MSST vs. BCI
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both exchange-traded funds - MSST is a Derivative Income fund actively managed by YieldMax, while BCI is a Commodities fund tracking the Bloomberg Commodity Index Total Return. MSST is actively managed, while BCI is passively managed. At a correlation of -0.05, they often move in opposite directions. MSST charges 0.99%/yr vs 0.26%/yr for BCI.
Performance
MSST vs. BCI - Performance Comparison
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Returns By Period
In the year-to-date period, MSST achieves a -33.85% return, which is significantly lower than BCI's 14.18% return.
MSST
- 1D
- 6.17%
- 1M
- -25.86%
- 6M
- -33.85%
- YTD
- -33.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BCI
- 1D
- 0.22%
- 1M
- -9.97%
- 6M
- 14.18%
- YTD
- 14.18%
- 1Y
- 22.87%
- 3Y*
- 11.27%
- 5Y*
- 8.67%
- 10Y*
- —
MSST vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.18% | 1.60% |
Correlation
The correlation between MSST and BCI is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.05 |
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Return for Risk
MSST vs. BCI — Risk / Return Rank
MSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BCI
MSST vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| MSST | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.55 | — |
| Martin ratioReturn relative to average drawdown | — | 5.64 | — |
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Drawdowns
MSST vs. BCI - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MSST and BCI.
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Drawdown Indicators
| MSST | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -32.69% | -25.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.50% | — |
Current DrawdownCurrent decline from peak | -50.11% | -13.93% | -36.18% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -11.99% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.07% | — |
Volatility
MSST vs. BCI - Volatility Comparison
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Volatility by Period
| MSST | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 75.61% | 17.18% | +58.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.61% | 16.83% | +58.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.61% | 15.65% | +59.96% |
MSST vs. BCI - Expense Ratio Comparison
MSST has a 0.99% expense ratio, which is higher than BCI's 0.26% expense ratio.
Dividends
MSST vs. BCI - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 24.05%, more than BCI's 14.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.44% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 24.05% | 2.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSST and BCI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BCI is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BCI is cheaper with a 0.26% expense ratio, compared with 0.99% for MSST.
MSST has the higher dividend yield at 24.05%, compared with 14.44% for BCI.
MSST is categorized as Derivative Income, while BCI is Commodities. They also come from different issuers: YieldMax and Aberdeen. Their fees differ too: 0.99% for MSST and 0.26% for BCI.
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