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FIVY vs. FEAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIVY vs. FEAT - Performance Comparison

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

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FIVY vs. FEAT - Yearly Performance Comparison


2026 (YTD)20252024
FIVY
YieldMax Dorsey Wright Hybrid 5 Income ETF
-17.00%-1.07%-9.94%
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
-16.45%-4.21%-9.09%

Returns By Period

The year-to-date returns for both investments are quite close, with FIVY having a -17.00% return and FEAT slightly higher at -16.45%.


FIVY

1D
5.35%
1M
-3.05%
YTD
-17.00%
6M
-27.60%
1Y
-7.02%
3Y*
5Y*
10Y*

FEAT

1D
4.90%
1M
-2.24%
YTD
-16.45%
6M
-27.06%
1Y
-9.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIVY vs. FEAT - Expense Ratio Comparison

FIVY has a 0.88% expense ratio, which is lower than FEAT's 1.28% expense ratio.


Return for Risk

FIVY vs. FEAT — Risk / Return Rank

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

FIVY
FIVY Risk / Return Rank: 88
Overall Rank
FIVY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIVY Sortino Ratio Rank: 88
Sortino Ratio Rank
FIVY Omega Ratio Rank: 88
Omega Ratio Rank
FIVY Calmar Ratio Rank: 88
Calmar Ratio Rank
FIVY Martin Ratio Rank: 88
Martin Ratio Rank

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
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.

FIVY vs. FEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) and YieldMax Dorsey Wright Featured 5 Income ETF (FEAT). 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.


FIVYFEATDifference

Sharpe ratio

Return per unit of total volatility

-0.22

-0.32

+0.10

Sortino ratio

Return per unit of downside risk

-0.10

-0.25

+0.16

Omega ratio

Gain probability vs. loss probability

0.99

0.97

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.21

-0.29

+0.08

Martin ratio

Return relative to average drawdown

-0.51

-0.70

+0.18

FIVY vs. FEAT - Sharpe Ratio Comparison

The current FIVY Sharpe Ratio is -0.22, which is higher than the FEAT Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of FIVY and FEAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIVYFEATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-0.32

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-0.71

+0.08

Correlation

The correlation between FIVY and FEAT is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIVY vs. FEAT - Dividend Comparison

FIVY's dividend yield for the trailing twelve months is around 54.90%, less than FEAT's 93.83% yield.


Drawdowns

FIVY vs. FEAT - Drawdown Comparison

The maximum FIVY drawdown since its inception was -32.77%, roughly equal to the maximum FEAT drawdown of -31.68%. Use the drawdown chart below to compare losses from any high point for FIVY and FEAT.


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Drawdown Indicators


FIVYFEATDifference

Max Drawdown

Largest peak-to-trough decline

-32.77%

-31.68%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-32.77%

-31.68%

-1.09%

Current Drawdown

Current decline from peak

-29.17%

-28.34%

-0.83%

Average Drawdown

Average peak-to-trough decline

-12.04%

-12.15%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.23%

13.03%

+0.20%

Volatility

FIVY vs. FEAT - Volatility Comparison

YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) has a higher volatility of 11.61% compared to YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) at 10.59%. This indicates that FIVY's price experiences larger fluctuations and is considered to be riskier than FEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIVYFEATDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

10.59%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

25.55%

23.69%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

31.60%

29.35%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.61%

31.11%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.61%

31.11%

+2.50%