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ISHG vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHG vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) 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, ISHG achieves a -0.18% return, which is significantly higher than MSTY's -16.01% return.


ISHG

1D
0.06%
1M
-0.07%
YTD
-0.18%
6M
0.19%
1Y
1.37%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%

MSTY

1D
2.79%
1M
-27.19%
YTD
-16.01%
6M
-25.33%
1Y
-62.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-1.45%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-16.01%-42.71%212.16%

Correlation

The correlation between ISHG and MSTY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.19

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Return for Risk

ISHG vs. MSTY — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
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.

ISHG vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) 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.


ISHGMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.03

0.81

+0.22

Calmar ratioReturn relative to maximum drawdown

0.20

-0.86

+1.06

Martin ratioReturn relative to average drawdown

0.49

-1.29

+1.77

ISHG vs. MSTY - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is 0.15, which is higher than the MSTY Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of ISHG 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

ISHG vs. MSTY - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ISHG and MSTY.


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Drawdown Indicators


ISHGMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-71.79%

+34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-71.79%

+66.77%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

Current Drawdown

Current decline from peak

-22.37%

-66.98%

+44.61%

Average Drawdown

Average peak-to-trough decline

-18.44%

-26.54%

+8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

48.20%

-46.15%

Volatility

ISHG vs. MSTY - Volatility Comparison

The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 1.67%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.17%. This indicates that ISHG 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


ISHGMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

19.17%

-17.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

49.63%

-44.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

61.33%

-54.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

71.88%

-64.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

71.88%

-64.94%

ISHG vs. MSTY - Expense Ratio Comparison

ISHG has a 0.35% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

ISHG vs. MSTY - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 1.45%, less than MSTY's 241.17% yield.


PositionTTM20252024202320222021202020192018201720162015
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.45%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
241.17%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


ISHG and MSTY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.17%) compared to ISHG (1.67%). In terms of maximum drawdown, ISHG dropped -37.24% vs MSTY's -71.79%.

On 1-year performance, ISHG leads with 1.37% vs -62.19% for MSTY. On fees, ISHG is cheaper at 0.35% per year. On volatility, ISHG has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISHG has performed better with a 1.37% return vs -62.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISHG is cheaper with a 0.35% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 241.17%, compared with 1.45% for ISHG.

ISHG is categorized as International Government Bonds, while MSTY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.35% for ISHG and 0.99% for MSTY.

ISHG currently has the higher Sharpe Ratio (0.15 vs -1.01), 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 ISHG and MSTY

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