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DISO vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DISO vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DISO

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CAOS

1D
-0.06%
1M
-0.01%
6M
0.16%
YTD
0.76%
1Y
1.73%
3Y*
3.48%
5Y*
10Y*
ALL TIME*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.81M$5.39M$5.09M

DISO vs. CAOS - Yearly Performance Comparison


2026 (YTD)202520242023
DISO
YieldMax DIS Option Income Strategy ETF
-10.18%2.12%14.56%9.17%
CAOS
Alpha Architect Tail Risk ETF
0.76%2.55%5.33%2.24%

Correlation

The correlation between DISO and CAOS is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2023

-0.03

The correlation between DISO and CAOS shifts across timeframes, from -0.16 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DISO vs. CAOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DISO

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


CAOS
CAOS Risk / Return Rank: 5656
Overall Rank
CAOS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 5555
Sortino Ratio Rank
CAOS Omega Ratio Rank: 5454
Omega Ratio Rank
CAOS Calmar Ratio Rank: 7272
Calmar Ratio Rank
CAOS Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DISO vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and Alpha Architect Tail Risk ETF (CAOS). 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.


DISOCAOSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

5.45

DISO vs. CAOS - Sharpe Ratio Comparison


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Drawdowns

DISO vs. CAOS - Drawdown Comparison


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Drawdown Indicators


DISOCAOSDifference

Max Drawdown

Largest peak-to-trough decline

-3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

Current Drawdown

Current decline from peak

-1.13%

Average Drawdown

Average peak-to-trough decline

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

Volatility

DISO vs. CAOS - Volatility Comparison


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Volatility by Period


DISOCAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

DISO vs. CAOS - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is higher than CAOS's 0.63% expense ratio.


Dividends

DISO vs. CAOS - Dividend Comparison

Neither DISO nor CAOS has paid dividends to shareholders.


PositionTTM202520242023
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%
DISO
YieldMax DIS Option Income Strategy ETF
32.86%38.87%37.33%6.87%

Frequently Asked Questions


DISO and CAOS have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAOS is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAOS is cheaper with a 0.63% expense ratio, compared with 1.01% for DISO.

DISO has the higher dividend yield at 32.86%, compared with 0.00% for CAOS.

DISO is categorized as Derivative Income, while CAOS is Options Trading. They also come from different issuers: YieldMax and Alpha Architect. Their fees differ too: 1.01% for DISO and 0.63% for CAOS.

Portfolio Optimizer

Find the right allocation for DISO and CAOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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