MSST vs. COSW
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.04, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
MSST vs. COSW - 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 COSW's 10.24% return.
MSST
- 1D
- 6.17%
- 1M
- -25.86%
- 6M
- -33.85%
- YTD
- -33.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 3.42%
- 1M
- -0.78%
- 6M
- 10.24%
- YTD
- 10.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSST vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
COSW Roundhill COST WeeklyPay ETF | 10.24% | -7.17% |
Correlation
The correlation between MSST and COSW is -0.04, 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 | -0.04 |
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Return for Risk
MSST vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and Roundhill COST WeeklyPay ETF (COSW). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
MSST vs. COSW - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, which is greater than COSW's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for MSST and COSW.
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Drawdown Indicators
| MSST | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -18.84% | -39.84% |
Current DrawdownCurrent decline from peak | -50.11% | -16.06% | -34.05% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -5.36% | -20.19% |
Volatility
MSST vs. COSW - Volatility Comparison
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Volatility by Period
| MSST | COSW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 75.61% | 25.61% | +50.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.61% | 25.61% | +50.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.61% | 25.61% | +50.00% |
MSST vs. COSW - Expense Ratio Comparison
Both MSST and COSW have an expense ratio of 0.99%.
Dividends
MSST vs. COSW - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 24.05%, more than COSW's 20.21% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 20.21% | 4.96% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 24.05% | 2.71% |
Frequently Asked Questions
MSST and COSW have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MSST and COSW have the same expense ratio: 0.99% per year.
MSST has the higher dividend yield at 24.05%, compared with 20.21% for COSW.
They also come from different issuers: YieldMax and Roundhill.
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