ARKQ vs. USOY

Last updated Jun 4, 2026

ARKQ (ARK Autonomous Technology & Robotics ETF) and USOY (Defiance Oil Enhanced Options Income ETF) are both exchange-traded funds - ARKQ is a Robotics fund actively managed by ARK, while USOY is a Derivative Income fund actively managed by Defiance. Both are actively managed. Over the past year, ARKQ returned 72.69% vs 57.29% for USOY. At a correlation of -0.03, they often move in opposite directions. ARKQ charges 0.75%/yr vs 1.22%/yr for USOY.

Performance

ARKQ vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Autonomous Technology & Robotics ETF (ARKQ) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARKQ achieves a 21.08% return, which is significantly lower than USOY's 62.18% return.

ARKQ

• 1D: -2.13%
• 1M: 8.33%
• YTD: 21.08%
• 6M: 23.88%
• 1Y: 72.69%
• 3Y*: 39.07%
• 5Y*: 11.40%
• 10Y*: 22.53%

USOY

• 1D: 1.45%
• 1M: -3.43%
• YTD: 62.18%
• 6M: 59.35%
• 1Y: 57.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ARKQ vs. USOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ARKQ ARK Autonomous Technology & Robotics ETF	21.08%	48.81%	42.61%
USOY Defiance Oil Enhanced Options Income ETF	62.18%	-7.93%	7.27%

Correlation

The correlation between ARKQ and USOY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (All Time) Calculated using the full available price history since May 13, 2024	-0.03

The correlation between ARKQ and USOY shifts across timeframes, from -0.17 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ARKQ vs. USOY — Risk / Return Rank

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

ARKQ

ARKQ Risk / Return Rank: 62
ARKQ Sharpe Ratio Rank: 66
ARKQ Sortino Ratio Rank: 58
ARKQ Omega Ratio Rank: 54
ARKQ Calmar Ratio Rank: 70
ARKQ Martin Ratio Rank: 59

USOY

USOY Risk / Return Rank: 56
USOY Sharpe Ratio Rank: 55
USOY Sortino Ratio Rank: 46
USOY Omega Ratio Rank: 55
USOY Calmar Ratio Rank: 78
USOY Martin Ratio Rank: 46

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.

ARKQ vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and Defiance Oil Enhanced Options Income ETF (USOY). 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.

	ARKQ	USOY	Difference
Sharpe ratio: Return per unit of total volatility	2.25	1.89	+0.36
Sortino ratio: Return per unit of downside risk	2.79	2.30	+0.50
Omega ratio: Gain probability vs. loss probability	1.34	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	3.55	4.03	-0.48
Martin ratio: Return relative to average drawdown	10.75	7.74	+3.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARKQ vs. USOY - Sharpe Ratio Comparison

The current ARKQ Sharpe Ratio is 2.25, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ARKQ and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ARKQ	USOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	1.89	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.99	-0.33

Drawdowns

ARKQ vs. USOY - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for ARKQ and USOY.

Drawdown Indicators

	ARKQ	USOY	Difference
Max Drawdown Largest peak-to-trough decline	-59.89%	-17.46%	-42.43%
Max Drawdown (1Y) Largest decline over 1 year	-20.58%	-14.29%	-6.29%
Max Drawdown (3Y) Largest decline over 3 years	-30.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-55.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-59.89%	—	—
Current Drawdown Current decline from peak	-3.47%	-5.11%	+1.64%
Average Drawdown Average peak-to-trough decline	-17.24%	-6.47%	-10.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.78%	7.42%	-0.64%

Volatility

ARKQ vs. USOY - Volatility Comparison

The current volatility for ARK Autonomous Technology & Robotics ETF (ARKQ) is 10.45%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that ARKQ experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARKQ	USOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.45%	11.62%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	24.44%	27.18%	-2.74%
Volatility (1Y) Calculated over the trailing 1-year period	32.49%	30.44%	+2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.23%	26.13%	+6.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.84%	26.13%	+3.71%

ARKQ vs. USOY - Expense Ratio Comparison

ARKQ has a 0.75% expense ratio, which is lower than USOY's 1.22% expense ratio.

Dividends

ARKQ vs. USOY - Dividend Comparison

ARKQ's dividend yield for the trailing twelve months is around 0.22%, less than USOY's 54.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARKQ ARK Autonomous Technology & Robotics ETF	0.22%	0.27%	0.00%	0.00%	0.00%	0.80%	0.86%	0.00%	2.86%	1.54%	0.00%	0.98%
USOY Defiance Oil Enhanced Options Income ETF	54.16%	104.32%	48.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ARKQ and USOY in my portfolio?

ARKQ and USOY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARKQ or USOY?

USOY has higher volatility (11.62%) compared to ARKQ (10.45%). In terms of maximum drawdown, ARKQ dropped -59.89% vs USOY's -17.46%.

Which ETF is better, ARKQ or USOY?

On 1-year performance, ARKQ leads with 72.69% vs 57.29% for USOY. On fees, ARKQ is cheaper at 0.75% per year. On volatility, ARKQ has been the lower-risk option at 10.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ARKQ or USOY?

Over the 1-year period, ARKQ has performed better with a 72.69% return vs 57.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ARKQ or USOY?

ARKQ is cheaper with a 0.75% expense ratio, compared with 1.22% for USOY.

Which ETF pays a higher dividend yield, ARKQ or USOY?

USOY has the higher dividend yield at 54.16%, compared with 0.22% for ARKQ.

What is the main difference between ARKQ and USOY?

ARKQ is categorized as Robotics, while USOY is Derivative Income. They also come from different issuers: ARK and Defiance. Their fees differ too: 0.75% for ARKQ and 1.22% for USOY.

Which has better risk-adjusted returns?

ARKQ currently has the higher Sharpe Ratio (2.25 vs 1.89), 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.