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BESF vs. MDST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BESF vs. MDST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bastion Energy ETF (BESF) and Westwood Salient Enhanced Midstream Income ETF (MDST). 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 investments are quite close, with BESF having a 16.12% return and MDST slightly higher at 16.53%.


BESF

1D
1.01%
1M
-6.28%
YTD
16.12%
6M
15.17%
1Y
61.61%
3Y*
5Y*
10Y*

MDST

1D
1.73%
1M
-1.91%
YTD
16.53%
6M
16.66%
1Y
20.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BESF vs. MDST - Yearly Performance Comparison


2026 (YTD)2025
BESF
Bastion Energy ETF
16.12%38.76%
MDST
Westwood Salient Enhanced Midstream Income ETF
16.53%2.34%

Correlation

The correlation between BESF and MDST is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.48

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Return for Risk

BESF vs. MDST — Risk / Return Rank

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

BESF
BESF Risk / Return Rank: 8484
Overall Rank
BESF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BESF Sortino Ratio Rank: 8383
Sortino Ratio Rank
BESF Omega Ratio Rank: 7777
Omega Ratio Rank
BESF Calmar Ratio Rank: 9292
Calmar Ratio Rank
BESF Martin Ratio Rank: 8383
Martin Ratio Rank

MDST
MDST Risk / Return Rank: 5555
Overall Rank
MDST Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MDST Sortino Ratio Rank: 5454
Sortino Ratio Rank
MDST Omega Ratio Rank: 5252
Omega Ratio Rank
MDST Calmar Ratio Rank: 6767
Calmar Ratio Rank
MDST Martin Ratio Rank: 5252
Martin Ratio Rank
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.

BESF vs. MDST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bastion Energy ETF (BESF) and Westwood Salient Enhanced Midstream Income ETF (MDST). 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.


BESFMDSTDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.10

Calmar ratioReturn relative to maximum drawdown

5.64

3.12

+2.52

Martin ratioReturn relative to average drawdown

15.57

8.43

+7.14

BESF vs. MDST - Sharpe Ratio Comparison

The current BESF Sharpe Ratio is 2.52, which is higher than the MDST Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BESF and MDST, 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

BESF vs. MDST - Drawdown Comparison

The maximum BESF drawdown since its inception was -10.97%, smaller than the maximum MDST drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for BESF and MDST.


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Drawdown Indicators


BESFMDSTDifference

Max Drawdown

Largest peak-to-trough decline

-10.97%

-14.19%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-6.74%

-4.23%

Current Drawdown

Current decline from peak

-8.73%

-2.20%

-6.53%

Average Drawdown

Average peak-to-trough decline

-2.74%

-2.20%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.49%

+1.48%

Volatility

BESF vs. MDST - Volatility Comparison

Bastion Energy ETF (BESF) has a higher volatility of 6.97% compared to Westwood Salient Enhanced Midstream Income ETF (MDST) at 4.87%. This indicates that BESF's price experiences larger fluctuations and is considered to be riskier than MDST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BESFMDSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

4.87%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

8.71%

+6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.75%

12.45%

+12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.39%

16.11%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

16.11%

+8.28%

BESF vs. MDST - Expense Ratio Comparison

Both BESF and MDST have an expense ratio of 0.80%.


Dividends

BESF vs. MDST - Dividend Comparison

BESF's dividend yield for the trailing twelve months is around 5.86%, less than MDST's 9.20% yield.


PositionTTM20252024
BESF
Bastion Energy ETF
5.86%6.39%0.00%
MDST
Westwood Salient Enhanced Midstream Income ETF
9.20%10.22%6.60%

Frequently Asked Questions


BESF and MDST have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BESF has higher volatility (6.97%) compared to MDST (4.87%). In terms of maximum drawdown, BESF dropped -10.97% vs MDST's -14.19%.

On 1-year performance, BESF leads with 61.61% vs 20.94% for MDST. Both ETFs have the same 0.80% expense ratio. On volatility, MDST has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BESF has performed better with a 61.61% return vs 20.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BESF and MDST have the same expense ratio: 0.80% per year.

MDST has the higher dividend yield at 9.20%, compared with 5.86% for BESF.

They also come from different issuers: Bastion and Westwood.

BESF currently has the higher Sharpe Ratio (2.52 vs 1.69), 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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