It depends. OpSec is everything with self-hosted. If done correctly, no one could trace back to you in the first place. This would be done in conjunction with a "bulletproof host."
Whereas, the for-profit VPN provider who may take connection logs and if you didn't obfuscate your payment method knows you from that. Not to mention, they hold your private key and could decrypt the traffic. A lot of trust. Corporations always lie.