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YBTC vs. MSTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBTC vs. MSTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Roundhill MSTR WeeklyPay ETF (MSTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with YBTC having a -23.39% return and MSTW slightly lower at -23.56%.


YBTC

1D
-2.77%
1M
-16.32%
YTD
-23.39%
6M
-26.70%
1Y
-35.71%
3Y*
5Y*
10Y*

MSTW

1D
-8.54%
1M
-36.78%
YTD
-23.56%
6M
-41.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YBTC vs. MSTW - Yearly Performance Comparison


2026 (YTD)2025
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
-23.39%-24.78%
MSTW
Roundhill MSTR WeeklyPay ETF
-23.56%-71.42%

Correlation

The correlation between YBTC and MSTW is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

0.80

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Return for Risk

YBTC vs. MSTW — Risk / Return Rank

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

YBTC
YBTC Risk / Return Rank: 22
Overall Rank
YBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
YBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
YBTC Omega Ratio Rank: 22
Omega Ratio Rank
YBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
YBTC Martin Ratio Rank: 22
Martin Ratio Rank

MSTW
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.

YBTC vs. MSTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Roundhill MSTR WeeklyPay ETF (MSTW). 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.


YBTCMSTWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.76

Martin ratioReturn relative to average drawdown

-1.39

YBTC vs. MSTW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YBTCMSTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.94

+1.10

Drawdowns

YBTC vs. MSTW - Drawdown Comparison

The maximum YBTC drawdown since its inception was -47.09%, smaller than the maximum MSTW drawdown of -81.85%. Use the drawdown chart below to compare losses from any high point for YBTC and MSTW.


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Drawdown Indicators


YBTCMSTWDifference

Max Drawdown

Largest peak-to-trough decline

-47.09%

-81.85%

+34.76%

Max Drawdown (1Y)

Largest decline over 1 year

-47.09%

Current Drawdown

Current decline from peak

-44.06%

-78.15%

+34.09%

Average Drawdown

Average peak-to-trough decline

-12.89%

-54.49%

+41.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.69%

Volatility

YBTC vs. MSTW - Volatility Comparison


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Volatility by Period


YBTCMSTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

Volatility (1Y)

Calculated over the trailing 1-year period

39.20%

89.01%

-49.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.81%

89.01%

-48.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.81%

89.01%

-48.20%

YBTC vs. MSTW - Expense Ratio Comparison

YBTC has a 0.95% expense ratio, which is lower than MSTW's 0.99% expense ratio.


Dividends

YBTC vs. MSTW - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 88.13%, less than MSTW's 239.64% yield.


PositionTTM20252024
MSTW
Roundhill MSTR WeeklyPay ETF
239.64%106.94%0.00%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
88.13%76.04%44.53%

Frequently Asked Questions


YBTC and MSTW have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YBTC is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YBTC is cheaper with a 0.95% expense ratio, compared with 0.99% for MSTW.

MSTW has the higher dividend yield at 239.64%, compared with 88.13% for YBTC.

YBTC is categorized as Cryptocurrency, while MSTW is Derivative Income. Their fees differ too: 0.95% for YBTC and 0.99% for MSTW.

Portfolio Optimizer

Find the right allocation for YBTC and MSTW

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