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YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) Sharpe Ratio: -0.49
Delisted

ETF · Currency in USD · Last updated Jul 14, 2026

The YieldMax™ Dorsey Wright Featured 5 Income ETF (FEAT) seeks to track the performance of the Nasdaq Dorsey Wright Tactical Option Income Strategy Index, which includes five YieldMax™ ETFs selected based on Dorsey Wright’s proprietary momentum rating methodology and equally weighted at each monthly rebalance. The Fund provides indirect exposure to gains of the underlying securities with capped upside but remains fully exposed to potential losses.

FEAT's Sharpe Ratio of -0.49 indicates that for each unit of volatility, it generates -0.49 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FEAT Sharpe Ratio Market Positioning

The chart shows FEAT's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.73 or lower
  • Yellow zone (middle 50%): 0.73 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.45+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares YieldMax Dorsey Wright Featured 5 Income ETF's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how FEAT's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CBNK.TOMulvihill Canadian Bank Enhanced Yield ETF5.78
BANK.TOEvolve Canadian Banks and Lifecos Enhanced Yield Index Fund5.38
HLIF.TOHarvest Canadian Equity Income Leaders ETF Class A5.28
ZWB.TOBMO Covered Call Canadian Banks ETF5.00
BKCL.TOGlobal X Enhanced Equal Weight Canadian Banks Covered Call ETF4.71
BKCC.TOGlobal X Equal Weight Canadian Bank Covered Call ETF4.56
HMAX.TOHamilton Canadian Financials Yield Maximizer ETF4.08
RCDC.TORBC Canadian Dividend Covered Call ETF3.87
ZWC.TOBMO CA High Dividend Covered Call ETF3.55
AMDYYieldMax AMD Option Income Strategy ETF3.34
FEATYieldMax Dorsey Wright Featured 5 Income ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FEAT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FEAT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FEAT fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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