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MSST vs. SPIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSST vs. SPIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and State Street US Equity Premium Income ETF (SPIN). 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 SPIN's 0.85% return.


MSST

1D
-7.10%
1M
-34.34%
YTD
-20.98%
6M
-31.73%
1Y
3Y*
5Y*
10Y*

SPIN

1D
-2.25%
1M
-0.63%
YTD
0.85%
6M
1.11%
1Y
16.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSST vs. SPIN - Yearly Performance Comparison


Correlation

The correlation between MSST and SPIN is 0.41, 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 19, 2025

0.41

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Return for Risk

MSST vs. SPIN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSST

SPIN
SPIN Risk / Return Rank: 4646
Overall Rank
SPIN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5151
Omega Ratio Rank
SPIN Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIN Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSST vs. SPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and State Street US Equity Premium Income ETF (SPIN). 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. SPIN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSSTSPINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

0.85

-1.68

Drawdowns

MSST vs. SPIN - Drawdown Comparison

The maximum MSST drawdown since its inception was -44.05%, which is greater than SPIN's maximum drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for MSST and SPIN.


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Drawdown Indicators


MSSTSPINDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-16.85%

-27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

Current Drawdown

Current decline from peak

-39.11%

-2.39%

-36.72%

Average Drawdown

Average peak-to-trough decline

-21.28%

-2.29%

-18.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

Volatility

MSST vs. SPIN - Volatility Comparison


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Volatility by Period


MSSTSPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

72.68%

10.74%

+61.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.68%

14.40%

+58.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.68%

14.40%

+58.28%

MSST vs. SPIN - Expense Ratio Comparison

MSST has a 0.99% expense ratio, which is higher than SPIN's 0.25% expense ratio.


Dividends

MSST vs. SPIN - Dividend Comparison

MSST's dividend yield for the trailing twelve months is around 17.99%, more than SPIN's 5.76% yield.


Frequently Asked Questions


MSST and SPIN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPIN is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPIN is cheaper with a 0.25% expense ratio, compared with 0.99% for MSST.

MSST has the higher dividend yield at 17.99%, compared with 5.76% for SPIN.

They also come from different issuers: YieldMax and State Street. Their fees differ too: 0.99% for MSST and 0.25% for SPIN.

Portfolio Optimizer

Find the right allocation for MSST and SPIN

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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