AIYY vs. OILU
AIYY (YieldMax AI Option Income Strategy ETF) and OILU (MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN) are both exchange-traded funds - AIYY is a Derivative Income fund actively managed by YieldMax, while OILU is a Leveraged Commodities fund managed by BMO. Over the past year, AIYY returned -57.47% vs 115.83% for OILU. At a 0.16 correlation, their price movements are largely independent. AIYY charges 0.99%/yr vs 0.95%/yr for OILU.
Performance
AIYY vs. OILU - Performance Comparison
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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*
- —
AIYY vs. OILU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
AIYY
OILU
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.
| AIYY | OILU | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIYY | OILU | Difference | |
|---|---|---|---|
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
| AIYY | OILU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -75.26% | -47.14% | -28.12% |
Average DrawdownAverage peak-to-trough decline | -41.04% | -50.59% | +9.55% |
Ulcer IndexDepth 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
| AIYY | OILU | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | 158.78% | 168.33% | 98.26% |
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 0.00% | 0.00% | 0.00% |
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.
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