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FEAT vs. UIQ4.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAT vs. UIQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE). The values are adjusted to include any dividend payments, if applicable.

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FEAT vs. UIQ4.DE - Yearly Performance Comparison


Different Trading Currencies

FEAT is traded in USD, while UIQ4.DE is traded in EUR. To make them comparable, the UIQ4.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEAT achieves a -16.45% return, which is significantly lower than UIQ4.DE's -2.53% return.


FEAT

1D
4.90%
1M
-2.24%
YTD
-16.45%
6M
-27.06%
1Y
-9.49%
3Y*
5Y*
10Y*

UIQ4.DE

1D
1.44%
1M
-4.29%
YTD
-2.53%
6M
0.52%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAT vs. UIQ4.DE - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.


Return for Risk

FEAT vs. UIQ4.DE — Risk / Return Rank

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

FEAT
FEAT Risk / Return Rank: 66
Overall Rank
FEAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FEAT Sortino Ratio Rank: 66
Sortino Ratio Rank
FEAT Omega Ratio Rank: 66
Omega Ratio Rank
FEAT Calmar Ratio Rank: 77
Calmar Ratio Rank
FEAT Martin Ratio Rank: 66
Martin Ratio Rank

UIQ4.DE
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. UIQ4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE). 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.


FEATUIQ4.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

Sortino ratio

Return per unit of downside risk

-0.25

Omega ratio

Gain probability vs. loss probability

0.97

Calmar ratio

Return relative to maximum drawdown

-0.29

Martin ratio

Return relative to average drawdown

-0.70

FEAT vs. UIQ4.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FEATUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.84

-1.56

Correlation

The correlation between FEAT and UIQ4.DE is 0.26, 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.


Dividends

FEAT vs. UIQ4.DE - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 93.83%, while UIQ4.DE has not paid dividends to shareholders.


Drawdowns

FEAT vs. UIQ4.DE - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, which is greater than UIQ4.DE's maximum drawdown of -6.70%. Use the drawdown chart below to compare losses from any high point for FEAT and UIQ4.DE.


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Drawdown Indicators


FEATUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-3.90%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-31.68%

Current Drawdown

Current decline from peak

-28.34%

-2.68%

-25.66%

Average Drawdown

Average peak-to-trough decline

-12.15%

-0.88%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

Volatility

FEAT vs. UIQ4.DE - Volatility Comparison


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Volatility by Period


FEATUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.35%

9.82%

+19.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.11%

9.82%

+21.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

9.82%

+21.29%