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CN vs. FBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CNFBY
Daily Std Dev88.19%25.65%
Max Drawdown-30.00%-15.14%
Current Drawdown-30.00%-0.31%

Correlation

-0.50.00.51.00.0

The correlation between CN and FBY is 0.04, 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.

Performance

CN vs. FBY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03
3.70%
20.16%
CN
FBY

Compare stocks, funds, or ETFs

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CN vs. FBY - Expense Ratio Comparison

CN has a 0.50% expense ratio, which is lower than FBY's 0.99% expense ratio.


FBY
YieldMax META Option Income ETF
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for CN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

CN vs. FBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and YieldMax META Option Income ETF (FBY). 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.


CN
Sharpe ratio
No data
FBY
Sharpe ratio
The chart of Sharpe ratio for FBY, currently valued at 2.37, compared to the broader market-2.000.002.004.002.37
Sortino ratio
The chart of Sortino ratio for FBY, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.0010.0012.002.94
Omega ratio
The chart of Omega ratio for FBY, currently valued at 1.45, compared to the broader market1.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for FBY, currently valued at 4.01, compared to the broader market0.005.0010.0015.004.01
Martin ratio
The chart of Martin ratio for FBY, currently valued at 11.77, compared to the broader market0.0020.0040.0060.0080.00100.0011.77

CN vs. FBY - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

CN vs. FBY - Dividend Comparison

CN's dividend yield for the trailing twelve months is around 17,634.69%, more than FBY's 54.20% yield.


TTM2023202220212020201920182017201620152014
CN
Xtrackers MSCI All China Equity ETF
17,634.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBY
YieldMax META Option Income ETF
54.20%8.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CN vs. FBY - Drawdown Comparison

The maximum CN drawdown since its inception was -30.00%, which is greater than FBY's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for CN and FBY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03
-30.00%
-0.31%
CN
FBY

Volatility

CN vs. FBY - Volatility Comparison

Xtrackers MSCI All China Equity ETF (CN) has a higher volatility of 17.63% compared to YieldMax META Option Income ETF (FBY) at 5.53%. This indicates that CN's price experiences larger fluctuations and is considered to be riskier than FBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03
17.63%
5.53%
CN
FBY