DDDD vs. ULTI
DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and ULTI (REX IncomeMax Option Strategy ETF) are both Derivative Income funds. Both are actively managed. Their -0.02 correlation means they have often moved in opposite directions in the past. DDDD charges 0.99%/yr vs 1.25%/yr for ULTI.
Performance
DDDD vs. ULTI - Performance Comparison
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Returns By Period
DDDD
- 1D
- 0.53%
- 1M
- 3.50%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ULTI
- 1D
- 4.83%
- 1M
- -21.67%
- 6M
- -22.89%
- YTD
- -15.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $365.80K | $291.65K | $204.25K | |
| $656.99K | $787.33K | $1.14M |
DDDD vs. ULTI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 8.50% |
ULTI REX IncomeMax Option Strategy ETF | -18.79% |
Correlation
The correlation between DDDD and ULTI 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 |
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Return for Risk
DDDD vs. ULTI - 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 REX IncomeMax Option Strategy ETF (ULTI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
DDDD vs. ULTI - Drawdown Comparison
The maximum DDDD drawdown since its inception was -3.04%, smaller than the maximum ULTI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for DDDD and ULTI.
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Drawdown Indicators
| DDDD | ULTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.04% | -54.23% | +51.19% |
Current DrawdownCurrent decline from peak | -0.97% | -48.22% | +47.25% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -29.76% | +28.88% |
Volatility
DDDD vs. ULTI - Volatility Comparison
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Volatility by Period
| DDDD | ULTI | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 61.63% | -51.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.59% | 61.63% | -51.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 61.63% | -51.04% |
DDDD vs. ULTI - Expense Ratio Comparison
DDDD has a 0.99% expense ratio, which is lower than ULTI's 1.25% expense ratio.
Dividends
DDDD vs. ULTI - Dividend Comparison
DDDD's dividend yield for the trailing twelve months is around 1.53%, less than ULTI's 98.40% yield.
| Position | TTM | 2025 |
|---|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 1.53% | 0.00% |
ULTI REX IncomeMax Option Strategy ETF | 98.40% | 14.96% |
Frequently Asked Questions
DDDD and ULTI 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.
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.
DDDD is cheaper with a 0.99% expense ratio, compared with 1.25% for ULTI.
ULTI has the higher dividend yield at 98.40%, compared with 1.53% for DDDD.
They also come from different issuers: YieldMax and REX Shares. Their fees differ too: 0.99% for DDDD and 1.25% for ULTI.
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