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  5. MSTY: My question is concerning the NYSE traded ETF MSTY as well as the MSTY. [Harvest MicroStrategy High Income Shares ETF]
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Q: My question is concerning the NYSE traded ETF MSTY as well as the MSTY.CA ETF. Mike Khouw recommended the NY traded ETF as not so much a play on Microstrategy as it is a play on the options trading volatility on that particular stock. Could you provide your analysis and opinion regarding this ETF. Could you also compare differences and similarities of the NYSE ETF and the
Canadian one. Lastly would you recommend either for an income focused investor? Thank you as always.
Asked by Ken on May 20, 2025
5i Research Answer:

Certainly volatility plays a big role in the high distribution here, but we would disagree that MSTY is not highly correlated to MSTR stock. MSTR stock is the only thing it is exposed (not directly, but through synthetic call option exposure). While the ETF has been a fabulous performer, it has a short history, and in its existence MSTR has gone mostly up. But let's look at how the fund does when MSTR declines: in Feb 2025 it fell 25%. In December 2024 it fell 23%. In April 2024 it fell 35%. If MSTR declines sharply, we would fully expect MSTY to as well. The income may cushion the blow, but in no way would we consider this to be a one-way street. MSTY could decline 50%, easily, under the wrong type of conditions for MSTR. MSTY in the US has $3.8B in assets and fees are noted at 0.99%. In Canada, $85M and 0.40%. Indicated yield in Canada is much lower, and the fund does invest directly in MSTR and sells options on its position. MSTR in the US also uses call spreads (sell a low strike price call and buy a higher price call) and in Canada the fund is more like a 'normal' covered call fund. The Canadian fund has a slightly better 3-month return, not including currency impacts.