DISO vs. IOO

In the year-to-date period, DISO achieves a -5.79% return, which is significantly lower than IOO's -3.25% return.

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

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.

The current DISO Sharpe Ratio is 0.06, which is lower than the IOO Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DISO and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DISO's dividend yield for the trailing twelve months is around 36.82%, more than IOO's 1.11% yield.

The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for DISO and IOO. For additional features, visit the drawdowns tool.

YieldMax DIS Option Income Strategy ETF (DISO) has a higher volatility of 9.15% compared to iShares Global 100 ETF (IOO) at 6.80%. This indicates that DISO's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.