AIYY vs. SIOO

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax AI Option Income Strategy ETF (AIYY) and VistaShares Target 15 S&P 100 Distribution ETF (SIOO).

AIYY and SIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIYY is an actively managed fund by YieldMax. It was launched on Nov 27, 2023. SIOO is a passively managed fund by VistaShares that tracks the performance of the S&P 100. It was launched on Dec 10, 2025.

Performance

AIYY vs. SIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI Option Income Strategy ETF (AIYY) and VistaShares Target 15 S&P 100 Distribution ETF (SIOO). The values are adjusted to include any dividend payments, if applicable.

AIYY vs. SIOO - Yearly Performance Comparison

	2026 (YTD)	2025
AIYY YieldMax AI Option Income Strategy ETF	-34.26%	-11.41%
SIOO VistaShares Target 15 S&P 100 Distribution ETF	-3.21%	0.77%

Returns By Period

In the year-to-date period, AIYY achieves a -34.26% return, which is significantly lower than SIOO's -3.21% return.

AIYY

• 1D: 4.30%
• 1M: 1.87%
• YTD: -34.26%
• 6M: -47.05%
• 1Y: -59.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SIOO

• 1D: 3.21%
• 1M: -2.47%
• YTD: -3.21%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIYY vs. SIOO - Expense Ratio Comparison

AIYY has a 0.99% expense ratio, which is higher than SIOO's 0.59% expense ratio.

AIYY

YieldMax AI Option Income Strategy ETF

SIOO

VistaShares Target 15 S&P 100 Distribution ETF

Return for Risk

AIYY vs. SIOO — Risk / Return Rank

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

AIYY

AIYY Risk / Return Rank: 1
AIYY Sharpe Ratio Rank: 0
AIYY Sortino Ratio Rank: 0
AIYY Omega Ratio Rank: 0
AIYY Calmar Ratio Rank: 1
AIYY Martin Ratio Rank: 1

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. SIOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and VistaShares Target 15 S&P 100 Distribution ETF (SIOO). 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	SIOO	Difference
Sharpe ratio Return per unit of total volatility	-1.07	—	—
Sortino ratio Return per unit of downside risk	-1.64	—	—
Omega ratio Gain probability vs. loss probability	0.78	—	—
Calmar ratio Return relative to maximum drawdown	-0.88	—	—
Martin ratio Return relative to average drawdown	-1.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AIYY	SIOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	-0.71	-0.22

Correlation

The correlation between AIYY and SIOO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AIYY vs. SIOO - Dividend Comparison

AIYY's dividend yield for the trailing twelve months is around 206.09%, more than SIOO's 5.30% yield.

	TTM	2025	2024
AIYY YieldMax AI Option Income Strategy ETF	206.09%	168.33%	98.26%
SIOO VistaShares Target 15 S&P 100 Distribution ETF	5.30%	1.27%	0.00%

Drawdowns

AIYY vs. SIOO - Drawdown Comparison

The maximum AIYY drawdown since its inception was -79.48%, which is greater than SIOO's maximum drawdown of -6.86%. Use the drawdown chart below to compare losses from any high point for AIYY and SIOO.

Drawdown Indicators

	AIYY	SIOO	Difference
Max Drawdown Largest peak-to-trough decline	-79.48%	-6.86%	-72.62%
Max Drawdown (1Y) Largest decline over 1 year	-68.33%	—	—
Current Drawdown Current decline from peak	-78.53%	-3.87%	-74.66%
Average Drawdown Average peak-to-trough decline	-38.30%	-1.33%	-36.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.17%	—	—

Volatility

Volatility by Period

	AIYY	SIOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	37.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.64%	11.51%	+44.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.60%	11.51%	+39.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.60%	11.51%	+39.09%