MSST vs. TSLY
MSST (YieldMax MSTR Performance & Distribution Target 25 ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - MSST is a Derivative Income fund actively managed by YieldMax, while TSLY is a Options Trading fund actively managed by YieldMax. Both are actively managed. Their 0.43 correlation means their historical movements had little consistent relationship. MSST charges 0.99%/yr vs 1.07%/yr for TSLY.
Performance
MSST vs. TSLY - 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 TSLY's -22.31% return.
MSST
- 1D
- 2.21%
- 1M
- -2.15%
- 6M
- -31.56%
- YTD
- -35.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSLY
- 1D
- 2.47%
- 1M
- -16.24%
- 6M
- -19.94%
- YTD
- -22.31%
- 1Y
- 9.78%
- 3Y*
- 1.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $41.31K | $30.03K | $53.26K | |
| $13.51M | $11.45M | $17.08M |
MSST vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | -35.27% | -24.58% |
TSLY YieldMax TSLA Option Income Strategy ETF | -22.31% | 7.57% |
Correlation
The correlation between MSST and TSLY is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.43 |
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Return for Risk
MSST vs. TSLY — Risk / Return Rank
MSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLY
MSST vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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 | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.31 | — |
| Martin ratioReturn relative to average drawdown | — | 0.90 | — |
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Drawdowns
MSST vs. TSLY - Drawdown Comparison
The maximum MSST drawdown since its inception was -58.68%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for MSST and TSLY.
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Drawdown Indicators
| MSST | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -49.52% | -9.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.78% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -51.18% | -27.35% | -23.83% |
Average DrawdownAverage peak-to-trough decline | -28.63% | -19.80% | -8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.94% | — |
Volatility
MSST vs. TSLY - Volatility Comparison
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Volatility by Period
| MSST | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 72.81% | 38.33% | +34.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.81% | 45.99% | +26.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.81% | 45.99% | +26.82% |
MSST vs. TSLY - Expense Ratio Comparison
MSST has a 0.99% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
MSST vs. TSLY - Dividend Comparison
MSST's dividend yield for the trailing twelve months is around 26.98%, less than TSLY's 109.22% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSST YieldMax MSTR Performance & Distribution Target 25 ETF | 26.98% | 2.71% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 109.22% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
MSST and TSLY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MSST is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSST is cheaper with a 0.99% expense ratio, compared with 1.07% for TSLY.
TSLY has the higher dividend yield at 109.22%, compared with 26.98% for MSST.
MSST is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 0.99% for MSST and 1.07% for TSLY.
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