FEAT vs. BRKC

Last updated Jun 23, 2026

FEAT (YieldMax Dorsey Wright Featured 5 Income ETF) and BRKC (YieldMax BRK.B Option Income Strategy ETF) are both Derivative Income funds from YieldMax. FEAT is passively managed, while BRKC is actively managed. Over the past year, FEAT returned -9.24% vs -1.09% for BRKC. At a correlation of -0.10, they often move in opposite directions. FEAT charges 1.28%/yr vs 0.99%/yr for BRKC.

Performance

FEAT vs. BRKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and YieldMax BRK.B Option Income Strategy ETF (BRKC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEAT achieves a -6.78% return, which is significantly lower than BRKC's -1.65% return.

FEAT

• 1D: 0.00%
• 1M: -1.87%
• YTD: -6.78%
• 6M: -9.17%
• 1Y: -9.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKC

• 1D: 0.17%
• 1M: 0.87%
• YTD: -1.65%
• 6M: -1.55%
• 1Y: -1.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FEAT vs. BRKC - Yearly Performance Comparison

	2026 (YTD)	2025
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	-6.78%	-2.43%
BRKC YieldMax BRK.B Option Income Strategy ETF	-1.65%	0.76%

Correlation

The correlation between FEAT and BRKC is -0.13, 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 (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.10

Return for Risk

FEAT vs. BRKC — Risk / Return Rank

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

FEAT

FEAT Risk / Return Rank: 6
FEAT Sharpe Ratio Rank: 6
FEAT Sortino Ratio Rank: 6
FEAT Omega Ratio Rank: 6
FEAT Calmar Ratio Rank: 6
FEAT Martin Ratio Rank: 6

BRKC

BRKC Risk / Return Rank: 7
BRKC Sharpe Ratio Rank: 8
BRKC Sortino Ratio Rank: 7
BRKC Omega Ratio Rank: 7
BRKC Calmar Ratio Rank: 7
BRKC Martin Ratio Rank: 7

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.

FEAT vs. BRKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and YieldMax BRK.B Option Income Strategy ETF (BRKC). 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.

	FEAT	BRKC	Difference
Sharpe ratio: Return per unit of total volatility	-0.32	-0.09	-0.24
Sortino ratio: Return per unit of downside risk	-0.25	-0.03	-0.22
Omega ratio: Gain probability vs. loss probability	0.97	1.00	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.29	-0.14	-0.15
Martin ratio: Return relative to average drawdown	-0.57	-0.29	-0.27

FEAT vs. BRKC - Sharpe Ratio Comparison

The current FEAT Sharpe Ratio is -0.32, which is lower than the BRKC Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of FEAT and BRKC, 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

FEAT vs. BRKC - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, which is greater than BRKC's maximum drawdown of -7.59%. Use the drawdown chart below to compare losses from any high point for FEAT and BRKC.

Drawdown Indicators

	FEAT	BRKC	Difference
Max Drawdown Largest peak-to-trough decline	-31.68%	-7.59%	-24.09%
Max Drawdown (1Y) Largest decline over 1 year	-31.68%	-7.59%	-24.09%
Current Drawdown Current decline from peak	-20.04%	-3.63%	-16.41%
Average Drawdown Average peak-to-trough decline	-13.59%	-3.15%	-10.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.32%	3.72%	+12.60%

Volatility

FEAT vs. BRKC - Volatility Comparison

YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) has a higher volatility of 8.05% compared to YieldMax BRK.B Option Income Strategy ETF (BRKC) at 2.47%. This indicates that FEAT's price experiences larger fluctuations and is considered to be riskier than BRKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEAT	BRKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.05%	2.47%	+5.58%
Volatility (6M) Calculated over the trailing 6-month period	20.46%	9.70%	+10.76%
Volatility (1Y) Calculated over the trailing 1-year period	28.84%	12.59%	+16.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.41%	12.49%	+17.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.41%	12.49%	+17.92%

FEAT vs. BRKC - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than BRKC's 0.99% expense ratio.

Dividends

FEAT vs. BRKC - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 85.92%, more than BRKC's 21.08% yield.

Position	TTM	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	21.08%	10.81%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	85.92%	76.35%

Frequently Asked Questions

Can I hold both FEAT and BRKC in my portfolio?

FEAT and BRKC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEAT or BRKC?

FEAT has higher volatility (8.05%) compared to BRKC (2.47%). In terms of maximum drawdown, FEAT dropped -31.68% vs BRKC's -7.59%.

Which ETF is better, FEAT or BRKC?

On 1-year performance, BRKC leads with -1.09% vs -9.24% for FEAT. On fees, BRKC is cheaper at 0.99% per year. On volatility, BRKC has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FEAT or BRKC?

Over the 1-year period, BRKC has performed better with a -1.09% return vs -9.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FEAT or BRKC?

BRKC is cheaper with a 0.99% expense ratio, compared with 1.28% for FEAT.

Which ETF pays a higher dividend yield, FEAT or BRKC?

FEAT has the higher dividend yield at 85.92%, compared with 21.08% for BRKC.

What is the main difference between FEAT and BRKC?

Their fees differ too: 1.28% for FEAT and 0.99% for BRKC.

Which has better risk-adjusted returns?

BRKC currently has the higher Sharpe Ratio (-0.09 vs -0.32), 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.