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MSTW vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTW vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSTR WeeklyPay ETF (MSTW) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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MSTW vs. LQTI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MSTW achieves a -24.52% return, which is significantly lower than LQTI's -0.44% return.


MSTW

1D
-2.40%
1M
-13.48%
YTD
-24.52%
6M
-72.05%
1Y
3Y*
5Y*
10Y*

LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTW vs. LQTI - Expense Ratio Comparison

MSTW has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

MSTW vs. LQTI — Risk / Return Rank

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

MSTW

LQTI
LQTI Risk / Return Rank: 3636
Overall Rank
LQTI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3030
Omega Ratio Rank
LQTI Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3737
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.

MSTW vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay ETF (MSTW) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MSTW vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTWLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

0.90

-1.90

Correlation

The correlation between MSTW and LQTI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSTW vs. LQTI - Dividend Comparison

MSTW's dividend yield for the trailing twelve months is around 197.80%, more than LQTI's 9.07% yield.


Drawdowns

MSTW vs. LQTI - Drawdown Comparison

The maximum MSTW drawdown since its inception was -81.85%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for MSTW and LQTI.


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Drawdown Indicators


MSTWLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-3.41%

-78.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-78.43%

-2.03%

-76.40%

Average Drawdown

Average peak-to-trough decline

-50.47%

-0.78%

-49.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

MSTW vs. LQTI - Volatility Comparison


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Volatility by Period


MSTWLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

89.63%

6.23%

+83.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.63%

6.11%

+83.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.63%

6.11%

+83.52%