ISHG vs. MSTY
ISHG (iShares 1-3 Year International Treasury Bond ETF) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both exchange-traded funds - ISHG is a International Government Bonds fund tracking the S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year, while MSTY is a Derivative Income fund actively managed by YieldMax. ISHG is passively managed, while MSTY is actively managed. Over the past year, ISHG returned 1.37% vs -62.19% for MSTY. At a 0.19 correlation, their price movements are largely independent. ISHG charges 0.35%/yr vs 0.99%/yr for MSTY.
Performance
ISHG vs. MSTY - Performance Comparison
Loading charts...
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*
- —
ISHG vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISHG vs. MSTY — Risk / Return Rank
ISHG
MSTY
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.
| ISHG | MSTY | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ISHG | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.37% | -66.98% | +44.61% |
Average DrawdownAverage peak-to-trough decline | -18.44% | -26.54% | +8.10% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| ISHG | MSTY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for ISHG 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.
Open Portfolio Optimizer