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ESML vs. SLTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESML vs. SLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and YieldMax Ultra Short Option Income Strategy ETF (SLTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESML achieves a 16.26% return, which is significantly higher than SLTY's -6.01% return.


ESML

1D
-0.47%
1M
3.86%
YTD
16.26%
6M
15.99%
1Y
34.21%
3Y*
17.27%
5Y*
7.18%
10Y*

SLTY

1D
0.65%
1M
-1.73%
YTD
-6.01%
6M
-5.54%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESML vs. SLTY - Yearly Performance Comparison


Correlation

The correlation between ESML and SLTY is -0.64, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 22, 2025

-0.64

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Return for Risk

ESML vs. SLTY — Risk / Return Rank

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

ESML
ESML Risk / Return Rank: 6666
Overall Rank
ESML Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESML Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESML Omega Ratio Rank: 5757
Omega Ratio Rank
ESML Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESML Martin Ratio Rank: 7474
Martin Ratio Rank

SLTY
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.

ESML vs. SLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and YieldMax Ultra Short Option Income Strategy ETF (SLTY). 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.


ESMLSLTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.80

Martin ratioReturn relative to average drawdown

14.00

ESML vs. SLTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESMLSLTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-1.19

+1.65

Drawdowns

ESML vs. SLTY - Drawdown Comparison

The maximum ESML drawdown since its inception was -41.97%, which is greater than SLTY's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for ESML and SLTY.


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Drawdown Indicators


ESMLSLTYDifference

Max Drawdown

Largest peak-to-trough decline

-41.97%

-20.88%

-21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

Current Drawdown

Current decline from peak

-0.47%

-17.45%

+16.98%

Average Drawdown

Average peak-to-trough decline

-8.97%

-13.72%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

ESML vs. SLTY - Volatility Comparison


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Volatility by Period


ESMLSLTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

18.42%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

18.42%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

18.42%

+4.98%

ESML vs. SLTY - Expense Ratio Comparison

ESML has a 0.17% expense ratio, which is lower than SLTY's 1.24% expense ratio.


Dividends

ESML vs. SLTY - Dividend Comparison

ESML's dividend yield for the trailing twelve months is around 0.95%, less than SLTY's 74.24% yield.


PositionTTM20252024202320222021202020192018
ESML
iShares ESG Aware MSCI USA Small-Cap ETF
0.95%1.08%1.22%1.31%1.46%0.94%0.99%1.10%1.07%
SLTY
YieldMax Ultra Short Option Income Strategy ETF
74.24%29.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESML and SLTY have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESML is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESML is cheaper with a 0.17% expense ratio, compared with 1.24% for SLTY.

SLTY has the higher dividend yield at 74.24%, compared with 0.95% for ESML.

ESML is categorized as Small Cap Growth Equities, while SLTY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.17% for ESML and 1.24% for SLTY.

Portfolio Optimizer

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