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 -61.25% vs 28.18% for VTI. At a 0.46 correlation, their price movements are largely independent. 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 -14.73% return, which is significantly lower than VTI's 11.20% return.
MSTY
- 1D
- -6.76%
- 1M
- -28.46%
- YTD
- -14.73%
- 6M
- -26.86%
- 1Y
- -61.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -0.72%
- 1M
- 4.99%
- YTD
- 11.20%
- 6M
- 11.09%
- 1Y
- 28.18%
- 3Y*
- 22.07%
- 5Y*
- 12.69%
- 10Y*
- 15.05%
MSTY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -14.73% | -42.71% | 200.20% |
VTI Vanguard Total Stock Market ETF | 11.20% | 17.10% | 16.63% |
Correlation
The correlation between MSTY and VTI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024 | 0.46 |
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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.
| MSTY | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.91 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.42 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.17 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.31 | 14.62 | -15.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTY | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | 2.33 | -3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.51 | -0.25 |
Drawdowns
MSTY vs. VTI - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, 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 | -71.79% | -55.45% | -16.34% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -8.92% | -62.87% |
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 | -66.48% | -0.72% | -65.76% |
Average DrawdownAverage peak-to-trough decline | -26.09% | -8.03% | -18.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.87% | 1.93% | +44.94% |
Volatility
MSTY vs. VTI - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 17.01% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. 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 | 17.01% | 2.96% | +14.05% |
Volatility (6M)Calculated over the trailing 6-month period | 48.79% | 9.13% | +39.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.44% | 12.17% | +48.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.92% | 17.40% | +54.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.92% | 18.30% | +53.62% |
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 269.45%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 269.45% | 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 | 1.01% | 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 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (17.01%) compared to VTI (2.96%). In terms of maximum drawdown, MSTY dropped -71.79% vs VTI's -55.45%.
On 1-year performance, VTI leads with 28.18% vs -61.25% for MSTY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. 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 28.18% return vs -61.25%. 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 269.45%, compared with 1.01% 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 (2.33 vs -1.02), 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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