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MTYY vs. LQTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTYY vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBoost MSTR ETF (MTYY) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTYY achieves a -26.59% return, which is significantly lower than LQTI's 0.16% return.


MTYY

1D
-0.37%
1M
-13.74%
YTD
-26.59%
6M
-37.27%
1Y
3Y*
5Y*
10Y*

LQTI

1D
-0.26%
1M
0.41%
YTD
0.16%
6M
-0.04%
1Y
5.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTYY vs. LQTI - Yearly Performance Comparison


Correlation

The correlation between MTYY and LQTI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.08

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Return for Risk

MTYY vs. LQTI — Risk / Return Rank

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

MTYY

LQTI
LQTI Risk / Return Rank: 3232
Overall Rank
LQTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQTI Omega Ratio Rank: 2929
Omega Ratio Rank
LQTI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3434
Martin Ratio Rank
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.

MTYY vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBoost MSTR ETF (MTYY) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MTYY vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MTYYLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-2.29

0.88

-3.17

Drawdowns

MTYY vs. LQTI - Drawdown Comparison

The maximum MTYY drawdown since its inception was -66.57%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for MTYY and LQTI.


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Drawdown Indicators


MTYYLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-66.57%

-3.41%

-63.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-66.57%

-1.44%

-65.13%

Average Drawdown

Average peak-to-trough decline

-48.79%

-0.88%

-47.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

MTYY vs. LQTI - Volatility Comparison


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Volatility by Period


MTYYLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

34.85%

5.10%

+29.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.85%

5.97%

+28.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

5.97%

+28.88%

MTYY vs. LQTI - Expense Ratio Comparison

MTYY has a 1.07% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Dividends

MTYY vs. LQTI - Dividend Comparison

MTYY's dividend yield for the trailing twelve months is around 183.32%, more than LQTI's 9.11% yield.


Frequently Asked Questions


MTYY and LQTI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQTI is cheaper with a 0.65% expense ratio, compared with 1.07% for MTYY.

MTYY has the higher dividend yield at 183.32%, compared with 9.11% for LQTI.

They also come from different issuers: GraniteShares and FT Vest. Their fees differ too: 1.07% for MTYY and 0.65% for LQTI.

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