShares Global Clean Energy ETF
28.34%47.05%-18.26%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between ICLN and MSTY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.30

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Return for Risk

ICLN vs. MSTY — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 7373
Overall Rank
ICLN Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6464
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8080
Calmar Ratio Rank
ICLN Martin Ratio Rank: 7979
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.

ICLN vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) 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.


ICLNMSTYDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+4.39

Omega ratioGain probability vs. loss probability

1.35

0.82

+0.53

Calmar ratioReturn relative to maximum drawdown

3.77

-0.84

+4.62

Martin ratioReturn relative to average drawdown

13.82

-1.25

+15.07

ICLN vs. MSTY - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.19, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of ICLN 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

ICLN vs. MSTY - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ICLN and MSTY.


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Drawdown Indicators


ICLNMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-71.79%

-15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-71.79%

+55.41%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

Current Drawdown

Current decline from peak

-42.58%

-65.49%

+22.91%

Average Drawdown

Average peak-to-trough decline

-66.55%

-26.61%

-39.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

48.38%

-43.92%

Volatility

ICLN vs. MSTY - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 12.94%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that ICLN 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


ICLNMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.94%

19.30%

-6.36%

Volatility (6M)

Calculated over the trailing 6-month period

22.57%

49.85%

-27.28%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

61.63%

-33.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

71.87%

-44.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

71.87%

-44.54%

ICLN vs. MSTY - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

ICLN vs. MSTY - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.54%, less than MSTY's 230.78% yield.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.54%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
230.78%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICLN and MSTY have a correlation of 0.36, 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 ICLN (12.94%). In terms of maximum drawdown, ICLN dropped -87.15% vs MSTY's -71.79%.

On 1-year performance, ICLN leads with 61.48% vs -60.49% for MSTY. On fees, ICLN is cheaper at 0.39% per year. On volatility, ICLN has been the lower-risk option at 12.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ICLN has performed better with a 61.48% return vs -60.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 230.78%, compared with 1.54% for ICLN.

ICLN is categorized as Alternative Energy Equities, while MSTY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.39% for ICLN and 0.99% for MSTY.

ICLN currently has the higher Sharpe Ratio (2.19 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 ICLN and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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