EGGY vs. ULTY

Last updated Aug 2, 2026

EGGY (NestYield Dynamic Income ETF) and ULTY (YieldMax Ultra Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGY returned 15.03% vs -9.45% for ULTY. Their 0.79 correlation means they have sometimes moved together and sometimes differently. EGGY charges 0.95%/yr vs 1.40%/yr for ULTY.

Performance

EGGY vs. ULTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) 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, EGGY achieves a 12.99% return, which is significantly higher than ULTY's 2.90% return.

EGGY

• 1D: 1.22%
• 1M: -12.15%
• 6M: 12.33%
• YTD: 12.99%
• 1Y: 15.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.16%

ULTY

• 1D: 0.58%
• 1M: -3.39%
• 6M: 1.20%
• YTD: 2.90%
• 1Y: -9.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -1.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EGGY NestYield Dynamic Income ETF	$4.63M	$4.49M	$3.45M
ULTY YieldMax Ultra Option Income Strategy ETF	$16.46M	$14.74M	$17.73M

EGGY vs. ULTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	12.99%	16.46%	-0.91%
ULTY YieldMax Ultra Option Income Strategy ETF	2.90%	-0.84%	-3.13%

Correlation

The correlation between EGGY and ULTY is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.79

The correlation between EGGY and ULTY has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

Return for Risk

EGGY vs. ULTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGGY

EGGY Risk / Return Rank: 19
EGGY Sharpe Ratio Rank: 17
EGGY Sortino Ratio Rank: 19
EGGY Omega Ratio Rank: 21
EGGY Calmar Ratio Rank: 17
EGGY Martin Ratio Rank: 19

ULTY

ULTY Risk / Return Rank: 5
ULTY Sharpe Ratio Rank: 5
ULTY Sortino Ratio Rank: 5
ULTY Omega Ratio Rank: 5
ULTY Calmar Ratio Rank: 5
ULTY Martin Ratio Rank: 5

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGGY vs. ULTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EGGY	ULTY	Difference
Sharpe ratio: Return per unit of total volatility	0.28	-0.52	+0.80
Sortino ratio: Return per unit of downside risk	0.65	-0.57	+1.22
Omega ratio: Gain probability vs. loss probability	1.09	0.93	+0.16
Calmar ratio: Return relative to maximum drawdown	0.35	-0.47	+0.82
Martin ratio: Return relative to average drawdown	1.21	-0.86	+2.07

EGGY vs. ULTY - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 0.28, which is higher than the ULTY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of EGGY 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.

Drawdowns

EGGY vs. ULTY - Drawdown Comparison

The maximum EGGY drawdown since its inception was -33.60%, which is greater than ULTY's maximum drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for EGGY and ULTY.

Drawdown Indicators

	EGGY	ULTY	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-26.85%	-6.75%
Max Drawdown (1Y) Largest decline over 1 year	-33.60%	-24.16%	-9.44%
Current Drawdown Current decline from peak	-24.92%	-15.63%	-9.29%
Average Drawdown Average peak-to-trough decline	-6.03%	-10.03%	+4.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.63%	13.27%	-3.64%

Volatility

EGGY vs. ULTY - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 22.95% compared to YieldMax Ultra Option Income Strategy ETF (ULTY) at 6.71%. This indicates that EGGY'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

	EGGY	ULTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.95%	6.71%	+16.24%
Volatility (6M) Calculated over the trailing 6-month period	37.27%	17.07%	+20.20%
Volatility (1Y) Calculated over the trailing 1-year period	40.98%	22.12%	+18.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.89%	27.08%	+8.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.89%	27.08%	+8.81%

EGGY vs. ULTY - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is lower than ULTY's 1.40% expense ratio.

Dividends

EGGY vs. ULTY - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 35.17%, less than ULTY's 113.74% yield.

Position	TTM	2025	2024
EGGY NestYield Dynamic Income ETF	35.17%	28.26%	0.00%
ULTY YieldMax Ultra Option Income Strategy ETF	113.74%	142.99%	111.70%

Frequently Asked Questions

Can I hold both EGGY and ULTY in my portfolio?

EGGY and ULTY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or ULTY?

EGGY has higher volatility (22.95%) compared to ULTY (6.71%). In terms of maximum drawdown, EGGY dropped -33.60% vs ULTY's -26.85%.

Which ETF is better, EGGY or ULTY?

On 1-year performance, EGGY leads with 15.03% vs -9.45% for ULTY. On fees, EGGY is cheaper at 0.95% per year. On volatility, ULTY has been the lower-risk option at 6.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or ULTY?

Over the 1-year period, EGGY has performed better with a 15.03% return vs -9.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or ULTY?

EGGY is cheaper with a 0.95% expense ratio, compared with 1.40% for ULTY.

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

ULTY has the higher dividend yield at 113.74%, compared with 35.17% for EGGY.

What is the main difference between EGGY and ULTY?

They also come from different issuers: NestYield and YieldMax. Their fees differ too: 0.95% for EGGY and 1.40% for ULTY.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (0.28 vs -0.52), 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.