Cross-protocol risk · live

See the risk you’re actually taking.

Vault dashboards show the front door. We trace every dollar of yield back to the Morpho markets, Aave reserves, and Pendle PTs underneath — on Base, Ethereum, and Arbitrum — so you can see how concentrated the capital you’re lending really is.

Vault TVL tracked$1.3BAggregate Morpho TVL on Base
Vaults18Indexed on Base
Underlying markets51Distinct Morpho markets
Cross-protocol assets6appear in Morpho ∩ Aave
Borrower exposure

What is your USDC actually lent against?

Vaults lend USDC to borrowers who post these assets as collateral. The bigger the bar, the more capital flows to that asset.

CollateralVault capital lent# VaultsOn AaveAave supply APYTop vault
cbBTC$1.2B11Yes2.4%Steakhouse Prime USDCV1.1($450.8M)
WETH$63.0M12Yes1.7%Gauntlet USDC PrimeV1.0($20.0M)
wstETH$8.3M11Yes0.1%Moonwell Flagship ETHV1.0($6.2M)
wsuperOETHb$7.4M2NoMetronome msETH VaultV1.0($7.0M)
cbETH$6.2M12Yes3.8%Gauntlet WETH CoreV1.0($1.9M)
cbXRP$2.8M3NoYearn OG USDCV1.1($1.9M)
weETH$2.7M3Yes0.0%Moonwell Flagship ETHV1.0($2.0M)
yoUSD$2.6M1NoClearstar USDC ReactorV1.1($2.6M)
LBTC$1.3M4NoMoonwell Frontier cbBTCV1.0($1.3M)
PT-USDai-18JUN2026-(ARB)$1.3M1NoSteakhouse High Yield USDC v1.1V1.1($1.3M)
cbADA$1.2M2NoGauntlet USDC FrontierV1.0($467K)
cbDOGE$498K3NoSteakhouse High Yield USDC v1.1V1.1($180K)
SOL$422K2NoSteakhouse High Yield USDC v1.1V1.1($422K)
rETH$201K2NoMoonwell Flagship EURCV1.0($127K)
cbLTC$195K2NoSteakhouse High Yield USDC v1.1V1.1($153K)
deSPXA$14K1NoSteakhouse High Yield USDC v1.1V1.1($14K)
USDC$14K1Yes3.0%Moonwell Flagship ETHV1.0($14K)
YFI$9K1NoYearn OG USDCV1.1($9K)
superOETHb$2K1NoClearstar USDC ReactorV1.1($2K)
LsETH$2K1NoGauntlet WETH CoreV1.0($2K)
AERO$266.251NoSteakhouse High Yield USDC v1.1V1.1($266.25)
bsdETH$42.991NoGauntlet WETH CoreV1.0($42.99)
cUSDO$6.741NoSteakhouse High Yield USDC v1.1V1.1($6.74)
Hidden correlation

Different vaults — same underlying markets.

Two vaults can advertise different strategies but share 80% of their underlying Morpho markets. The matrix shows where “diversification” is just rebranding.

Pairwise collateral-market overlap percent between the top 10 Morpho vaults on Base. Higher numbers mean more shared underlying exposure.
Steakhouse Prime USDCGauntlet USDC PrimeSteakhouse USDCPangolins USDCFroge's USDCMoonwell Flagship USDCSpark USDC VaultMoonwell Flagship ETHMetronome msETH VaultGauntlet WETH Core
Steakhouse Prime USDC98%99%96%96%43%3%0%0%9%
Gauntlet USDC Prime98%97%94%94%45%5%0%0%10%
Steakhouse USDC99%97%97%97%42%3%0%0%9%
Pangolins USDC96%94%97%100%39%0%0%0%9%
Froge's USDC96%94%97%100%39%0%0%0%9%
Moonwell Flagship USDC43%45%42%39%39%60%1%1%10%
Spark USDC Vault3%5%3%0%0%60%0%0%0%
Moonwell Flagship ETH0%0%0%0%0%1%0%1%27%
Metronome msETH Vault0%0%0%0%0%1%0%1%12%
Gauntlet WETH Core9%10%9%9%9%10%0%27%12%

Cross-Protocol Collateral · Morpho ∩ Aave

Assets posted as collateral on Morpho that are also lent on Aave — a single asset crash hits both protocols.

cbBTC(11 vaults)WETH(12 vaults)wstETH(11 vaults)cbETH(12 vaults)weETH(3 vaults)USDC(1 vaults)
Stress test · interactive

Pick an asset. Drag the slider. See who breaks.

First-order LTV stress: if cbBTC drops 30%, which Morpho markets cross their liquidation threshold and which vaults absorb the loss? Back-of-envelope — the API doesn’t yet expose average_borrow_ltv per market, so we assume loans sit at 85% of LLTV across the board, which inflates the impact at high shock sizes.

