BIGY vs. SOXY

Last updated Jun 24, 2026

BIGY ( YieldMax Target 12™ Big 50 Option Income ETF) and SOXY (YieldMax Target 12™ Semiconductor Option Income ETF) are both Derivative Income funds from YieldMax. Both are actively managed. Over the past year, BIGY returned 20.60% vs 139.16% for SOXY. A 0.76 correlation means they provide meaningful diversification when combined. BIGY charges 0.99%/yr vs 1.06%/yr for SOXY.

Performance

BIGY vs. SOXY - 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 YieldMax Target 12™ Semiconductor Option Income ETF (SOXY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIGY achieves a 3.96% return, which is significantly lower than SOXY's 87.64% return.

BIGY

• 1D: -0.65%
• 1M: -1.72%
• YTD: 3.96%
• 6M: 3.60%
• 1Y: 20.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXY

• 1D: -7.22%
• 1M: 12.67%
• YTD: 87.64%
• 6M: 87.31%
• 1Y: 139.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BIGY vs. SOXY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BIGY YieldMax Target 12™ Big 50 Option Income ETF	3.96%	19.14%	-1.20%
SOXY YieldMax Target 12™ Semiconductor Option Income ETF	87.64%	37.00%	-0.99%

Correlation

The correlation between BIGY and SOXY is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.76

The correlation between BIGY and SOXY has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

BIGY vs. SOXY - Sectors Allocation Comparison

Sectors	BIGY	SOXY
Technology	35.2%	99.8%
Financial Services	12.7%	0.1%
Communication Services	11.5%	0.0%
Healthcare	11.1%	0.0%
Consumer Defensive	10.7%	0.0%
Consumer Cyclical	10.2%	0.0%
Industrials	5.3%	0.0%
Energy	3.9%	0.0%
Basic Materials	-	0.0%
Real Estate	-	-
Utilities	-	0.0%

Return for Risk

BIGY vs. SOXY — Risk / Return Rank

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

BIGY

BIGY Risk / Return Rank: 56
BIGY Sharpe Ratio Rank: 59
BIGY Sortino Ratio Rank: 56
BIGY Omega Ratio Rank: 58
BIGY Calmar Ratio Rank: 53
BIGY Martin Ratio Rank: 56

SOXY

SOXY Risk / Return Rank: 95
SOXY Sharpe Ratio Rank: 97
SOXY Sortino Ratio Rank: 92
SOXY Omega Ratio Rank: 93
SOXY Calmar Ratio Rank: 97
SOXY Martin Ratio Rank: 96

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. SOXY - 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 YieldMax Target 12™ Semiconductor Option Income ETF (SOXY). 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.

	BIGY	SOXY	Difference
Sharpe ratio: Return per unit of total volatility	1.86	4.12	-2.26
Sortino ratio: Return per unit of downside risk	2.54	4.25	-1.71
Omega ratio: Gain probability vs. loss probability	1.34	1.61	-0.27
Calmar ratio: Return relative to maximum drawdown	2.48	10.23	-7.75
Martin ratio: Return relative to average drawdown	9.40	36.22	-26.82

BIGY vs. SOXY - Sharpe Ratio Comparison

The current BIGY Sharpe Ratio is 1.86, which is lower than the SOXY Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of BIGY and SOXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BIGY vs. SOXY - Drawdown Comparison

The maximum BIGY drawdown since its inception was -18.93%, smaller than the maximum SOXY drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for BIGY and SOXY.

Drawdown Indicators

	BIGY	SOXY	Difference
Max Drawdown Largest peak-to-trough decline	-18.93%	-30.22%	+11.29%
Max Drawdown (1Y) Largest decline over 1 year	-8.34%	-13.68%	+5.34%
Current Drawdown Current decline from peak	-3.06%	-7.22%	+4.16%
Average Drawdown Average peak-to-trough decline	-2.55%	-4.91%	+2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	3.86%	-1.66%

Volatility

BIGY vs. SOXY - Volatility Comparison

The current volatility for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) is 4.04%, while YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) has a volatility of 20.19%. This indicates that BIGY experiences smaller price fluctuations and is considered to be less risky than SOXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIGY	SOXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	20.19%	-16.15%
Volatility (6M) Calculated over the trailing 6-month period	8.43%	29.34%	-20.91%
Volatility (1Y) Calculated over the trailing 1-year period	11.13%	33.96%	-22.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	36.83%	-20.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	36.83%	-20.07%

BIGY vs. SOXY - Expense Ratio Comparison

BIGY has a 0.99% expense ratio, which is lower than SOXY's 1.06% expense ratio.

Dividends

BIGY vs. SOXY - Dividend Comparison

BIGY's dividend yield for the trailing twelve months is around 12.48%, more than SOXY's 7.38% yield.

Position	TTM	2025
BIGY YieldMax Target 12™ Big 50 Option Income ETF	12.48%	12.49%
SOXY YieldMax Target 12™ Semiconductor Option Income ETF	7.38%	11.47%

Frequently Asked Questions

Can I hold both BIGY and SOXY in my portfolio?

BIGY and SOXY have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIGY or SOXY?

SOXY has higher volatility (20.19%) compared to BIGY (4.04%). In terms of maximum drawdown, BIGY dropped -18.93% vs SOXY's -30.22%.

Which ETF is better, BIGY or SOXY?

On 1-year performance, SOXY leads with 139.16% vs 20.60% for BIGY. On fees, BIGY is cheaper at 0.99% per year. On volatility, BIGY has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BIGY or SOXY?

Over the 1-year period, SOXY has performed better with a 139.16% return vs 20.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BIGY or SOXY?

BIGY is cheaper with a 0.99% expense ratio, compared with 1.06% for SOXY.

Which ETF pays a higher dividend yield, BIGY or SOXY?

BIGY has the higher dividend yield at 12.48%, compared with 7.38% for SOXY.

What is the main difference between BIGY and SOXY?

Their fees differ too: 0.99% for BIGY and 1.06% for SOXY.

Which has better risk-adjusted returns?

SOXY currently has the higher Sharpe Ratio (4.12 vs 1.86), 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.