DDDD vs. GDXY

Last updated Jun 24, 2026

DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and GDXY (YieldMax Gold Miners Option Income Strategy ETF) are both exchange-traded funds - DDDD is a Derivative Income fund actively managed by YieldMax, while GDXY is a Gold fund actively managed by YieldMax. Both are actively managed. At a 0.26 correlation, their price movements are largely independent. DDDD charges 0.99%/yr vs 1.08%/yr for GDXY.

Performance

DDDD vs. GDXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DDDD

• 1D: -0.04%
• 1M: -2.50%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDXY

• 1D: -3.84%
• 1M: -13.08%
• YTD: -19.01%
• 6M: -22.46%
• 1Y: 14.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DDDD vs. GDXY - Yearly Performance Comparison

	2026 (YTD)
DDDD YieldMax U.S. Stocks Target Double Distribution ETF	3.58%
GDXY YieldMax Gold Miners Option Income Strategy ETF	-27.08%

Correlation

The correlation between DDDD and GDXY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.26

Return for Risk

DDDD vs. GDXY — Risk / Return Rank

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

DDDD

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

GDXY

GDXY Risk / Return Rank: 15
GDXY Sharpe Ratio Rank: 15
GDXY Sortino Ratio Rank: 15
GDXY Omega Ratio Rank: 16
GDXY Calmar Ratio Rank: 14
GDXY Martin Ratio Rank: 14

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.

DDDD vs. GDXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.

	DDDD	GDXY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.38	—
Sortino ratio: Return per unit of downside risk	—	0.71	—
Omega ratio: Gain probability vs. loss probability	—	1.10	—
Calmar ratio: Return relative to maximum drawdown	—	0.42	—
Martin ratio: Return relative to average drawdown	—	1.14	—

Drawdowns

DDDD vs. GDXY - Drawdown Comparison

The maximum DDDD drawdown since its inception was -2.55%, smaller than the maximum GDXY drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for DDDD and GDXY.

Drawdown Indicators

	DDDD	GDXY	Difference
Max Drawdown Largest peak-to-trough decline	-2.55%	-34.98%	+32.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-34.98%	—
Current Drawdown Current decline from peak	-2.50%	-34.98%	+32.48%
Average Drawdown Average peak-to-trough decline	-0.73%	-7.02%	+6.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.99%	—

Volatility

Volatility by Period

	DDDD	GDXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	33.45%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.84%	38.82%	-28.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.84%	32.66%	-22.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.84%	32.66%	-22.82%

DDDD vs. GDXY - Expense Ratio Comparison

DDDD has a 0.99% expense ratio, which is lower than GDXY's 1.08% expense ratio.

Dividends

DDDD vs. GDXY - Dividend Comparison

DDDD has not paid dividends to shareholders, while GDXY's dividend yield for the trailing twelve months is around 81.91%.

Position	TTM	2025	2024
DDDD YieldMax U.S. Stocks Target Double Distribution ETF	0.00%	0.00%	0.00%
GDXY YieldMax Gold Miners Option Income Strategy ETF	81.91%	52.13%	23.91%

Frequently Asked Questions

Can I hold both DDDD and GDXY in my portfolio?

DDDD and GDXY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDDD or GDXY?

On fees, DDDD 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, DDDD or GDXY?

DDDD is cheaper with a 0.99% expense ratio, compared with 1.08% for GDXY.

Which ETF pays a higher dividend yield, DDDD or GDXY?

GDXY has the higher dividend yield at 81.91%, compared with 0.00% for DDDD.

What is the main difference between DDDD and GDXY?

DDDD is categorized as Derivative Income, while GDXY is Gold. Their fees differ too: 0.99% for DDDD and 1.08% for GDXY.