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BIGY vs. METY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGY vs. METY.DE - 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 IncomeShares META Options ETP (METY.DE). The values are adjusted to include any dividend payments, if applicable.

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BIGY vs. METY.DE - Yearly Performance Comparison


2026 (YTD)20252024
BIGY
YieldMax Target 12™ Big 50 Option Income ETF
-5.00%19.14%0.22%
METY.DE
IncomeShares META Options ETP
-9.65%1,017.52%3.67%
Different Trading Currencies

BIGY is traded in USD, while METY.DE is traded in SEK. To make them comparable, the METY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIGY achieves a -5.00% return, which is significantly higher than METY.DE's -9.65% return.


BIGY

1D
0.62%
1M
-3.18%
YTD
-5.00%
6M
-1.40%
1Y
19.84%
3Y*
5Y*
10Y*

METY.DE

1D
-0.48%
1M
-15.30%
YTD
-9.65%
6M
25.33%
1Y
334.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGY vs. METY.DE - Expense Ratio Comparison

BIGY has a 0.99% expense ratio, which is higher than METY.DE's 0.55% expense ratio.


Return for Risk

BIGY vs. METY.DE — Risk / Return Rank

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

BIGY
BIGY Risk / Return Rank: 6767
Overall Rank
BIGY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BIGY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BIGY Omega Ratio Rank: 7070
Omega Ratio Rank
BIGY Calmar Ratio Rank: 6666
Calmar Ratio Rank
BIGY Martin Ratio Rank: 7272
Martin Ratio Rank

METY.DE
METY.DE Risk / Return Rank: 9797
Overall Rank
METY.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
METY.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
METY.DE Omega Ratio Rank: 9999
Omega Ratio Rank
METY.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
METY.DE Martin Ratio Rank: 9898
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. METY.DE - 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 IncomeShares META Options ETP (METY.DE). 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.


BIGYMETY.DEDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.22

-1.10

Sortino ratio

Return per unit of downside risk

1.72

7.80

-6.08

Omega ratio

Gain probability vs. loss probability

1.27

2.08

-0.81

Calmar ratio

Return relative to maximum drawdown

1.77

11.09

-9.32

Martin ratio

Return relative to average drawdown

7.90

30.16

-22.26

BIGY vs. METY.DE - Sharpe Ratio Comparison

The current BIGY Sharpe Ratio is 1.12, which is lower than the METY.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of BIGY and METY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIGYMETY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.22

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

3.32

-2.75

Correlation

The correlation between BIGY and METY.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BIGY vs. METY.DE - Dividend Comparison

BIGY's dividend yield for the trailing twelve months is around 12.43%, less than METY.DE's 198.60% yield.


Drawdowns

BIGY vs. METY.DE - Drawdown Comparison

The maximum BIGY drawdown since its inception was -18.93%, smaller than the maximum METY.DE drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for BIGY and METY.DE.


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Drawdown Indicators


BIGYMETY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-31.80%

+12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-31.80%

+20.32%

Current Drawdown

Current decline from peak

-5.70%

-23.87%

+18.17%

Average Drawdown

Average peak-to-trough decline

-2.77%

-6.67%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

11.05%

-8.47%

Volatility

BIGY vs. METY.DE - Volatility Comparison

The current volatility for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) is 4.24%, while IncomeShares META Options ETP (METY.DE) has a volatility of 13.22%. This indicates that BIGY experiences smaller price fluctuations and is considered to be less risky than METY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIGYMETY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

13.22%

-8.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

53.30%

-44.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

151.19%

-133.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

135.27%

-117.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

135.27%

-117.80%