PLTW vs. MSTY
PLTW (PLTR WeeklyPay™ ETF) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -26.59% vs -66.58% for MSTY. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
PLTW vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -42.11% return, which is significantly lower than MSTY's -27.80% return.
PLTW
- 1D
- -3.23%
- 1M
- -18.15%
- YTD
- -42.11%
- 6M
- -48.01%
- 1Y
- -26.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTY
- 1D
- -4.55%
- 1M
- -31.74%
- YTD
- -27.80%
- 6M
- -29.80%
- 1Y
- -66.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -42.11% | 28.26% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -27.80% | -49.10% |
Correlation
The correlation between PLTW and MSTY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.45 |
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Return for Risk
PLTW vs. MSTY — Risk / Return Rank
PLTW
MSTY
PLTW vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) 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.
| PLTW | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.79 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | -0.93 | +0.42 |
| Martin ratioReturn relative to average drawdown | -0.98 | -1.35 | +0.37 |
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Drawdowns
PLTW vs. MSTY - Drawdown Comparison
The maximum PLTW drawdown since its inception was -52.65%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for PLTW and MSTY.
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Drawdown Indicators
| PLTW | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.65% | -71.79% | +19.14% |
Max Drawdown (1Y)Largest decline over 1 year | -52.65% | -71.79% | +19.14% |
Current DrawdownCurrent decline from peak | -52.65% | -71.62% | +18.97% |
Average DrawdownAverage peak-to-trough decline | -23.35% | -26.97% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.25% | 49.36% | -22.11% |
Volatility
PLTW vs. MSTY - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 23.13% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.32%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier 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
| PLTW | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 19.32% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 46.72% | 49.66% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 62.02% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 71.82% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.29% | 71.82% | +2.47% |
PLTW vs. MSTY - Expense Ratio Comparison
Both PLTW and MSTY have an expense ratio of 0.99%.
Dividends
PLTW vs. MSTY - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 151.83%, less than MSTY's 286.06% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 286.06% | 294.61% | 104.56% |
PLTW PLTR WeeklyPay™ ETF | 151.83% | 72.40% | 0.00% |
Frequently Asked Questions
PLTW and MSTY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (23.13%) compared to MSTY (19.32%). In terms of maximum drawdown, PLTW dropped -52.65% vs MSTY's -71.79%.
On 1-year performance, PLTW leads with -26.59% vs -66.58% for MSTY. Both ETFs have the same 0.99% expense ratio. On volatility, MSTY has been the lower-risk option at 19.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PLTW has performed better with a -26.59% return vs -66.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW and MSTY have the same expense ratio: 0.99% per year.
MSTY has the higher dividend yield at 286.06%, compared with 151.83% for PLTW.
They also come from different issuers: Roundhill and YieldMax.
PLTW currently has the higher Sharpe Ratio (-0.43 vs -1.08), 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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