DISO vs. IOO
Compare and contrast key facts about YieldMax DIS Option Income Strategy ETF (DISO) and iShares Global 100 ETF (IOO).
DISO and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DISO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISO or IOO.
Key characteristics
| DISO | IOO | |
|---|---|---|
| YTD Return | 7.30% | 25.53% |
| 1Y Return | 6.90% | 31.10% |
| Sharpe Ratio | 0.45 | 2.44 |
| Sortino Ratio | 0.68 | 3.23 |
| Omega Ratio | 1.10 | 1.45 |
| Calmar Ratio | 0.37 | 2.99 |
| Martin Ratio | 0.72 | 12.42 |
| Ulcer Index | 11.74% | 2.67% |
| Daily Std Dev | 18.93% | 13.60% |
| Max Drawdown | -22.93% | -55.85% |
| Current Drawdown | -9.65% | -1.19% |
Correlation
The correlation between DISO and IOO is 0.33, 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.
Performance
DISO vs. IOO - Performance Comparison
In the year-to-date period, DISO achieves a 7.30% return, which is significantly lower than IOO's 25.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. IOO - Expense Ratio Comparison
DISO has a 1.01% expense ratio, which is higher than IOO's 0.40% expense ratio.
Risk-Adjusted Performance
DISO vs. IOO - Risk-Adjusted Performance 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.
Dividends
DISO vs. IOO - Dividend Comparison
DISO's dividend yield for the trailing twelve months is around 33.67%, more than IOO's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISO YieldMax DIS Option Income Strategy ETF | 33.67% | 6.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
DISO vs. IOO - Drawdown Comparison
The maximum DISO drawdown since its inception was -22.93%, 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.
Volatility
DISO vs. IOO - Volatility Comparison
YieldMax DIS Option Income Strategy ETF (DISO) and iShares Global 100 ETF (IOO) have volatilities of 3.87% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.