MSST vs. DJP
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - MSST is a Derivative Income fund actively managed by YieldMax, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. MSST is actively managed, while DJP is passively managed. At a correlation of -0.05, they often move in opposite directions. MSST charges 0.99%/yr vs 0.70%/yr for DJP.
Performance
MSST vs. DJP - 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 DJP's 15.90% return.
MSST
- 1D
- 6.17%
- 1M
- -25.86%
- 6M
- -33.85%
- YTD
- -33.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJP
- 1D
- 0.16%
- 1M
- -11.26%
- 6M
- 15.90%
- YTD
- 15.90%
- 1Y
- 25.95%
- 3Y*
- 12.49%
- 5Y*
- 9.69%
- 10Y*
- 5.72%
MSST vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 15.90% | 1.54% |
Correlation
The correlation between MSST and DJP is -0.05, 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 | -0.05 |
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Return for Risk
MSST vs. DJP — Risk / Return Rank
MSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJP
MSST vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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 | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.59 | — |
| Martin ratioReturn relative to average drawdown | — | 5.71 | — |
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Drawdowns
MSST vs. DJP - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for MSST and DJP.
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Drawdown Indicators
| MSST | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -78.35% | +19.67% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.36% | — |
Current DrawdownCurrent decline from peak | -50.11% | -40.39% | -9.72% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -50.80% | +25.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.55% | — |
Volatility
MSST vs. DJP - Volatility Comparison
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Volatility by Period
| MSST | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 75.61% | 19.21% | +56.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.61% | 18.99% | +56.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.61% | 17.07% | +58.54% |
MSST vs. DJP - Expense Ratio Comparison
MSST has a 0.99% expense ratio, which is higher than DJP's 0.70% expense ratio.
Dividends
MSST vs. DJP - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 24.05%, while DJP has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 24.05% | 2.71% |
Frequently Asked Questions
MSST and DJP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJP is cheaper with a 0.70% expense ratio, compared with 0.99% for MSST.
MSST has the higher dividend yield at 24.05%, compared with 0.00% for DJP.
MSST is categorized as Derivative Income, while DJP is Commodities. They also come from different issuers: YieldMax and Barclays Capital. Their fees differ too: 0.99% for MSST and 0.70% for DJP.
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