APLY vs. YMAG

In the year-to-date period, APLY achieves a -14.92% return, which is significantly lower than YMAG's -6.42% return.

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APLY has a 0.99% expense ratio, which is lower than YMAG's 1.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.

The current APLY Sharpe Ratio is 0.19, which is lower than the YMAG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of APLY and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APLY's dividend yield for the trailing twelve months is around 34.05%, less than YMAG's 48.32% yield.

The maximum APLY drawdown since its inception was -31.09%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for APLY and YMAG. For additional features, visit the drawdowns tool.

YieldMax AAPL Option Income Strategy ETF (APLY) has a higher volatility of 8.90% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 8.33%. This indicates that APLY's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.