MSTY vs. VTI
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 -68.04% vs 23.70% for VTI. Their 0.47 correlation means their historical movements had little consistent relationship. MSTY charges 0.99%/yr vs 0.03%/yr for VTI.
Performance
MSTY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -32.53% return, which is significantly lower than VTI's 12.18% return.
MSTY
- 1D
- 1.13%
- 1M
- -1.52%
- 6M
- -27.05%
- YTD
- -32.53%
- 1Y
- -68.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.99%
VTI
- 1D
- 1.53%
- 1M
- 1.38%
- 6M
- 9.81%
- YTD
- 12.18%
- 1Y
- 23.70%
- 3Y*
- 20.38%
- 5Y*
- 12.06%
- 10Y*
- 14.66%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.83M | $13.14M | $28.03M | |
| $1.08B | $1.16B | $1.24B |
MSTY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -32.53% | -42.71% | 212.16% |
VTI Vanguard Total Stock Market ETF | 12.18% | 17.10% | 18.93% |
Correlation
The correlation between MSTY and VTI is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
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 0.52 - a consistent structural relationship.
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Return for Risk
MSTY vs. VTI — Risk / Return Rank
MSTY
VTI
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 ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -4.48 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.32 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.67 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.34 | 11.50 | -12.84 |
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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.
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Drawdown Indicators
| MSTY | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.40% | -55.45% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -74.91% | -8.92% | -65.99% |
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 DrawdownCurrent decline from peak | -73.47% | 0.00% | -73.47% |
Average DrawdownAverage peak-to-trough decline | -29.12% | -7.98% | -21.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.95% | 2.07% | +48.88% |
Volatility
MSTY vs. VTI - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 13.25% compared to Vanguard Total Stock Market ETF (VTI) at 3.78%. 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.
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Volatility by Period
| MSTY | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.25% | 3.78% | +9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 52.14% | 10.33% | +41.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.93% | 13.08% | +51.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.85% | 17.53% | +54.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.85% | 18.31% | +53.54% |
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 248.73%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 248.73% | 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 | 1.04% | 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
MSTY and VTI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (13.25%) compared to VTI (3.78%). In terms of maximum drawdown, MSTY dropped -77.40% vs VTI's -55.45%.
On 1-year performance, VTI leads with 23.70% vs -68.04% for MSTY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VTI has performed better with a 23.70% return vs -68.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.99% for MSTY.
MSTY has the higher dividend yield at 248.73%, compared with 1.04% for 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.
VTI currently has the higher Sharpe Ratio (1.82 vs -1.05), 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.
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