PortfoliosLab logoPortfoliosLab logo
PBD vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBD vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Clean Energy ETF (PBD) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PBD achieves a 28.03% return, which is significantly higher than MSTY's -12.23% return.


PBD

1D
0.84%
1M
-3.12%
YTD
28.03%
6M
27.73%
1Y
72.58%
3Y*
4.61%
5Y*
-5.27%
10Y*
9.10%

MSTY

1D
4.50%
1M
-23.91%
YTD
-12.23%
6M
-15.80%
1Y
-60.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBD vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
PBD
Invesco Global Clean Energy ETF
28.03%43.65%-15.12%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between PBD and MSTY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PBD vs. MSTY — Risk / Return Rank

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

PBD
PBD Risk / Return Rank: 8989
Overall Rank
PBD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PBD Sortino Ratio Rank: 8686
Sortino Ratio Rank
PBD Omega Ratio Rank: 8585
Omega Ratio Rank
PBD Calmar Ratio Rank: 9292
Calmar Ratio Rank
PBD Martin Ratio Rank: 9191
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 33
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.

PBD vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy ETF (PBD) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


PBDMSTYDifference
Sharpe ratioReturn per unit of total volatility

+3.93

Sortino ratioReturn per unit of downside risk

+5.16

Omega ratioGain probability vs. loss probability

1.47

0.82

+0.65

Calmar ratioReturn relative to maximum drawdown

5.71

-0.84

+6.55

Martin ratioReturn relative to average drawdown

19.24

-1.25

+20.49

PBD vs. MSTY - Sharpe Ratio Comparison

The current PBD Sharpe Ratio is 2.95, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of PBD and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PBD vs. MSTY - Drawdown Comparison

The maximum PBD drawdown since its inception was -78.60%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for PBD and MSTY.


Loading charts...

Drawdown Indicators


PBDMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-78.60%

-71.79%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-71.79%

+59.01%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

Max Drawdown (5Y)

Largest decline over 5 years

-69.15%

Max Drawdown (10Y)

Largest decline over 10 years

-75.40%

Current Drawdown

Current decline from peak

-43.63%

-65.49%

+21.86%

Average Drawdown

Average peak-to-trough decline

-53.37%

-26.61%

-26.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

48.38%

-44.60%

Volatility

PBD vs. MSTY - Volatility Comparison

The current volatility for Invesco Global Clean Energy ETF (PBD) is 10.96%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that PBD experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PBDMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

19.30%

-8.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

49.85%

-30.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.81%

61.63%

-36.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.59%

71.87%

-43.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.35%

71.87%

-44.52%

PBD vs. MSTY - Expense Ratio Comparison

PBD has a 0.75% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

PBD vs. MSTY - Dividend Comparison

PBD's dividend yield for the trailing twelve months is around 1.76%, less than MSTY's 230.78% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
230.78%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBD
Invesco Global Clean Energy ETF
1.76%2.71%1.81%2.85%2.98%0.67%0.48%1.83%1.86%1.76%2.04%1.24%

Frequently Asked Questions


PBD and MSTY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.30%) compared to PBD (10.96%). In terms of maximum drawdown, PBD dropped -78.60% vs MSTY's -71.79%.

On 1-year performance, PBD leads with 72.58% vs -60.49% for MSTY. On fees, PBD is cheaper at 0.75% per year. On volatility, PBD has been the lower-risk option at 10.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PBD has performed better with a 72.58% return vs -60.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBD is cheaper with a 0.75% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 230.78%, compared with 1.76% for PBD.

PBD is categorized as Alternative Energy Equities, while MSTY is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.75% for PBD and 0.99% for MSTY.

PBD currently has the higher Sharpe Ratio (2.95 vs -0.99), 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.

Portfolio Optimizer

Find the right allocation for PBD and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer