USEMX vs. MSTY

In the year-to-date period, USEMX achieves a 9.60% return, which is significantly lower than MSTY's 21.09% return.

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USEMX has a 1.47% expense ratio, which is higher than MSTY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for USAA Emerging Markets Fund (USEMX) 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.

The current USEMX Sharpe Ratio is 0.45, which is lower than the MSTY Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of USEMX and MSTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USEMX's dividend yield for the trailing twelve months is around 2.91%, less than MSTY's 140.35% yield.

The maximum USEMX drawdown since its inception was -64.84%, which is greater than MSTY's maximum drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for USEMX and MSTY.

The current volatility for USAA Emerging Markets Fund (USEMX) is 3.29%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 11.84%. This indicates that USEMX 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.