BRKC vs. YMAG

Last updated Jun 5, 2026

BRKC (YieldMax BRK.B Option Income Strategy ETF) and YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) are both Derivative Income funds from YieldMax. Both are actively managed. At a correlation of -0.01, they often move in opposite directions. BRKC charges 0.99%/yr vs 1.28%/yr for YMAG.

Performance

BRKC vs. YMAG - 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 Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKC achieves a -3.15% return, which is significantly lower than YMAG's 4.47% return.

BRKC

• 1D: 0.52%
• 1M: 2.36%
• YTD: -3.15%
• 6M: -3.23%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YMAG

• 1D: 0.64%
• 1M: 2.17%
• YTD: 4.47%
• 6M: 4.69%
• 1Y: 27.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKC vs. YMAG - Yearly Performance Comparison

	2026 (YTD)	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	-3.15%	0.93%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	4.47%	24.93%

Correlation

The correlation between BRKC and YMAG is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025	-0.01

Return for Risk

BRKC vs. YMAG — Risk / Return Rank

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

YMAG

YMAG Risk / Return Rank: 46
YMAG Sharpe Ratio Rank: 50
YMAG Sortino Ratio Rank: 48
YMAG Omega Ratio Rank: 47
YMAG Calmar Ratio Rank: 40
YMAG Martin Ratio Rank: 42

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. YMAG - 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 Magnificent 7 Fund of Option Income ETFs (YMAG). 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	YMAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	1.20	-1.38

Drawdowns

BRKC vs. YMAG - Drawdown Comparison

The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for BRKC and YMAG.

Drawdown Indicators

	BRKC	YMAG	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-25.96%	+18.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.38%	—
Current Drawdown Current decline from peak	-5.10%	-2.08%	-3.02%
Average Drawdown Average peak-to-trough decline	-3.13%	-4.52%	+1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.09%	—

Volatility

Volatility by Period

	BRKC	YMAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	16.19%	-3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.67%	20.87%	-8.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.67%	20.87%	-8.20%

BRKC vs. YMAG - Expense Ratio Comparison

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

Dividends

BRKC vs. YMAG - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 20.53%, less than YMAG's 51.83% yield.

Position	TTM	2025	2024
BRKC YieldMax BRK.B Option Income Strategy ETF	20.53%	10.81%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	51.83%	52.27%	35.22%

Frequently Asked Questions

Can I hold both BRKC and YMAG in my portfolio?

BRKC and YMAG have a correlation of -0.01, 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 YMAG?

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 YMAG?

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

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

YMAG has the higher dividend yield at 51.83%, compared with 20.53% for BRKC.

What is the main difference between BRKC and YMAG?

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