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AIYY vs. OILU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIYY vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI Option Income Strategy ETF (AIYY) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIYY achieves a -24.26% return, which is significantly lower than OILU's 96.53% return.


AIYY

1D
-3.43%
1M
9.34%
YTD
-24.26%
6M
-29.50%
1Y
-57.47%
3Y*
5Y*
10Y*

OILU

1D
3.64%
1M
-10.84%
YTD
96.53%
6M
77.49%
1Y
115.83%
3Y*
10.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIYY vs. OILU - Yearly Performance Comparison


2026 (YTD)202520242023
AIYY
YieldMax AI Option Income Strategy ETF
-24.26%-58.98%-14.74%-1.63%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
96.53%-16.50%-21.65%-3.19%

Correlation

The correlation between AIYY and OILU is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2023

0.16

The correlation between AIYY and OILU shifts across timeframes, from 0.06 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIYY vs. OILU — Risk / Return Rank

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

AIYY
AIYY Risk / Return Rank: 22
Overall Rank
AIYY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AIYY Sortino Ratio Rank: 11
Sortino Ratio Rank
AIYY Omega Ratio Rank: 11
Omega Ratio Rank
AIYY Calmar Ratio Rank: 22
Calmar Ratio Rank
AIYY Martin Ratio Rank: 33
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 5252
Overall Rank
OILU Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 4545
Sortino Ratio Rank
OILU Omega Ratio Rank: 4242
Omega Ratio Rank
OILU Calmar Ratio Rank: 6969
Calmar Ratio Rank
OILU Martin Ratio Rank: 5151
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.

AIYY vs. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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.


AIYYOILUDifference
Sharpe ratioReturn per unit of total volatility

-2.95

Sortino ratioReturn per unit of downside risk

-3.84

Omega ratioGain probability vs. loss probability

0.78

1.28

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.84

3.48

-4.32

Martin ratioReturn relative to average drawdown

-1.21

8.74

-9.94

AIYY vs. OILU - Sharpe Ratio Comparison

The current AIYY Sharpe Ratio is -1.07, which is lower than the OILU Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of AIYY and OILU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIYYOILUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

1.87

-2.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

0.17

-0.99

Drawdowns

AIYY vs. OILU - Drawdown Comparison

The maximum AIYY drawdown since its inception was -79.48%, roughly equal to the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for AIYY and OILU.


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Drawdown Indicators


AIYYOILUDifference

Max Drawdown

Largest peak-to-trough decline

-79.48%

-81.00%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-68.33%

-33.51%

-34.82%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

Current Drawdown

Current decline from peak

-75.26%

-47.14%

-28.12%

Average Drawdown

Average peak-to-trough decline

-41.04%

-50.59%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.63%

13.32%

+34.31%

Volatility

AIYY vs. OILU - Volatility Comparison

The current volatility for YieldMax AI Option Income Strategy ETF (AIYY) is 15.67%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 25.14%. This indicates that AIYY experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIYYOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.67%

25.14%

-9.47%

Volatility (6M)

Calculated over the trailing 6-month period

39.16%

49.94%

-10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

53.83%

62.23%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.52%

81.16%

-30.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.52%

81.16%

-30.64%

AIYY vs. OILU - Expense Ratio Comparison

AIYY has a 0.99% expense ratio, which is higher than OILU's 0.95% expense ratio.


Dividends

AIYY vs. OILU - Dividend Comparison

AIYY's dividend yield for the trailing twelve months is around 158.78%, while OILU has not paid dividends to shareholders.


Frequently Asked Questions


AIYY and OILU have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (25.14%) compared to AIYY (15.67%). In terms of maximum drawdown, AIYY dropped -79.48% vs OILU's -81.00%.

On 1-year performance, OILU leads with 115.83% vs -57.47% for AIYY. On fees, OILU is cheaper at 0.95% per year. On volatility, AIYY has been the lower-risk option at 15.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OILU has performed better with a 115.83% return vs -57.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILU is cheaper with a 0.95% expense ratio, compared with 0.99% for AIYY.

AIYY has the higher dividend yield at 158.78%, compared with 0.00% for OILU.

AIYY is categorized as Derivative Income, while OILU is Leveraged Commodities. They also come from different issuers: YieldMax and BMO. Their fees differ too: 0.99% for AIYY and 0.95% for OILU.

OILU currently has the higher Sharpe Ratio (1.87 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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