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MSST vs. YMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSST vs. YMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and YieldMax Universe Fund of Option Income ETFs (YMAX). 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 YMAX's 0.32% return.


MSST

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

YMAX

1D
-5.63%
1M
-2.20%
YTD
0.32%
6M
-2.41%
1Y
4.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSST vs. YMAX - Yearly Performance Comparison


Correlation

The correlation between MSST and YMAX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.69

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Return for Risk

MSST vs. YMAX — Risk / Return Rank

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

MSST

YMAX
YMAX Risk / Return Rank: 1212
Overall Rank
YMAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
YMAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
YMAX Omega Ratio Rank: 1212
Omega Ratio Rank
YMAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
YMAX Martin Ratio Rank: 1111
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. YMAX - 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 Universe Fund of Option Income ETFs (YMAX). 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. YMAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSSTYMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

0.57

-1.40

Drawdowns

MSST vs. YMAX - Drawdown Comparison

The maximum MSST drawdown since its inception was -44.05%, which is greater than YMAX's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for MSST and YMAX.


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Drawdown Indicators


MSSTYMAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-26.13%

-17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

Current Drawdown

Current decline from peak

-39.11%

-11.06%

-28.05%

Average Drawdown

Average peak-to-trough decline

-21.28%

-6.34%

-14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.02%

Volatility

MSST vs. YMAX - Volatility Comparison


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Volatility by Period


MSSTYMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.03%

Volatility (1Y)

Calculated over the trailing 1-year period

72.68%

22.33%

+50.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.68%

23.23%

+49.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.68%

23.23%

+49.45%

MSST vs. YMAX - Expense Ratio Comparison

MSST has a 0.99% expense ratio, which is lower than YMAX's 1.28% expense ratio.


Dividends

MSST vs. YMAX - Dividend Comparison

MSST's dividend yield for the trailing twelve months is around 17.99%, less than YMAX's 74.98% yield.


Frequently Asked Questions


MSST and YMAX have a correlation of 0.69, 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 1.28% for YMAX.

YMAX has the higher dividend yield at 74.98%, compared with 17.99% for MSST.

Their fees differ too: 0.99% for MSST and 1.28% for YMAX.

Portfolio Optimizer

Find the right allocation for MSST and YMAX

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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