DISO vs. IOO

Last updated Aug 4, 2026

DISO (YieldMax DIS Option Income Strategy ETF) and IOO (iShares Global 100 ETF) are both exchange-traded funds - DISO is a Derivative Income fund actively managed by YieldMax, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). DISO is actively managed, while IOO is passively managed. Their 0.33 correlation means their historical movements had little consistent relationship. DISO charges 1.01%/yr vs 0.40%/yr for IOO.

Performance

DISO vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DISO

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

IOO

• 1D: 1.23%
• 1M: 4.29%
• 6M: 10.88%
• YTD: 13.56%
• 1Y: 31.67%
• 3Y*: 24.81%
• 5Y*: 15.95%
• 10Y*: 16.40%
• ALL TIME*: 7.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IOO iShares Global 100 ETF	$41.97M	$33.25M	$35.91M

DISO vs. IOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DISO YieldMax DIS Option Income Strategy ETF	-10.18%	2.12%	14.56%	9.17%
IOO iShares Global 100 ETF	13.56%	27.02%	26.54%	8.64%

Correlation

The correlation between DISO and IOO is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (All Time) Calculated using the full available price history since Aug 25, 2023	0.33

Return for Risk

DISO vs. IOO — 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.

IOO

IOO Risk / Return Rank: 86
IOO Sharpe Ratio Rank: 88
IOO Sortino Ratio Rank: 87
IOO Omega Ratio Rank: 86
IOO Calmar Ratio Rank: 84
IOO Martin Ratio Rank: 85

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. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and iShares Global 100 ETF (IOO). 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.

	DISO	IOO	Difference
Sharpe ratio: Return per unit of total volatility	—	2.17	—
Sortino ratio: Return per unit of downside risk	—	2.98	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	3.20	—
Martin ratio: Return relative to average drawdown	—	11.95	—

Drawdowns

Drawdown Indicators

	DISO	IOO	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.85%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.94%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.43%	—
Current Drawdown Current decline from peak	—	-0.18%	—
Average Drawdown Average peak-to-trough decline	—	-11.22%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	DISO	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.39%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.89%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.67%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.22%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.74%	—

DISO vs. IOO - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is higher than IOO's 0.40% expense ratio.

Dividends

DISO vs. IOO - Dividend Comparison

DISO has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 0.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISO YieldMax DIS Option Income Strategy ETF	32.86%	38.87%	37.33%	6.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IOO iShares Global 100 ETF	0.82%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%

Frequently Asked Questions

Can I hold both DISO and IOO in my portfolio?

DISO and IOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DISO or IOO?

On fees, IOO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DISO or IOO?

IOO is cheaper with a 0.40% expense ratio, compared with 1.01% for DISO.

Which ETF pays a higher dividend yield, DISO or IOO?

DISO has the higher dividend yield at 32.86%, compared with 0.82% for IOO.

What is the main difference between DISO and IOO?

DISO is categorized as Derivative Income, while IOO is Global Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 1.01% for DISO and 0.40% for IOO.