MSST vs. GOOW
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
MSST vs. GOOW - 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 GOOW's 15.66% return.
MSST
- 1D
- 6.17%
- 1M
- -25.86%
- 6M
- -33.85%
- YTD
- -33.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOW
- 1D
- -0.20%
- 1M
- -0.69%
- 6M
- 15.66%
- YTD
- 15.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSST vs. GOOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 15.66% | 10.99% |
Correlation
The correlation between MSST and GOOW is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.30 |
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Return for Risk
MSST vs. GOOW - 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 GOOGL WeeklyPay™ ETF (GOOW). 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. GOOW - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for MSST and GOOW.
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Drawdown Indicators
| MSST | GOOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -24.88% | -33.80% |
Current DrawdownCurrent decline from peak | -50.11% | -13.02% | -37.09% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -5.54% | -20.01% |
Volatility
MSST vs. GOOW - Volatility Comparison
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Volatility by Period
| MSST | GOOW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 75.61% | 37.94% | +37.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.61% | 37.94% | +37.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.61% | 37.94% | +37.67% |
MSST vs. GOOW - Expense Ratio Comparison
Both MSST and GOOW have an expense ratio of 0.99%.
Dividends
MSST vs. GOOW - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 24.05%, less than GOOW's 38.77% yield.
| Position | TTM | 2025 |
|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 38.77% | 19.77% |
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 24.05% | 2.71% |
Frequently Asked Questions
MSST and GOOW have a correlation of 0.30, 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 GOOW have the same expense ratio: 0.99% per year.
GOOW has the higher dividend yield at 38.77%, compared with 24.05% for MSST.
They also come from different issuers: YieldMax and Roundhill.
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