BRKC vs. BAI

Last updated Jun 4, 2026

BRKC (YieldMax BRK.B Option Income Strategy ETF) and BAI (iShares A.I. Innovation and Tech Active ETF) are both exchange-traded funds - BRKC is a Derivative Income fund actively managed by YieldMax, while BAI is a Technology Equities fund actively managed by iShares. Both are actively managed. At a correlation of -0.19, they often move in opposite directions. BRKC charges 0.99%/yr vs 0.55%/yr for BAI.

Performance

BRKC vs. BAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax BRK.B Option Income Strategy ETF (BRKC) and iShares A.I. Innovation and Tech Active ETF (BAI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKC achieves a -3.65% return, which is significantly lower than BAI's 55.29% return.

BRKC

• 1D: 0.72%
• 1M: 1.28%
• YTD: -3.65%
• 6M: -4.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAI

• 1D: -0.40%
• 1M: 18.14%
• YTD: 55.29%
• 6M: 51.89%
• 1Y: 97.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKC vs. BAI - Yearly Performance Comparison

	2026 (YTD)	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	-3.65%	0.93%
BAI iShares A.I. Innovation and Tech Active ETF	55.29%	27.19%

Correlation

The correlation between BRKC and BAI is -0.19, 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 (All Time) Calculated using the full available price history since Jun 6, 2025	-0.19

Return for Risk

BRKC vs. BAI — Risk / Return Rank

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

BAI

BAI Risk / Return Rank: 82
BAI Sharpe Ratio Rank: 89
BAI Sortino Ratio Rank: 74
BAI Omega Ratio Rank: 75
BAI Calmar Ratio Rank: 92
BAI Martin Ratio Rank: 82

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.

BRKC vs. BAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and iShares A.I. Innovation and Tech Active ETF (BAI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BRKC	BAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	1.69	-1.91

Drawdowns

BRKC vs. BAI - Drawdown Comparison

The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum BAI drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for BRKC and BAI.

Drawdown Indicators

	BRKC	BAI	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-34.09%	+26.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.22%	—
Current Drawdown Current decline from peak	-5.59%	-0.40%	-5.19%
Average Drawdown Average peak-to-trough decline	-3.12%	-6.93%	+3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.93%	—

Volatility

Volatility by Period

	BRKC	BAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	32.43%	-19.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.68%	35.06%	-22.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.68%	35.06%	-22.38%

BRKC vs. BAI - Expense Ratio Comparison

BRKC has a 0.99% expense ratio, which is higher than BAI's 0.55% expense ratio.

Dividends

BRKC vs. BAI - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 20.15%, more than BAI's 1.16% yield.

Position	TTM	2025
BAI iShares A.I. Innovation and Tech Active ETF	1.16%	1.80%
BRKC YieldMax BRK.B Option Income Strategy ETF	20.15%	10.81%

Frequently Asked Questions

Can I hold both BRKC and BAI in my portfolio?

BRKC and BAI have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRKC or BAI?

On fees, BAI is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRKC or BAI?

BAI is cheaper with a 0.55% expense ratio, compared with 0.99% for BRKC.

Which ETF pays a higher dividend yield, BRKC or BAI?

BRKC has the higher dividend yield at 20.15%, compared with 1.16% for BAI.

What is the main difference between BRKC and BAI?

BRKC is categorized as Derivative Income, while BAI is Technology Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for BRKC and 0.55% for BAI.