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. Their -0.06 correlation means they have often moved in opposite directions in the past. 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 -35.27% return, which is significantly lower than COSW's 10.59% return.
MSST
- 1D
- 2.21%
- 1M
- -2.15%
- 6M
- -31.56%
- YTD
- -35.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COSW
- 1D
- 0.54%
- 1M
- 0.32%
- 6M
- -3.06%
- YTD
- 10.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.25K | $156.88K | $207.85K | |
| $41.31K | $30.03K | $53.26K |
MSST vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -35.27% | -24.58% |
COSW Roundhill COST WeeklyPay ETF | 10.59% | -7.17% |
Correlation
The correlation between MSST and COSW is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| 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. 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 -20.01%. 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% | -20.01% | -38.67% |
Current DrawdownCurrent decline from peak | -51.18% | -15.79% | -35.39% |
Average DrawdownAverage peak-to-trough decline | -28.63% | -6.65% | -21.98% |
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 | 72.81% | 25.80% | +47.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.81% | 25.80% | +47.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.81% | 25.80% | +47.01% |
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 26.98%, more than COSW's 22.73% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 22.73% | 4.96% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 26.98% | 2.71% |
Frequently Asked Questions
MSST and COSW 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.
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 26.98%, compared with 22.73% for COSW.
They also come from different issuers: YieldMax and Roundhill.
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