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PBE vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBE vs. MSTY - Performance Comparison

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

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Returns By Period

In the year-to-date period, PBE achieves a 3.32% return, which is significantly higher than MSTY's -12.23% return.


PBE

1D
0.81%
1M
4.85%
YTD
3.32%
6M
5.17%
1Y
34.13%
3Y*
10.91%
5Y*
2.31%
10Y*
8.90%

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)

PBE vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
PBE
Invesco Dynamic Biotechnology & Genome ETF
3.32%24.84%4.67%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between PBE and MSTY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.29

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Return for Risk

PBE vs. MSTY — Risk / Return Rank

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

PBE
PBE Risk / Return Rank: 5858
Overall Rank
PBE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
PBE Omega Ratio Rank: 5353
Omega Ratio Rank
PBE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PBE Martin Ratio Rank: 5252
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.

PBE vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Biotechnology & Genome ETF (PBE) 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.


PBEMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+4.32

Omega ratioGain probability vs. loss probability

1.31

0.82

+0.49

Calmar ratioReturn relative to maximum drawdown

2.92

-0.84

+3.77

Martin ratioReturn relative to average drawdown

8.21

-1.25

+9.46

PBE vs. MSTY - Sharpe Ratio Comparison

The current PBE Sharpe Ratio is 1.81, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of PBE 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.


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Drawdowns

PBE vs. MSTY - Drawdown Comparison

The maximum PBE drawdown since its inception was -45.69%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for PBE and MSTY.


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Drawdown Indicators


PBEMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-45.69%

-71.79%

+26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-71.79%

+60.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.84%

Current Drawdown

Current decline from peak

-1.00%

-65.49%

+64.49%

Average Drawdown

Average peak-to-trough decline

-16.21%

-26.61%

+10.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

48.38%

-44.21%

Volatility

PBE vs. MSTY - Volatility Comparison

The current volatility for Invesco Dynamic Biotechnology & Genome ETF (PBE) is 6.04%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that PBE 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.


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Volatility by Period


PBEMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

19.30%

-13.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

49.85%

-36.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

61.63%

-42.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

71.87%

-49.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

71.87%

-46.96%

PBE vs. MSTY - Expense Ratio Comparison

PBE has a 0.59% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

PBE vs. MSTY - Dividend Comparison

PBE's dividend yield for the trailing twelve months is around 1.02%, 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%
PBE
Invesco Dynamic Biotechnology & Genome ETF
1.02%1.00%0.05%0.02%0.00%0.00%0.04%0.00%0.00%0.57%0.38%1.12%

Frequently Asked Questions


PBE and MSTY have a correlation of 0.29, 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 PBE (6.04%). In terms of maximum drawdown, PBE dropped -45.69% vs MSTY's -71.79%.

On 1-year performance, PBE leads with 34.13% vs -60.49% for MSTY. On fees, PBE is cheaper at 0.59% per year. On volatility, PBE has been the lower-risk option at 6.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PBE has performed better with a 34.13% return vs -60.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBE is cheaper with a 0.59% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 230.78%, compared with 1.02% for PBE.

PBE is categorized as Health & Biotech Equities, while MSTY is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.59% for PBE and 0.99% for MSTY.

PBE currently has the higher Sharpe Ratio (1.81 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

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