FEAT vs. BRKC

Last updated Aug 2, 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. Their -0.10 correlation means they have often moved in opposite directions in the past. 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

FEAT

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

BRKC

• 1D: 0.36%
• 1M: 0.20%
• 6M: 4.98%
• YTD: 1.01%
• 1Y: 4.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.54%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKC YieldMax BRK.B Option Income Strategy ETF	$101.50K	$180.05K	$174.97K

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	1.01%	0.76%

Correlation

The correlation between FEAT and BRKC is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
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 historical risk-adjusted metric ranks over the past 12 months.

FEAT

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

BRKC

BRKC Risk / Return Rank: 18
BRKC Sharpe Ratio Rank: 18
BRKC Sortino Ratio Rank: 17
BRKC Omega Ratio Rank: 18
BRKC Calmar Ratio Rank: 20
BRKC Martin Ratio Rank: 19

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	—	0.33	—
Sortino ratio: Return per unit of downside risk	—	0.53	—
Omega ratio: Gain probability vs. loss probability	—	1.07	—
Calmar ratio: Return relative to maximum drawdown	—	0.54	—
Martin ratio: Return relative to average drawdown	—	1.12	—

Drawdowns

Drawdown Indicators

	FEAT	BRKC	Difference
Max Drawdown Largest peak-to-trough decline	—	-7.59%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.59%	—
Current Drawdown Current decline from peak	—	-1.02%	—
Average Drawdown Average peak-to-trough decline	—	-3.10%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.65%	—

Volatility

Volatility by Period

	FEAT	BRKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.59%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	12.32%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.32%	—

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 has not paid dividends to shareholders, while BRKC's dividend yield for the trailing twelve months is around 22.16%.

Position	TTM	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	22.16%	10.81%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	77.86%	76.35%

Frequently Asked Questions

Can I hold both FEAT and BRKC in my portfolio?

FEAT and BRKC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FEAT or BRKC?

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

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 77.86%, compared with 22.16% for BRKC.

What is the main difference between FEAT and BRKC?

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