MSST vs. THTA
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and THTA (SoFi Enhanced Yield ETF) are both Derivative Income funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. MSST charges 0.99%/yr vs 0.49%/yr for THTA.
Performance
MSST vs. THTA - 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 THTA's 8.02% return.
MSST
- 1D
- 6.17%
- 1M
- -25.86%
- 6M
- -33.85%
- YTD
- -33.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THTA
- 1D
- -0.10%
- 1M
- 1.07%
- 6M
- 8.02%
- YTD
- 8.02%
- 1Y
- 16.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSST vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -33.85% | -24.58% |
THTA SoFi Enhanced Yield ETF | 8.02% | 2.85% |
Correlation
The correlation between MSST and THTA is 0.24, 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 | 0.24 |
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Return for Risk
MSST vs. THTA — Risk / Return Rank
MSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
THTA
MSST vs. THTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and SoFi Enhanced Yield ETF (THTA). 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 | THTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.75 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.22 | — |
| Martin ratioReturn relative to average drawdown | — | 51.22 | — |
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Drawdowns
MSST vs. THTA - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, which is greater than THTA's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for MSST and THTA.
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Drawdown Indicators
| MSST | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -31.41% | -27.27% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.64% | — |
Current DrawdownCurrent decline from peak | -50.11% | -5.78% | -44.33% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -7.47% | -18.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.32% | — |
Volatility
MSST vs. THTA - Volatility Comparison
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Volatility by Period
| MSST | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.36% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 75.61% | 5.78% | +69.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.61% | 19.94% | +55.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.61% | 19.94% | +55.67% |
MSST vs. THTA - Expense Ratio Comparison
MSST has a 0.99% expense ratio, which is higher than THTA's 0.49% expense ratio.
Dividends
MSST vs. THTA - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 24.05%, more than THTA's 11.10% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 24.05% | 2.71% | 0.00% | 0.00% |
THTA SoFi Enhanced Yield ETF | 11.10% | 12.66% | 12.44% | 0.58% |
Frequently Asked Questions
MSST and THTA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, THTA is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
THTA is cheaper with a 0.49% expense ratio, compared with 0.99% for MSST.
MSST has the higher dividend yield at 24.05%, compared with 11.10% for THTA.
They also come from different issuers: YieldMax and SoFi. Their fees differ too: 0.99% for MSST and 0.49% for THTA.
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