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BIGY vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIGY vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Target 12™ Big 50 Option Income ETF (BIGY) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIGY achieves a 6.55% return, which is significantly higher than HBIL-U.TO's 1.33% return.


BIGY

1D
0.29%
1M
0.61%
6M
7.27%
YTD
6.55%
1Y
19.21%
3Y*
5Y*
10Y*

HBIL-U.TO

1D
-0.07%
1M
-0.04%
6M
1.06%
YTD
1.33%
1Y
4.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIGY vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between BIGY and HBIL-U.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2024

0.13

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Return for Risk

BIGY vs. HBIL-U.TO — Risk / Return Rank

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

BIGY
BIGY Risk / Return Rank: 6262
Overall Rank
BIGY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BIGY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BIGY Omega Ratio Rank: 6565
Omega Ratio Rank
BIGY Calmar Ratio Rank: 5757
Calmar Ratio Rank
BIGY Martin Ratio Rank: 6060
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8888
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.

BIGY vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). 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.


BIGYHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.31

1.48

-0.17

Calmar ratioReturn relative to maximum drawdown

2.31

3.79

-1.48

Martin ratioReturn relative to average drawdown

8.55

14.88

-6.32

BIGY vs. HBIL-U.TO - Sharpe Ratio Comparison

The current BIGY Sharpe Ratio is 1.73, which is comparable to the HBIL-U.TO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BIGY and HBIL-U.TO, 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

BIGY vs. HBIL-U.TO - Drawdown Comparison

The maximum BIGY drawdown since its inception was -18.93%, which is greater than HBIL-U.TO's maximum drawdown of -1.48%. Use the drawdown chart below to compare losses from any high point for BIGY and HBIL-U.TO.


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Drawdown Indicators


BIGYHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-1.48%

-17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-1.07%

-7.27%

Current Drawdown

Current decline from peak

-0.65%

-1.00%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.52%

-0.32%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

0.27%

+1.98%

Volatility

BIGY vs. HBIL-U.TO - Volatility Comparison

YieldMax Target 12™ Big 50 Option Income ETF (BIGY) has a higher volatility of 3.12% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.25%. This indicates that BIGY's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIGYHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

1.25%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

1.64%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

1.91%

+9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

2.12%

+14.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

2.12%

+14.39%

Dividends

BIGY vs. HBIL-U.TO - Dividend Comparison

BIGY's dividend yield for the trailing twelve months is around 12.36%, more than HBIL-U.TO's 6.75% yield.


Frequently Asked Questions


BIGY and HBIL-U.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIGY is categorized as Derivative Income, while HBIL-U.TO is Government Bonds. They also come from different issuers: YieldMax and Hamilton.

Portfolio Optimizer

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