DDDD vs. IVVW
DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. DDDD is actively managed, while IVVW is passively managed. At a 0.35 correlation, their price movements are largely independent. DDDD charges 0.99%/yr vs 0.25%/yr for IVVW.
Performance
DDDD vs. IVVW - Performance Comparison
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Returns By Period
DDDD
- 1D
- -0.41%
- 1M
- -2.90%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVVW
- 1D
- 0.05%
- 1M
- 0.21%
- YTD
- 4.06%
- 6M
- 3.97%
- 1Y
- 16.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDDD vs. IVVW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 3.15% |
IVVW iShares S&P 500 BuyWrite ETF | 3.41% |
Correlation
The correlation between DDDD and IVVW is 0.35, 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 | 0.35 |
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Return for Risk
DDDD vs. IVVW — Risk / Return Rank
DDDD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVVW
DDDD vs. IVVW - 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 iShares S&P 500 BuyWrite ETF (IVVW). 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 | IVVW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.88 | — |
| Martin ratioReturn relative to average drawdown | — | 15.32 | — |
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Drawdowns
DDDD vs. IVVW - Drawdown Comparison
The maximum DDDD drawdown since its inception was -2.90%, smaller than the maximum IVVW drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for DDDD and IVVW.
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Drawdown Indicators
| DDDD | IVVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.90% | -16.79% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.81% | — |
Current DrawdownCurrent decline from peak | -2.90% | -1.33% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -1.73% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.09% | — |
Volatility
DDDD vs. IVVW - Volatility Comparison
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Volatility by Period
| DDDD | IVVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.81% | 8.04% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.81% | 12.68% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.81% | 12.68% | -2.87% |
DDDD vs. IVVW - Expense Ratio Comparison
DDDD has a 0.99% expense ratio, which is higher than IVVW's 0.25% expense ratio.
Dividends
DDDD vs. IVVW - Dividend Comparison
DDDD has not paid dividends to shareholders, while IVVW's dividend yield for the trailing twelve months is around 19.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 0.00% | 0.00% | 0.00% |
IVVW iShares S&P 500 BuyWrite ETF | 19.85% | 18.55% | 13.72% |
Frequently Asked Questions
DDDD and IVVW have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVVW is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVVW is cheaper with a 0.25% expense ratio, compared with 0.99% for DDDD.
IVVW has the higher dividend yield at 19.85%, compared with 0.00% for DDDD.
They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for DDDD and 0.25% for IVVW.
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