MSTY vs. VTI

Last updated Jul 14, 2026

MSTY (YieldMax™ MSTR Option Income Strategy ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - MSTY is a Derivative Income fund actively managed by YieldMax, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. MSTY is actively managed, while VTI is passively managed. Over the past year, MSTY returned -73.76% vs 21.85% for VTI. At a 0.47 correlation, their price movements are largely independent. MSTY charges 0.99%/yr vs 0.03%/yr for VTI.

Performance

MSTY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSTY achieves a -35.55% return, which is significantly lower than VTI's 10.96% return.

MSTY

• 1D: -2.03%
• 1M: -23.27%
• 6M: -39.01%
• YTD: -35.55%
• 1Y: -73.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.78%
• 1M: 1.22%
• 6M: 8.45%
• YTD: 10.96%
• 1Y: 21.85%
• 3Y*: 19.76%
• 5Y*: 12.01%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTY vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MSTY YieldMax™ MSTR Option Income Strategy ETF	-35.55%	-42.71%	212.16%
VTI Vanguard Total Stock Market ETF	10.96%	17.10%	18.93%

Correlation

The correlation between MSTY and VTI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024	0.47

The correlation between MSTY and VTI has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.

Return for Risk

MSTY vs. VTI — Risk / Return Rank

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

MSTY

MSTY Risk / Return Rank: 1
MSTY Sharpe Ratio Rank: 1
MSTY Sortino Ratio Rank: 0
MSTY Omega Ratio Rank: 0
MSTY Calmar Ratio Rank: 1
MSTY Martin Ratio Rank: 1

VTI

VTI Risk / Return Rank: 66
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 73

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.

MSTY vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	-1.15	1.71	-2.86
Sortino ratio: Return per unit of downside risk	-2.35	2.36	-4.72
Omega ratio: Gain probability vs. loss probability	0.75	1.31	-0.56
Calmar ratio: Return relative to maximum drawdown	-0.95	2.46	-3.42
Martin ratio: Return relative to average drawdown	-1.41	10.78	-12.19

MSTY vs. VTI - Sharpe Ratio Comparison

The current MSTY Sharpe Ratio is -1.15, which is lower than the VTI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MSTY and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MSTY vs. VTI - Drawdown Comparison

The maximum MSTY drawdown since its inception was -77.40%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MSTY and VTI.

Drawdown Indicators

	MSTY	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-77.40%	-55.45%	-21.95%
Max Drawdown (1Y) Largest decline over 1 year	-77.40%	-8.92%	-68.48%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-74.66%	-0.94%	-73.72%
Average Drawdown Average peak-to-trough decline	-28.01%	-8.00%	-20.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.19%	2.03%	+50.16%

Volatility

MSTY vs. VTI - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 23.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSTY	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.76%	4.08%	+19.68%
Volatility (6M) Calculated over the trailing 6-month period	53.06%	10.13%	+42.93%
Volatility (1Y) Calculated over the trailing 1-year period	64.61%	12.85%	+51.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.32%	17.51%	+54.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.32%	18.29%	+54.03%

MSTY vs. VTI - Expense Ratio Comparison

MSTY has a 0.99% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

MSTY vs. VTI - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 289.43%, more than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSTY YieldMax™ MSTR Option Income Strategy ETF	289.43%	294.61%	104.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both MSTY and VTI in my portfolio?

MSTY and VTI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSTY or VTI?

MSTY has higher volatility (23.76%) compared to VTI (4.08%). In terms of maximum drawdown, MSTY dropped -77.40% vs VTI's -55.45%.

Which ETF is better, MSTY or VTI?

On 1-year performance, VTI leads with 21.85% vs -73.76% for MSTY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MSTY or VTI?

Over the 1-year period, VTI has performed better with a 21.85% return vs -73.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MSTY or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.99% for MSTY.

Which ETF pays a higher dividend yield, MSTY or VTI?

MSTY has the higher dividend yield at 289.43%, compared with 1.05% for VTI.

What is the main difference between MSTY and VTI?

MSTY is categorized as Derivative Income, while VTI is Large Cap Blend Equities. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 0.99% for MSTY and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.71 vs -1.15), 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.