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FBY vs. CN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBY and CN is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FBY vs. CN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax META Option Income ETF (FBY) and Xtrackers MSCI All China Equity ETF (CN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
32.55%
0
FBY
CN

Key characteristics

Returns By Period


FBY

YTD

2.51%

1M

1.60%

6M

32.55%

1Y

45.05%

5Y*

N/A

10Y*

N/A

CN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FBY vs. CN - Expense Ratio Comparison

FBY has a 0.99% expense ratio, which is higher than CN's 0.50% expense ratio.


FBY
YieldMax META Option Income ETF
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for CN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FBY vs. CN — Risk-Adjusted Performance Rank

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

FBY
The Risk-Adjusted Performance Rank of FBY is 7474
Overall Rank
The Sharpe Ratio Rank of FBY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FBY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FBY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FBY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FBY is 7070
Martin Ratio Rank

CN
The Risk-Adjusted Performance Rank of CN is 1313
Overall Rank
The Sharpe Ratio Rank of CN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CN is 66
Calmar Ratio Rank
The Martin Ratio Rank of CN is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBY vs. CN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) and Xtrackers MSCI All China Equity ETF (CN). 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.


Sharpe ratio
The chart of Sharpe ratio for FBY, currently valued at 1.82, compared to the broader market0.002.004.001.820.67
The chart of Sortino ratio for FBY, currently valued at 2.40, compared to the broader market0.005.0010.002.401.16
The chart of Omega ratio for FBY, currently valued at 1.35, compared to the broader market1.002.003.001.351.34
The chart of Calmar ratio for FBY, currently valued at 3.18, compared to the broader market0.005.0010.0015.003.180.25
The chart of Martin ratio for FBY, currently valued at 9.19, compared to the broader market0.0020.0040.0060.0080.00100.009.193.41
FBY
CN


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.82
0.67
FBY
CN

Dividends

FBY vs. CN - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 50.97%, while CN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FBY
YieldMax META Option Income ETF
50.97%53.90%8.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CN
Xtrackers MSCI All China Equity ETF
100.13%100.13%4.04%0.21%2.00%0.78%4.18%2.09%0.81%9.12%4.03%1.15%

Drawdowns

FBY vs. CN - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.40%
-17.41%
FBY
CN

Volatility

FBY vs. CN - Volatility Comparison

YieldMax META Option Income ETF (FBY) has a higher volatility of 7.00% compared to Xtrackers MSCI All China Equity ETF (CN) at 0.00%. This indicates that FBY's price experiences larger fluctuations and is considered to be riskier than CN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.00%
0
FBY
CN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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