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DISO vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DISO and FTHI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DISO vs. FTHI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DISO:

0.06

FTHI:

0.41

Sortino Ratio

DISO:

0.28

FTHI:

0.73

Omega Ratio

DISO:

1.04

FTHI:

1.12

Calmar Ratio

DISO:

0.08

FTHI:

0.44

Martin Ratio

DISO:

0.22

FTHI:

1.90

Ulcer Index

DISO:

9.15%

FTHI:

3.72%

Daily Std Dev

DISO:

23.68%

FTHI:

16.05%

Max Drawdown

DISO:

-26.62%

FTHI:

-32.65%

Current Drawdown

DISO:

-9.12%

FTHI:

-5.95%

Returns By Period

In the year-to-date period, DISO achieves a -5.79% return, which is significantly lower than FTHI's -3.34% return.


DISO

YTD

-5.79%

1M

19.26%

6M

3.44%

1Y

1.84%

5Y*

N/A

10Y*

N/A

FTHI

YTD

-3.34%

1M

6.51%

6M

-4.19%

1Y

6.56%

5Y*

10.89%

10Y*

6.93%

*Annualized

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DISO vs. FTHI - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is higher than FTHI's 0.85% expense ratio.


Risk-Adjusted Performance

DISO vs. FTHI — Risk-Adjusted Performance Rank

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

DISO
The Risk-Adjusted Performance Rank of DISO is 2424
Overall Rank
The Sharpe Ratio Rank of DISO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of DISO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DISO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DISO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DISO is 2323
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5656
Overall Rank
The Sharpe Ratio Rank of FTHI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DISO vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and First Trust BuyWrite Income ETF (FTHI). 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.


The current DISO Sharpe Ratio is 0.06, which is lower than the FTHI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DISO and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DISO vs. FTHI - Dividend Comparison

DISO's dividend yield for the trailing twelve months is around 36.82%, more than FTHI's 9.35% yield.


TTM20242023202220212020201920182017201620152014
DISO
YieldMax DIS Option Income Strategy ETF
36.82%37.33%6.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.35%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

DISO vs. FTHI - Drawdown Comparison

The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for DISO and FTHI. For additional features, visit the drawdowns tool.


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Volatility

DISO vs. FTHI - Volatility Comparison

YieldMax DIS Option Income Strategy ETF (DISO) has a higher volatility of 9.15% compared to First Trust BuyWrite Income ETF (FTHI) at 5.71%. This indicates that DISO's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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