EGGQ vs. ULTY

Last updated Jun 3, 2026

EGGQ (NestYield Visionary ETF) and ULTY (YieldMax Ultra Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGQ returned 63.58% vs 11.03% for ULTY. A 0.80 correlation means they provide meaningful diversification when combined. EGGQ charges 0.89%/yr vs 1.14%/yr for ULTY.

Performance

EGGQ vs. ULTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Visionary ETF (EGGQ) and YieldMax Ultra Option Income Strategy ETF (ULTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGQ achieves a 39.32% return, which is significantly higher than ULTY's 12.54% return.

EGGQ

• 1D: 4.92%
• 1M: 17.67%
• YTD: 39.32%
• 6M: 38.36%
• 1Y: 63.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ULTY

• 1D: 0.98%
• 1M: 6.02%
• YTD: 12.54%
• 6M: 12.64%
• 1Y: 11.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGQ vs. ULTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGQ NestYield Visionary ETF	39.32%	25.92%	-1.32%
ULTY YieldMax Ultra Option Income Strategy ETF	12.54%	-0.84%	-0.55%

Correlation

The correlation between EGGQ and ULTY is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Dec 31, 2024	0.80

The correlation between EGGQ and ULTY has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

Return for Risk

EGGQ vs. ULTY — Risk / Return Rank

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

EGGQ

EGGQ Risk / Return Rank: 57
EGGQ Sharpe Ratio Rank: 60
EGGQ Sortino Ratio Rank: 52
EGGQ Omega Ratio Rank: 55
EGGQ Calmar Ratio Rank: 66
EGGQ Martin Ratio Rank: 52

ULTY

ULTY Risk / Return Rank: 16
ULTY Sharpe Ratio Rank: 17
ULTY Sortino Ratio Rank: 17
ULTY Omega Ratio Rank: 17
ULTY Calmar Ratio Rank: 14
ULTY Martin Ratio Rank: 13

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.

EGGQ vs. ULTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Visionary ETF (EGGQ) and YieldMax Ultra Option Income Strategy ETF (ULTY). 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.

	EGGQ	ULTY	Difference
Sharpe ratio Return per unit of total volatility	2.05	0.53	+1.51
Sortino ratio Return per unit of downside risk	2.52	0.83	+1.69
Omega ratio Gain probability vs. loss probability	1.34	1.10	+0.24
Calmar ratio Return relative to maximum drawdown	3.34	0.46	+2.88
Martin ratio Return relative to average drawdown	9.07	0.91	+8.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGQ vs. ULTY - Sharpe Ratio Comparison

The current EGGQ Sharpe Ratio is 2.05, which is higher than the ULTY Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of EGGQ and ULTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGGQ	ULTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	0.53	+1.51
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.20	+1.26

Drawdowns

EGGQ vs. ULTY - Drawdown Comparison

The maximum EGGQ drawdown since its inception was -22.70%, smaller than the maximum ULTY drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for EGGQ and ULTY.

Drawdown Indicators

	EGGQ	ULTY	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-26.85%	+4.15%
Max Drawdown (1Y) Largest decline over 1 year	-19.76%	-24.16%	+4.40%
Current Drawdown Current decline from peak	0.00%	-7.72%	+7.72%
Average Drawdown Average peak-to-trough decline	-5.70%	-9.37%	+3.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.28%	12.30%	-5.02%

Volatility

EGGQ vs. ULTY - Volatility Comparison

NestYield Visionary ETF (EGGQ) has a higher volatility of 12.50% compared to YieldMax Ultra Option Income Strategy ETF (ULTY) at 4.24%. This indicates that EGGQ's price experiences larger fluctuations and is considered to be riskier than ULTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGQ	ULTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	4.24%	+8.26%
Volatility (6M) Calculated over the trailing 6-month period	25.04%	15.09%	+9.95%
Volatility (1Y) Calculated over the trailing 1-year period	31.24%	20.75%	+10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.67%	26.93%	+5.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.67%	26.93%	+5.74%

EGGQ vs. ULTY - Expense Ratio Comparison

EGGQ has a 0.89% expense ratio, which is lower than ULTY's 1.14% expense ratio.

Dividends

EGGQ vs. ULTY - Dividend Comparison

EGGQ's dividend yield for the trailing twelve months is around 5.48%, less than ULTY's 110.59% yield.

Position	TTM	2025	2024
EGGQ NestYield Visionary ETF	5.48%	5.70%	0.00%
ULTY YieldMax Ultra Option Income Strategy ETF	110.59%	142.99%	111.70%

Frequently Asked Questions

Can I hold both EGGQ and ULTY in my portfolio?

EGGQ and ULTY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGQ or ULTY?

EGGQ has higher volatility (12.50%) compared to ULTY (4.24%). In terms of maximum drawdown, EGGQ dropped -22.70% vs ULTY's -26.85%.

Which ETF is better, EGGQ or ULTY?

On 1-year performance, EGGQ leads with 63.58% vs 11.03% for ULTY. On fees, EGGQ is cheaper at 0.89% per year. On volatility, ULTY has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGQ or ULTY?

Over the 1-year period, EGGQ has performed better with a 63.58% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGQ or ULTY?

EGGQ is cheaper with a 0.89% expense ratio, compared with 1.14% for ULTY.

Which ETF pays a higher dividend yield, EGGQ or ULTY?

ULTY has the higher dividend yield at 110.59%, compared with 5.48% for EGGQ.

What is the main difference between EGGQ and ULTY?

They also come from different issuers: NestYield and YieldMax. Their fees differ too: 0.89% for EGGQ and 1.14% for ULTY.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (2.05 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.