MSTW vs. MSTY
MSTW (Roundhill MSTR WeeklyPay ETF) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.99% expense ratio.
Performance
MSTW vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, MSTW achieves a -36.63% return, which is significantly lower than MSTY's -24.36% return.
MSTW
- 1D
- -3.65%
- 1M
- -37.84%
- YTD
- -36.63%
- 6M
- -42.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTY
- 1D
- -1.97%
- 1M
- -28.49%
- YTD
- -24.36%
- 6M
- -28.98%
- 1Y
- -65.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTW vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTW Roundhill MSTR WeeklyPay ETF | -36.63% | -71.40% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -24.36% | -57.51% |
Correlation
The correlation between MSTW and MSTY is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.99 |
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Return for Risk
MSTW vs. MSTY — Risk / Return Rank
MSTW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MSTY
MSTW vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay ETF (MSTW) 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.
| MSTW | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.79 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.91 | — |
| Martin ratioReturn relative to average drawdown | — | -1.33 | — |
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Drawdowns
MSTW vs. MSTY - Drawdown Comparison
The maximum MSTW drawdown since its inception was -81.89%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for MSTW and MSTY.
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Drawdown Indicators
| MSTW | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.89% | -71.79% | -10.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -71.79% | — |
Current DrawdownCurrent decline from peak | -81.89% | -70.26% | -11.63% |
Average DrawdownAverage peak-to-trough decline | -55.57% | -26.90% | -28.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 49.15% | — |
Volatility
MSTW vs. MSTY - Volatility Comparison
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Volatility by Period
| MSTW | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 19.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 49.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 89.11% | 62.00% | +27.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.11% | 71.81% | +17.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.11% | 71.81% | +17.30% |
MSTW vs. MSTY - Expense Ratio Comparison
Both MSTW and MSTY have an expense ratio of 0.99%.
Dividends
MSTW vs. MSTY - Dividend Comparison
MSTW's dividend yield for the trailing twelve months is around 307.13%, more than MSTY's 273.05% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTW Roundhill MSTR WeeklyPay ETF | 307.13% | 106.94% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 273.05% | 294.61% | 104.56% |
Frequently Asked Questions
With a correlation of 0.99, MSTW and MSTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MSTW and MSTY have the same expense ratio: 0.99% per year.
MSTW has the higher dividend yield at 307.13%, compared with 273.05% for MSTY.
They also come from different issuers: Roundhill and YieldMax.
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