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ECOG.L vs. YMAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECOG.L vs. YMAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and YieldMax Big Tech Option Income UCITS ETF (YMAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECOG.L achieves a -1.05% return, which is significantly lower than YMAP.L's 6.86% return.


ECOG.L

1D
-1.41%
1M
2.40%
YTD
-1.05%
6M
0.38%
1Y
7.32%
3Y*
5.55%
5Y*
2.25%
10Y*

YMAP.L

1D
-0.72%
1M
8.40%
YTD
6.86%
6M
5.07%
1Y
15.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECOG.L vs. YMAP.L - Yearly Performance Comparison


Correlation

The correlation between ECOG.L and YMAP.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.53

The correlation between ECOG.L and YMAP.L has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

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Return for Risk

ECOG.L vs. YMAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECOG.L
ECOG.L Risk / Return Rank: 1616
Overall Rank
ECOG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1616
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1616
Martin Ratio Rank

YMAP.L
YMAP.L Risk / Return Rank: 2323
Overall Rank
YMAP.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
YMAP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
YMAP.L Omega Ratio Rank: 2525
Omega Ratio Rank
YMAP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
YMAP.L Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECOG.L vs. YMAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and YieldMax Big Tech Option Income UCITS ETF (YMAP.L). 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.


ECOG.LYMAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratioReturn relative to maximum drawdown

0.57

0.75

-0.18

Martin ratioReturn relative to average drawdown

1.54

1.59

-0.05

ECOG.L vs. YMAP.L - Sharpe Ratio Comparison

The current ECOG.L Sharpe Ratio is 0.51, which is lower than the YMAP.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ECOG.L and YMAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ECOG.LYMAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.92

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.09

-0.62

Drawdowns

ECOG.L vs. YMAP.L - Drawdown Comparison

The maximum ECOG.L drawdown since its inception was -26.12%, which is greater than YMAP.L's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for ECOG.L and YMAP.L.


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Drawdown Indicators


ECOG.LYMAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-20.86%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-20.86%

+8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

Current Drawdown

Current decline from peak

-4.62%

-2.19%

-2.43%

Average Drawdown

Average peak-to-trough decline

-7.65%

-6.61%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

9.80%

-5.07%

Volatility

ECOG.L vs. YMAP.L - Volatility Comparison

Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and YieldMax Big Tech Option Income UCITS ETF (YMAP.L) have volatilities of 4.15% and 4.22%, 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.


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Volatility by Period


ECOG.LYMAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.22%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

12.07%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

17.13%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

20.09%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

20.09%

-3.04%

ECOG.L vs. YMAP.L - Expense Ratio Comparison

ECOG.L has a 0.49% expense ratio, which is lower than YMAP.L's 0.99% expense ratio.


Dividends

ECOG.L vs. YMAP.L - Dividend Comparison

ECOG.L has not paid dividends to shareholders, while YMAP.L's dividend yield for the trailing twelve months is around 24.94%.


Frequently Asked Questions


ECOG.L and YMAP.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECOG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECOG.L is cheaper with a 0.49% expense ratio, compared with 0.99% for YMAP.L.

They also come from different issuers: Legal & General and YieldMax. Their fees differ too: 0.49% for ECOG.L and 0.99% for YMAP.L.

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