30%
$48.9Mof vault capital under-collateralised
3.9% of total tracked vault TVL · assumes loans at 85% of LLTV

Markets crossing LLTV(3)

  • cbBTC/USDC@ 86% LLTV → 104%$48.8M
  • cbBTC/EURC@ 86% LLTV → 104%$50K
  • cbBTC/WETH@ 92% LLTV → 111%$32K

Vaults absorbing loss(11)

  • Steakhouse Prime USDC$19.1M (4%)
  • Gauntlet USDC Prime$14.9M (4%)
  • Steakhouse USDC$12.1M (4%)
  • Pangolins USDC$1.4M (4%)
  • Froge's USDC$1.0M (4%)
  • Moonwell Flagship USDC$165K (2%)
  • Moonwell Flagship EURC$50K (3%)
  • Gauntlet WETH Core$32K (1%)
  • + 3 more vaults
Methodology — how the cascade is computed

For every Morpho market posting cbBTC as collateral we approximate currentLtv = lltv × 0.85 — the Compass API doesn’t expose average_borrow_ltv per market yet, so we fall back to a conservative “typical” utilization. Most cohorts aren’t simultaneously at 85% of LLTV, so the cascade reads worse than reality. Roadmap to swap in a per-market borrow-LTV when the API ships it: docs/plans/2026-05-08-risk-dashboard-roadmap. After the shock, newLtv = currentLtv / (1 − shockPct).

When newLtv > 1 the collateral is worth less than the loan and the lender (the vault) eats the shortfall as bad debt. We compute it per market:

badDebt = exposureUsd × (1 − 1 / newLtv)

This is what the headline number reports and why doubling the shock roughly doubles the bad debt — not just lights up the same markets twice.

  • Ignores TWAP smoothing, oracle deviation, partial liquidations, and liquidation incentives.
  • Markets where the new LTV is past LLTV but still under 100% are not shown — the liquidator covers the loss in those cases, not the lender.
  • LLTV is wei-scaled (1e18) on the API; we divide and render as percent.
Rate sensitivity

Where yields are heading.

Compare 7d, 30d, and 90d APY by vault. Pendle PT pricing reveals what the market is paying to lock the rate in today.

Yield comparison — Morpho vs Aave vs Pendle

Vault7d APY30d APY90d APY30d Δ (bps)Trend
Steakhouse Prime USDC4.3%4.3%4.0%+3 bpsStable
Gauntlet USDC Prime4.3%4.3%4.0%+3 bpsStable
Steakhouse USDC3.2%3.2%3.0%+2 bpsStable
Pangolins USDC4.3%4.2%3.7%+14 bpsStable
Froge's USDC4.3%4.3%4.0%+3 bpsStable
Moonwell Flagship USDC3.6%3.6%3.4%+2 bpsStable
Spark USDC Vault3.8%3.8%3.6%+1 bpsStable
Moonwell Flagship ETH1.2%2.7%1.9%-145 bpsStable
Metronome msETH Vault3.4%2.1%1.7%+132 bpsStable
Gauntlet WETH Core1.5%2.9%2.2%-141 bpsStable
Steakhouse High Yield USDC v1.15.5%5.5%4.8%+4 bpsStable
Clearstar USDC Reactor4.4%4.9%5.1%-49 bpsStable
Gauntlet USDC Frontier5.4%5.1%4.7%+31 bpsStable
Yearn OG USDC4.6%4.9%4.2%-35 bpsStable
Gauntlet USDC Core3.9%3.9%3.6%+3 bpsStable
Moonwell Flagship EURC1.0%1.3%1.0%-25 bpsStable
Moonwell Frontier cbBTC0.0%0.0%0.0%0 bpsStable
Grove x Steakhouse USDC High Yi…4.3%4.3%4.0%+2 bpsStable

Pendle implied APY — forward-rate signal

PT prices imply the fixed yield the market will accept to lock in today. Morpho is averaging 3.6%; if implied APY prints below that, traders expect rates to fall.

apxUSD
15.8%
32 days to expiry
Market expects rates to rise
WETH
4.1%
130 days to expiry
Market expects rates to rise
KAITO
27.5%
74 days to expiry
Market expects rates to rise
superOETHb
3.3%
39 days to expiry
Market expects rates to fall
ltPARA
22.0%
25 days to expiry
Market expects rates to rise
How we measure this

7d / 30d / 90d APY are time-weighted means reported by the Compass /v2/earn/vaults endpoint — APR realized over that lookback window.

30d Δ (bps) = apy7d − apy30d, expressed in basis points. We bucket the trend pill at ±10 bps: Compressing when the recent week is < −10 bps below the month; Expanding when it’s > +10 bps; Stable otherwise.

Pendle implied APY is the fixed yield priced into each market’s PT today. If implied APY prints below the average Morpho APY, the market is paying to lock today’s rate — i.e. it expects rates to fall.

Risk-adjusted yield

Is the APY worth the volatility?

