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FBY vs. SQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBY vs. SQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax META Option Income ETF (FBY) and YieldMax SQ Option Income Strategy ETF (SQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FBY

1D
-0.06%
1M
-7.14%
YTD
-13.50%
6M
-13.67%
1Y
-17.63%
3Y*
5Y*
10Y*

SQY

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

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Return for Risk

FBY vs. SQY — Risk / Return Rank

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

FBY
FBY Risk / Return Rank: 44
Overall Rank
FBY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FBY Sortino Ratio Rank: 44
Sortino Ratio Rank
FBY Omega Ratio Rank: 44
Omega Ratio Rank
FBY Calmar Ratio Rank: 44
Calmar Ratio Rank
FBY Martin Ratio Rank: 33
Martin Ratio Rank

SQY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FBY vs. SQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) and YieldMax SQ Option Income Strategy ETF (SQY). 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.


FBYSQYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.60

Martin ratioReturn relative to average drawdown

-1.22

FBY vs. SQY - Sharpe Ratio Comparison


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Drawdowns

FBY vs. SQY - Drawdown Comparison


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Drawdown Indicators


FBYSQYDifference

Max Drawdown

Largest peak-to-trough decline

-31.53%

Max Drawdown (1Y)

Largest decline over 1 year

-29.50%

Current Drawdown

Current decline from peak

-25.66%

Average Drawdown

Average peak-to-trough decline

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.46%

Volatility

FBY vs. SQY - Volatility Comparison


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Volatility by Period


FBYSQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

Volatility (6M)

Calculated over the trailing 6-month period

23.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.65%

FBY vs. SQY - Expense Ratio Comparison

FBY has a 0.99% expense ratio, which is lower than SQY's 1.01% expense ratio.


Dividends

FBY vs. SQY - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 57.98%, while SQY has not paid dividends to shareholders.


PositionTTM202520242023
FBY
YieldMax META Option Income ETF
57.98%55.43%53.89%8.31%
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, FBY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBY is cheaper with a 0.99% expense ratio, compared with 1.01% for SQY.

FBY has the higher dividend yield at 57.98%, compared with 0.00% for SQY.

Their fees differ too: 0.99% for FBY and 1.01% for SQY.

Portfolio Optimizer

Find the right allocation for FBY and SQY

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