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APLY vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APLY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AAPL Option Income Strategy ETF (APLY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APLY achieves a 5.98% return, which is significantly lower than VTI's 12.18% return.


APLY

1D
-1.03%
1M
-2.06%
6M
7.46%
YTD
5.98%
1Y
30.59%
3Y*
10.36%
5Y*
10Y*
ALL TIME*
12.33%

VTI

1D
1.53%
1M
1.38%
6M
9.81%
YTD
12.18%
1Y
23.70%
3Y*
20.38%
5Y*
12.06%
10Y*
14.66%
ALL TIME*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.70M$1.76M$1.65M
$1.08B$1.16B$1.24B

APLY vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023
APLY
YieldMax AAPL Option Income Strategy ETF
5.98%4.69%18.62%11.43%
VTI
Vanguard Total Stock Market ETF
12.18%17.10%23.81%16.57%

Correlation

The correlation between APLY and VTI is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.50

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Return for Risk

APLY vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

APLY
APLY Risk / Return Rank: 6060
Overall Rank
APLY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
APLY Sortino Ratio Rank: 5353
Sortino Ratio Rank
APLY Omega Ratio Rank: 6666
Omega Ratio Rank
APLY Calmar Ratio Rank: 7373
Calmar Ratio Rank
APLY Martin Ratio Rank: 5252
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 7878
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7777
Omega Ratio Rank
VTI Calmar Ratio Rank: 7575
Calmar Ratio Rank
VTI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

APLY vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


APLYVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.67

-0.06

Martin ratioReturn relative to average drawdown

6.22

11.50

-5.29

APLY vs. VTI - Sharpe Ratio Comparison

The current APLY Sharpe Ratio is 1.42, which is comparable to the VTI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of APLY and VTI, 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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Drawdowns

APLY vs. VTI - Drawdown Comparison

The maximum APLY drawdown since its inception was -30.41%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for APLY and VTI.


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Drawdown Indicators


APLYVTIDifference

Max Drawdown

Largest peak-to-trough decline

-30.41%

-55.45%

+25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-8.92%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-30.41%

-19.30%

-11.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-9.63%

0.00%

-9.63%

Average Drawdown

Average peak-to-trough decline

-6.75%

-7.98%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

2.07%

+2.86%

Volatility

APLY vs. VTI - Volatility Comparison

YieldMax AAPL Option Income Strategy ETF (APLY) has a higher volatility of 9.62% compared to Vanguard Total Stock Market ETF (VTI) at 3.78%. This indicates that APLY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APLYVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

3.78%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

10.33%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

13.08%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.73%

17.53%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

18.31%

+3.42%

APLY vs. VTI - Expense Ratio Comparison

APLY has a 1.04% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

APLY vs. VTI - Dividend Comparison

APLY's dividend yield for the trailing twelve months is around 36.97%, more than VTI's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
APLY
YieldMax AAPL Option Income Strategy ETF
36.97%36.38%24.95%14.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


APLY and VTI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APLY has higher volatility (9.62%) compared to VTI (3.78%). In terms of maximum drawdown, APLY dropped -30.41% vs VTI's -55.45%.

On 3-year performance, VTI leads with 20.38% vs 10.36% for APLY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VTI has performed better with a 20.38% return vs 10.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 1.04% for APLY.

APLY has the higher dividend yield at 36.97%, compared with 1.04% for VTI.

APLY is categorized as Derivative Income, while VTI is Large Cap Blend Equities. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 1.04% for APLY and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (1.82 vs 1.42), 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

Find the right allocation for APLY and VTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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