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 -0.09, 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 -20.98% return, which is significantly lower than COSW's 13.78% return.
MSST
- 1D
- -7.10%
- 1M
- -34.34%
- YTD
- -20.98%
- 6M
- -31.73%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.14%
- 1M
- -3.17%
- YTD
- 13.78%
- 6M
- 8.54%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSST vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -20.98% | -22.94% |
COSW Roundhill COST WeeklyPay ETF | 13.78% | -5.17% |
Correlation
The correlation between MSST and COSW is -0.09, 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 19, 2025 | -0.09 |
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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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| MSST | COSW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.83 | 0.10 | -0.93 |
Drawdowns
MSST vs. COSW - Drawdown Comparison
The maximum MSST drawdown since its inception was -44.05%, which is greater than COSW's maximum drawdown of -16.24%. 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 | -44.05% | -16.24% | -27.81% |
Current DrawdownCurrent decline from peak | -39.11% | -13.37% | -25.74% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -4.29% | -16.99% |
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 | 72.68% | 25.99% | +46.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.68% | 25.99% | +46.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.68% | 25.99% | +46.69% |
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 17.99%, which matches COSW's 17.86% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 17.86% | 4.96% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 17.99% | 2.71% |
Frequently Asked Questions
MSST and COSW have a correlation of -0.09, 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 17.99%, compared with 17.86% for COSW.
They also come from different issuers: YieldMax and Roundhill.
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