DDDD vs. PLTY
DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and PLTY (YieldMax PLTR Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. Their -0.02 correlation means they have often moved in opposite directions in the past. Both charge a 0.99% expense ratio.
Performance
DDDD vs. PLTY - Performance Comparison
Loading charts...
Returns By Period
DDDD
- 1D
- 0.53%
- 1M
- 3.50%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PLTY
- 1D
- 1.34%
- 1M
- -1.53%
- 6M
- -7.13%
- YTD
- -21.97%
- 1Y
- -15.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 51.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $365.80K | $291.65K | $204.25K | |
| $4.73M | $4.00M | $5.86M |
DDDD vs. PLTY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 8.50% |
PLTY YieldMax PLTR Option Income Strategy ETF | -11.60% |
Correlation
The correlation between DDDD and PLTY is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDDD vs. PLTY — Risk / Return Rank
DDDD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PLTY
DDDD vs. PLTY - 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 PLTR Option Income Strategy ETF (PLTY). 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 | PLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.97 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.37 | — |
| Martin ratioReturn relative to average drawdown | — | -0.70 | — |
Loading charts...
Drawdowns
DDDD vs. PLTY - Drawdown Comparison
The maximum DDDD drawdown since its inception was -3.04%, smaller than the maximum PLTY drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for DDDD and PLTY.
Loading charts...
Drawdown Indicators
| DDDD | PLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.04% | -41.36% | +38.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -41.36% | — |
Current DrawdownCurrent decline from peak | -0.97% | -32.33% | +31.36% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -14.45% | +13.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 21.87% | — |
Volatility
DDDD vs. PLTY - Volatility Comparison
Loading charts...
Volatility by Period
| DDDD | PLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.99% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 44.10% | -33.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.59% | 52.18% | -41.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 52.18% | -41.59% |
DDDD vs. PLTY - Expense Ratio Comparison
Both DDDD and PLTY have an expense ratio of 0.99%.
Dividends
DDDD vs. PLTY - Dividend Comparison
DDDD's dividend yield for the trailing twelve months is around 1.53%, less than PLTY's 121.57% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 1.53% | 0.00% | 0.00% |
PLTY YieldMax PLTR Option Income Strategy ETF | 121.57% | 112.44% | 7.85% |
Frequently Asked Questions
DDDD and PLTY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DDDD and PLTY have the same expense ratio: 0.99% per year.
PLTY has the higher dividend yield at 121.57%, compared with 1.53% for DDDD.
Find the right allocation for DDDD and PLTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer