PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) Sharpe Ratio: -0.05

ETF · Currency in EUR · Last updated Jun 26, 2026

The YieldMax Big Tech Option Income UCITS ETF is an actively managed ETF investing in a select portfolio of technology and technology-related companies while employing an options strategy to generate monthly income and capital appreciation.

YYYY.DE's Sharpe Ratio of -0.05 indicates that for each unit of volatility, it generates -0.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.

YYYY.DE Sharpe Ratio Rank

YYYY.DE Sharpe Ratio Rank: 8.69
Concerning

YYYY.DE ranks above 8.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

YYYY.DE Sharpe Ratio Market Positioning

The chart shows YYYY.DE'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.88+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares YieldMax Big Tech Option Income UCITS ETF's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how YYYY.DE'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 Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JEQA.DEJPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)2.19
IGOG.DEIncomeShares Alphabet (GOOG) Options ETP2.10
JEQP.DEJPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)2.05
XY7D.DEGlobal X S&P 500 Covered Call UCITS ETF Inc1.88
JEIA.DEJPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)1.33
QQQY.DEIncomeShares Nasdaq 100 Options(0DTE)ETP EUR1.27
JEIP.DEJPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)1.22
SY7D.DEGlobal X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing1.02
AAPY.DEIncomeShares Apple (AAPL) Options ETP0.56
JEGA.DEJPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)0.54
YYYY.DEYieldMax Big Tech Option Income UCITS ETF-0.05

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows YYYY.DE'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 YYYY.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does YYYY.DE fit in your portfolio?

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

Analyze Your Portfolio