MSTY vs. MSTW
MSTY (YieldMax™ MSTR Option Income Strategy ETF) and MSTW (Roundhill MSTR WeeklyPay 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
MSTY vs. MSTW - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -35.55% return, which is significantly higher than MSTW's -49.77% return.
MSTY
- 1D
- -2.03%
- 1M
- -23.27%
- 6M
- -39.01%
- YTD
- -35.55%
- 1Y
- -73.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTW
- 1D
- -3.26%
- 1M
- -32.02%
- 6M
- -53.37%
- YTD
- -49.77%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTY vs. MSTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -35.55% | -57.51% |
MSTW Roundhill MSTR WeeklyPay ETF | -49.77% | -71.40% |
Correlation
The correlation between MSTY and MSTW 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
MSTY vs. MSTW — Risk / Return Rank
MSTY
MSTW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MSTY vs. MSTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Roundhill MSTR WeeklyPay ETF (MSTW). 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.
| MSTY | MSTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | — | — |
| Martin ratioReturn relative to average drawdown | -1.41 | — | — |
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Drawdowns
MSTY vs. MSTW - Drawdown Comparison
The maximum MSTY drawdown since its inception was -77.40%, smaller than the maximum MSTW drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for MSTY and MSTW.
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Drawdown Indicators
| MSTY | MSTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.40% | -87.29% | +9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -77.40% | — | — |
Current DrawdownCurrent decline from peak | -74.66% | -85.64% | +10.98% |
Average DrawdownAverage peak-to-trough decline | -28.01% | -57.27% | +29.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.19% | — | — |
Volatility
MSTY vs. MSTW - Volatility Comparison
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Volatility by Period
| MSTY | MSTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 53.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.61% | 91.07% | -26.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.32% | 91.07% | -18.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.32% | 91.07% | -18.75% |
MSTY vs. MSTW - Expense Ratio Comparison
Both MSTY and MSTW have an expense ratio of 0.99%.
Dividends
MSTY vs. MSTW - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 289.43%, less than MSTW's 411.61% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTW Roundhill MSTR WeeklyPay ETF | 411.61% | 106.94% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 289.43% | 294.61% | 104.56% |
Frequently Asked Questions
With a correlation of 0.99, MSTY and MSTW 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.
MSTY and MSTW have the same expense ratio: 0.99% per year.
MSTW has the higher dividend yield at 411.61%, compared with 289.43% for MSTY.
They also come from different issuers: YieldMax and Roundhill.
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