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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

In the year-to-date period, YBTC achieves a -23.08% return, which is significantly higher than MSTW's -48.21% return.


YBTC

1D
1.15%
1M
4.67%
6M
-14.64%
YTD
-23.08%
1Y
-39.52%
3Y*
5Y*
10Y*
ALL TIME*
5.44%

MSTW

1D
1.76%
1M
-7.73%
6M
-42.22%
YTD
-48.21%
1Y
-82.82%
3Y*
5Y*
10Y*
ALL TIME*
-84.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.30M$1.35M$2.96M
$1.48M$1.24M$1.57M

YBTC vs. MSTW - Yearly Performance Comparison


2026 (YTD)2025
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
-23.08%-24.52%
MSTW
Roundhill MSTR WeeklyPay™ ETF
-48.21%-71.40%

Correlation

The correlation between YBTC and MSTW is 0.79, 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.

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.79

The correlation between YBTC and MSTW has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

YBTC vs. MSTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 33
Calmar Ratio Rank
YBTC Martin Ratio Rank: 33
Martin Ratio Rank

MSTW
MSTW Risk / Return Rank: 11
Overall Rank
MSTW Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSTW Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTW Omega Ratio Rank: 11
Omega Ratio Rank
MSTW Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTW Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


YBTCMSTWDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

0.83

0.78

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.96

+0.14

Martin ratioReturn relative to average drawdown

-1.26

-1.31

+0.05

YBTC vs. MSTW - Sharpe Ratio Comparison

The current YBTC Sharpe Ratio is -0.99, which is comparable to the MSTW Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of YBTC and MSTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YBTC vs. MSTW - Drawdown Comparison

The maximum YBTC drawdown since its inception was -48.84%, smaller than the maximum MSTW drawdown of -87.29%. 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

-48.84%

-87.29%

+38.45%

Max Drawdown (1Y)

Largest decline over 1 year

-48.84%

-86.75%

+37.91%

Current Drawdown

Current decline from peak

-43.83%

-85.20%

+41.37%

Average Drawdown

Average peak-to-trough decline

-14.95%

-58.88%

+43.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.47%

63.23%

-31.76%

Volatility

YBTC vs. MSTW - Volatility Comparison

The current volatility for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) is 7.36%, while Roundhill MSTR WeeklyPay™ ETF (MSTW) has a volatility of 19.65%. This indicates that YBTC experiences smaller price fluctuations and is considered to be less risky than MSTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YBTCMSTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

19.65%

-12.29%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

73.26%

-41.53%

Volatility (1Y)

Calculated over the trailing 1-year period

40.20%

90.82%

-50.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.43%

90.22%

-49.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

90.22%

-49.79%

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 80.06%, less than MSTW's 422.61% yield.


PositionTTM20252024
MSTW
Roundhill MSTR WeeklyPay™ ETF
422.61%106.94%0.00%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
80.06%76.04%44.53%

Frequently Asked Questions


YBTC and MSTW have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTW has higher volatility (19.65%) compared to YBTC (7.36%). In terms of maximum drawdown, YBTC dropped -48.84% vs MSTW's -87.29%.

On 1-year performance, YBTC leads with -39.52% vs -82.82% for MSTW. On fees, YBTC is cheaper at 0.95% per year. On volatility, YBTC has been the lower-risk option at 7.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, YBTC has performed better with a -39.52% return vs -82.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

MSTW has the higher dividend yield at 422.61%, compared with 80.06% 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.

MSTW currently has the higher Sharpe Ratio (-0.92 vs -0.99), 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.

Portfolio Optimizer

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