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

Correlation

The correlation between DISO and FTHI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.75%
8.31%
DISO
FTHI

Key characteristics

Sharpe Ratio

DISO:

0.59

FTHI:

2.23

Sortino Ratio

DISO:

0.88

FTHI:

2.94

Omega Ratio

DISO:

1.13

FTHI:

1.48

Calmar Ratio

DISO:

0.51

FTHI:

3.33

Martin Ratio

DISO:

0.99

FTHI:

18.50

Ulcer Index

DISO:

11.73%

FTHI:

1.04%

Daily Std Dev

DISO:

19.59%

FTHI:

8.62%

Max Drawdown

DISO:

-22.92%

FTHI:

-32.65%

Current Drawdown

DISO:

-4.12%

FTHI:

-2.76%

Returns By Period

In the year-to-date period, DISO achieves a 13.86% return, which is significantly lower than FTHI's 18.71% return.


DISO

YTD

13.86%

1M

-0.51%

6M

10.43%

1Y

10.61%

5Y*

N/A

10Y*

N/A

FTHI

YTD

18.71%

1M

0.64%

6M

8.41%

1Y

18.67%

5Y*

7.75%

10Y*

7.72%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DISO vs. FTHI - Expense Ratio Comparison

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


DISO
YieldMax DIS Option Income Strategy ETF
Expense ratio chart for DISO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DISO, currently valued at 0.59, compared to the broader market0.002.004.000.592.23
The chart of Sortino ratio for DISO, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.882.94
The chart of Omega ratio for DISO, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.48
The chart of Calmar ratio for DISO, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.33
The chart of Martin ratio for DISO, currently valued at 0.99, compared to the broader market0.0020.0040.0060.0080.00100.000.9918.50
DISO
FTHI

The current DISO Sharpe Ratio is 0.59, which is lower than the FTHI Sharpe Ratio of 2.23. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.59
2.23
DISO
FTHI

Dividends

DISO vs. FTHI - Dividend Comparison

DISO's dividend yield for the trailing twelve months is around 34.64%, more than FTHI's 9.29% yield.


TTM2023202220212020201920182017201620152014
DISO
YieldMax DIS Option Income Strategy ETF
34.64%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
9.29%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

DISO vs. FTHI - Drawdown Comparison

The maximum DISO drawdown since its inception was -22.92%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.12%
-2.76%
DISO
FTHI

Volatility

DISO vs. FTHI - Volatility Comparison

YieldMax DIS Option Income Strategy ETF (DISO) has a higher volatility of 3.76% compared to First Trust BuyWrite Income ETF (FTHI) at 3.03%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.76%
3.03%
DISO
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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