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

Correlation

The correlation between FBY and CN is 0.08, 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.


-0.50.00.51.00.1

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
19.94%
-3.70%
FBY
CN

Key characteristics

Daily Std Dev

FBY:

25.91%

CN:

95.29%

Max Drawdown

FBY:

-15.14%

CN:

-45.00%

Current Drawdown

FBY:

-4.87%

CN:

-35.00%

Returns By Period


FBY

YTD

43.68%

1M

3.12%

6M

23.72%

1Y

46.09%

5Y*

N/A

10Y*

N/A

CN

YTD

N/A

1M

-13.33%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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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 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 1.81, compared to the broader market0.002.004.001.81
The chart of Sortino ratio for FBY, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.002.35
The chart of Omega ratio for FBY, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
The chart of Calmar ratio for FBY, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.09
The chart of Martin ratio for FBY, currently valued at 9.01, compared to the broader market0.0020.0040.0060.0080.00100.009.01
FBY
CN


Chart placeholderNot enough data

Dividends

FBY vs. CN - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 54.18%, less than CN's 18,231.42% yield.


TTM2023202220212020201920182017201620152014
FBY
YieldMax META Option Income ETF
54.18%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
18,231.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FBY vs. CN - Drawdown Comparison

The maximum FBY drawdown since its inception was -15.14%, smaller than the maximum CN drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for FBY and CN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-4.87%
-35.00%
FBY
CN

Volatility

FBY vs. CN - Volatility Comparison

The current volatility for YieldMax META Option Income ETF (FBY) is 5.49%, while Xtrackers MSCI All China Equity ETF (CN) has a volatility of 35.89%. This indicates that FBY experiences smaller price fluctuations and is considered to be less risky than CN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
5.49%
35.89%
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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