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MSST vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSST vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSST achieves a -33.85% return, which is significantly lower than COMT's 21.28% return.


MSST

1D
6.17%
1M
-25.86%
6M
-33.85%
YTD
-33.85%
1Y
3Y*
5Y*
10Y*

COMT

1D
0.22%
1M
-12.49%
6M
21.28%
YTD
21.28%
1Y
23.95%
3Y*
11.36%
5Y*
9.81%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSST vs. COMT - Yearly Performance Comparison


Correlation

The correlation between MSST and COMT is -0.06, 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

-0.06

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Return for Risk

MSST vs. COMT — Risk / Return Rank

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

MSST

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


COMT
COMT Risk / Return Rank: 3636
Overall Rank
COMT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 3535
Sortino Ratio Rank
COMT Omega Ratio Rank: 3636
Omega Ratio Rank
COMT Calmar Ratio Rank: 3131
Calmar Ratio Rank
COMT Martin Ratio Rank: 3939
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.

MSST vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.


MSSTCOMTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

5.20

MSST vs. COMT - Sharpe Ratio Comparison


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Drawdowns

MSST vs. COMT - Drawdown Comparison

The maximum MSST drawdown since its inception was -58.68%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for MSST and COMT.


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Drawdown Indicators


MSSTCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-51.89%

-6.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-50.11%

-17.35%

-32.76%

Average Drawdown

Average peak-to-trough decline

-25.55%

-23.99%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

Volatility

MSST vs. COMT - Volatility Comparison


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Volatility by Period


MSSTCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

Volatility (6M)

Calculated over the trailing 6-month period

19.49%

Volatility (1Y)

Calculated over the trailing 1-year period

75.61%

21.26%

+54.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.61%

21.18%

+54.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.61%

18.86%

+56.75%

MSST vs. COMT - Expense Ratio Comparison

MSST has a 0.99% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

MSST vs. COMT - Dividend Comparison

MSST's dividend yield for the trailing twelve months is around 24.05%, more than COMT's 6.38% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
6.38%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
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%0.00%0.00%

Frequently Asked Questions


MSST and COMT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMT is cheaper with a 0.48% expense ratio, compared with 0.99% for MSST.

MSST has the higher dividend yield at 24.05%, compared with 6.38% for COMT.

MSST is categorized as Derivative Income, while COMT is Commodities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for MSST and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for MSST and COMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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