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SQY vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQY vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SQ Option Income Strategy ETF (SQY) 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


SQY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SQY vs. MSTY — Risk / Return Rank

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

SQY

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


MSTY
MSTY Risk / Return Rank: 11
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: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
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.

SQY vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) 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.


SQYMSTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.79

Calmar ratioReturn relative to maximum drawdown

-0.93

Martin ratioReturn relative to average drawdown

-1.35

SQY vs. MSTY - Sharpe Ratio Comparison


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Drawdowns

SQY vs. MSTY - Drawdown Comparison


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Drawdown Indicators


SQYMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-71.79%

Max Drawdown (1Y)

Largest decline over 1 year

-71.79%

Current Drawdown

Current decline from peak

-71.62%

Average Drawdown

Average peak-to-trough decline

-26.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.36%

Volatility

SQY vs. MSTY - Volatility Comparison


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Volatility by Period


SQYMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.32%

Volatility (6M)

Calculated over the trailing 6-month period

49.66%

Volatility (1Y)

Calculated over the trailing 1-year period

62.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.82%

SQY vs. MSTY - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is higher than MSTY's 0.99% expense ratio.


Dividends

SQY vs. MSTY - Dividend Comparison

SQY has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 286.06%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%

Frequently Asked Questions


On fees, MSTY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTY is cheaper with a 0.99% expense ratio, compared with 1.01% for SQY.

MSTY has the higher dividend yield at 286.06%, compared with 0.00% for SQY.

Their fees differ too: 1.01% for SQY and 0.99% for MSTY.

Portfolio Optimizer

Find the right allocation for SQY and MSTY

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