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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 9.41% return, which is significantly lower than VTI's 11.20% return.


APLY

1D
-0.93%
1M
9.06%
YTD
9.41%
6M
5.60%
1Y
36.14%
3Y*
11.75%
5Y*
10Y*

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APLY vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023
APLY
YieldMax AAPL Option Income Strategy ETF
9.41%4.69%18.62%11.44%
VTI
Vanguard Total Stock Market ETF
11.20%17.10%23.81%16.52%

Correlation

The correlation between APLY and VTI is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2023

0.52

The correlation between APLY and VTI has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

APLY vs. VTI — Risk / Return Rank

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

APLY
APLY Risk / Return Rank: 5757
Overall Rank
APLY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
APLY Sortino Ratio Rank: 5858
Sortino Ratio Rank
APLY Omega Ratio Rank: 6060
Omega Ratio Rank
APLY Calmar Ratio Rank: 6262
Calmar Ratio Rank
APLY Martin Ratio Rank: 4747
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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.

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.


APLYVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

3.09

3.17

-0.09

Martin ratioReturn relative to average drawdown

7.87

14.62

-6.75

APLY vs. VTI - Sharpe Ratio Comparison

The current APLY Sharpe Ratio is 2.02, which is comparable to the VTI Sharpe Ratio of 2.33. 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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Sharpe Ratios by Period


APLYVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.33

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.51

+0.17

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

-0.93%

-0.72%

-0.21%

Average Drawdown

Average peak-to-trough decline

-6.93%

-8.03%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

1.93%

+2.67%

Volatility

APLY vs. VTI - Volatility Comparison

YieldMax AAPL Option Income Strategy ETF (APLY) has a higher volatility of 4.12% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. 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

4.12%

2.96%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

9.13%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

12.17%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

17.40%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

18.30%

+2.67%

APLY vs. VTI - Expense Ratio Comparison

APLY has a 0.99% 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 34.76%, more than VTI's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
APLY
YieldMax AAPL Option Income Strategy ETF
34.76%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
1.01%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 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APLY has higher volatility (4.12%) compared to VTI (2.96%). In terms of maximum drawdown, APLY dropped -30.41% vs VTI's -55.45%.

On 3-year performance, VTI leads with 22.07% vs 11.75% for APLY. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. 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 22.07% return vs 11.75%. 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 0.99% for APLY.

APLY has the higher dividend yield at 34.76%, compared with 1.01% for VTI.

APLY is categorized as Options Trading, while VTI is Large Cap Blend Equities. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 0.99% for APLY and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs 2.02), 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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