PSTR vs. HYTI
PSTR (PeakShares Sector Rotation ETF) and HYTI (FT Vest High Yield & Target Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PSTR returned 20.26% vs 5.40% for HYTI. Their 0.55 correlation means they have sometimes moved together and sometimes differently. PSTR charges 1.07%/yr vs 0.65%/yr for HYTI.
Performance
PSTR vs. HYTI - Performance Comparison
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Returns By Period
In the year-to-date period, PSTR achieves a 11.52% return, which is significantly higher than HYTI's 1.99% return.
PSTR
- 1D
- 1.36%
- 1M
- 2.50%
- 6M
- 9.19%
- YTD
- 11.52%
- 1Y
- 20.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.26%
HYTI
- 1D
- 0.05%
- 1M
- -0.30%
- 6M
- 1.08%
- YTD
- 1.99%
- 1Y
- 5.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $319.21K | $403.23K | $521.38K | |
| $138.14K | $98.29K | $142.05K |
PSTR vs. HYTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSTR PeakShares Sector Rotation ETF | 11.52% | 7.13% |
HYTI FT Vest High Yield & Target Income ETF | 1.99% | 7.01% |
Correlation
The correlation between PSTR and HYTI is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.55 |
The correlation between PSTR and HYTI has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.
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Return for Risk
PSTR vs. HYTI — Risk / Return Rank
PSTR
HYTI
PSTR vs. HYTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and FT Vest High Yield & Target Income ETF (HYTI). 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.
| PSTR | HYTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.28 | +0.77 |
| Martin ratioReturn relative to average drawdown | 15.38 | 9.55 | +5.82 |
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Drawdowns
PSTR vs. HYTI - Drawdown Comparison
The maximum PSTR drawdown since its inception was -14.73%, which is greater than HYTI's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for PSTR and HYTI.
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Drawdown Indicators
| PSTR | HYTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -4.47% | -10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -2.38% | -4.30% |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -0.45% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 0.57% | +0.75% |
Volatility
PSTR vs. HYTI - Volatility Comparison
PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 2.67% compared to FT Vest High Yield & Target Income ETF (HYTI) at 0.77%. This indicates that PSTR's price experiences larger fluctuations and is considered to be riskier than HYTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTR | HYTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 0.77% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 3.25% | +5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 3.81% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 5.05% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.55% | 5.05% | +7.50% |
PSTR vs. HYTI - Expense Ratio Comparison
PSTR has a 1.07% expense ratio, which is higher than HYTI's 0.65% expense ratio.
Dividends
PSTR vs. HYTI - Dividend Comparison
PSTR's dividend yield for the trailing twelve months is around 4.75%, less than HYTI's 10.51% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HYTI FT Vest High Yield & Target Income ETF | 10.51% | 8.10% | 0.00% |
PSTR PeakShares Sector Rotation ETF | 4.75% | 4.96% | 1.57% |
Frequently Asked Questions
PSTR and HYTI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTR has higher volatility (2.67%) compared to HYTI (0.77%). In terms of maximum drawdown, PSTR dropped -14.73% vs HYTI's -4.47%.
On 1-year performance, PSTR leads with 20.26% vs 5.40% for HYTI. On fees, HYTI is cheaper at 0.65% per year. On volatility, HYTI has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PSTR has performed better with a 20.26% return vs 5.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HYTI is cheaper with a 0.65% expense ratio, compared with 1.07% for PSTR.
HYTI has the higher dividend yield at 10.51%, compared with 4.75% for PSTR.
They also come from different issuers: PeakShares and FT Vest. Their fees differ too: 1.07% for PSTR and 0.65% for HYTI.
PSTR currently has the higher Sharpe Ratio (2.10 vs 1.42), 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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