BRKC vs. FEAT

Last updated Aug 2, 2026

BRKC (YieldMax BRK.B Option Income Strategy ETF) and FEAT (YieldMax Dorsey Wright Featured 5 Income ETF) are both Derivative Income funds from YieldMax. BRKC is actively managed, while FEAT is passively managed. Their -0.10 correlation means they have often moved in opposite directions in the past. BRKC charges 0.99%/yr vs 1.28%/yr for FEAT.

Performance

BRKC vs. FEAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax BRK.B Option Income Strategy ETF (BRKC) and YieldMax Dorsey Wright Featured 5 Income ETF (FEAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRKC

• 1D: 0.36%
• 1M: 0.20%
• 6M: 4.98%
• YTD: 1.01%
• 1Y: 4.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.54%

FEAT

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKC YieldMax BRK.B Option Income Strategy ETF	$101.50K	$180.05K	$174.97K

BRKC vs. FEAT - Yearly Performance Comparison

	2026 (YTD)	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	1.01%	0.76%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	-6.78%	-2.43%

Correlation

The correlation between BRKC and FEAT is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.10

Return for Risk

BRKC vs. FEAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRKC

BRKC Risk / Return Rank: 18
BRKC Sharpe Ratio Rank: 18
BRKC Sortino Ratio Rank: 17
BRKC Omega Ratio Rank: 18
BRKC Calmar Ratio Rank: 20
BRKC Martin Ratio Rank: 19

FEAT

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRKC vs. FEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and YieldMax Dorsey Wright Featured 5 Income ETF (FEAT). 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.

	BRKC	FEAT	Difference
Sharpe ratio: Return per unit of total volatility	0.33	—	—
Sortino ratio: Return per unit of downside risk	0.53	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.54	—	—
Martin ratio: Return relative to average drawdown	1.12	—	—

Drawdowns

Drawdown Indicators

	BRKC	FEAT	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	—	—
Current Drawdown Current decline from peak	-1.02%	—	—
Average Drawdown Average peak-to-trough decline	-3.10%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	—	—

Volatility

Volatility by Period

	BRKC	FEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.59%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.32%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.32%	—	—

BRKC vs. FEAT - Expense Ratio Comparison

BRKC has a 0.99% expense ratio, which is lower than FEAT's 1.28% expense ratio.

Dividends

BRKC vs. FEAT - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 22.16%, while FEAT has not paid dividends to shareholders.

Position	TTM	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	22.16%	10.81%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	77.86%	76.35%

Frequently Asked Questions

Can I hold both BRKC and FEAT in my portfolio?

BRKC and FEAT have a correlation of -0.14, 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 FEAT?

On fees, BRKC is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRKC or FEAT?

BRKC is cheaper with a 0.99% expense ratio, compared with 1.28% for FEAT.

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

FEAT has the higher dividend yield at 77.86%, compared with 22.16% for BRKC.

What is the main difference between BRKC and FEAT?

Their fees differ too: 0.99% for BRKC and 1.28% for FEAT.