Each dot is a vault. Top-left is the goldilocks zone — high APY with steady rates. T-bills (3.75%) and Aave USDC supply mark the baselines you should beat.

$0$500M
$0$200M
Showing 18 of 18 vaults
How we measure this

APY drift = |apy7d − apy30d| expressed in basis points. This is a directional drift signal, not a true volatility measure — rolling standard deviation of daily APY snapshots is the right metric, but the Compass API doesn’t yet expose a daily series. Drift underweights long-tail volatility (a vault that crashed three weeks ago looks calm today), so read it as “how much have rates moved lately,” not as a Sharpe input. Roadmap to a proper stddev: docs/plans/2026-05-08-risk-dashboard-roadmap.

30d APY is the time-weighted mean reported by the Compass /v2/earn/vaults endpoint. T-bill 3M is the 3-month constant-maturity Treasury yield, hardcoded at 3.75% in lib/risk/calculations.ts · T_BILL_RATE. We update it by hand; a follow-up task swaps in a server-side FRED fetch (see roadmap doc above).

Bubble size is sqrt(tvl_usd) clamped to 4–18 px, so the biggest vault doesn’t dwarf the others. We jitter equal-x dots by ±0.5 bps so dense clusters stay readable.

Vaults newer than 30 days have no 30d APY yet — we plot them at x = 0 using their 7d APY for y, so they stay on the chart. They cluster on the y-axis until they accumulate a 30-day series.

Yield mechanics & exit

How the yield works — and how to leave.

Where each vault’s headline APY actually comes from, how it’s drifted recently, and how much of your deposit you could pull right now.

Per-vault yield decomposition, recent APY drift, and instantly-withdrawable share, paginated 25 vaults at a time and filtered by the dashboard’s TVL gate.
Vault7d APYYield source7d vs 30dWithdrawable now
Steakhouse Prime USDCV1.1$468.3M4.3%100% borrower demand+3 bps
30.9% of TVL
Gauntlet USDC PrimeV1.0$375.2M4.3%100% borrower demand+3 bps
38.6% of TVL
Steakhouse USDCV1.0$295.0M3.2%100% borrower demand+2 bps
49.0% of TVL
Pangolins USDCV1.1$33.4M4.3%100% borrower demand+14 bps
100.0% of TVL
Froge's USDCV1.1$23.8M4.3%100% borrower demand+3 bps
100.0% of TVL
Moonwell Flagship USDCV1.0$9.9M3.6%100% borrower demand+2 bps
100.0% of TVL
Spark USDC VaultV1.1$9.1M3.8%100% borrower demand+1 bps
84.0% of TVL
Moonwell Flagship ETHV1.0$8.6M1.2%100% borrower demand-145 bps
28.8% of TVL
Metronome msETH VaultV1.0$7.1M3.4%100% borrower demand+132 bps
7.3% of TVL
Gauntlet WETH CoreV1.0$3.6M1.5%100% borrower demand-141 bps
35.0% of TVL
Steakhouse High Yield USDC…V1.1$3.4M5.5%100% borrower demand+4 bps
39.5% of TVL
Clearstar USDC ReactorV1.1$2.8M4.4%100% borrower demand-49 bps
18.2% of TVL
Gauntlet USDC FrontierV1.0$2.4M5.4%100% borrower demand+31 bps
78.8% of TVL
Yearn OG USDCV1.1$2.1M4.6%100% borrower demand-35 bps
99.7% of TVL
Gauntlet USDC CoreV1.0$2.1M3.9%100% borrower demand+3 bps
96.8% of TVL
Moonwell Flagship EURCV1.0$1.6M1.0%100% borrower demand-25 bps
55.1% of TVL
Moonwell Frontier cbBTCV1.0$1.3M0.0%100% borrower demand+0 bps
95.2% of TVL
Grove x Steakhouse USDC Hig…V1.1$1.0M4.3%100% borrower demand+2 bps
92.1% of TVL
Methodology — how we estimate this

Yield source. We isolate Pendle PT contribution as (capital in PT collateral) × (Pendle implied APY) ÷ vault TVL, divided by the headline 7d APY. The remainder is shown as “borrower demand” — but that bucket also absorbs Aave idle reserves, incentive emissions, and any other yield source the API doesn’t individually tag. A vault showing 100% borrower demand is therefore the default residual when no Pendle PT exposure is detected, not a positive claim that the entire APY came from Morpho borrowers. Treat the split as directional, not exact. Roadmap to a mechanically clean breakdown (idle reserves tagged separately by the API): docs/plans/2026-05-08-risk-dashboard-roadmap.

7d vs 30d. apy_7d − apy_30d in basis points. A positive number means yield is expanding lately; negative means it’s compressing.

Withdrawable now. liquidity_usd ÷ tvl_usd, the share of the vault you could redeem in a single transaction without queuing or waiting for borrower repayments. Anything below ~15% of TVL is a practical exit-risk signal.

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