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MSST vs. COSW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSST vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and Roundhill COST WeeklyPay ETF (COSW). 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 -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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSST vs. COSW - Yearly Performance Comparison


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.

MSST vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSSTCOSWDifference

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


MSSTCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-16.24%

-27.81%

Current Drawdown

Current decline from peak

-39.11%

-13.37%

-25.74%

Average Drawdown

Average peak-to-trough decline

-21.28%

-4.29%

-16.99%

Volatility

MSST vs. COSW - Volatility Comparison


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Volatility by Period


MSSTCOSWDifference

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.


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.

Portfolio Optimizer

Find the right allocation for MSST and COSW

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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