DISO vs. VGT

In the year-to-date period, DISO achieves a -5.79% return, which is significantly higher than VGT's -8.02% return.

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DISO has a 1.01% expense ratio, which is higher than VGT's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and Vanguard Information Technology ETF (VGT). 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 VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of DISO and VGT, 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 VGT's 0.56% yield.

The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for DISO and VGT. For additional features, visit the drawdowns tool.

YieldMax DIS Option Income Strategy ETF (DISO) and Vanguard Information Technology ETF (VGT) have volatilities of 9.15% and 9.35%, 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.