MSST vs. COMT
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - MSST is a Derivative Income fund actively managed by YieldMax, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. MSST is actively managed, while COMT is passively managed. At a correlation of -0.06, they often move in opposite directions. MSST charges 0.99%/yr vs 0.48%/yr for COMT.
Performance
MSST vs. COMT - 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 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%
MSST vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 21.28% | -0.42% |
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
MSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
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.
| MSST | COMT | Difference | |
|---|---|---|---|
| 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 | — |
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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
| MSST | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -50.11% | -17.35% | -32.76% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -23.99% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.62% | — |
Volatility
MSST vs. COMT - Volatility Comparison
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Volatility by Period
| MSST | COMT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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