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GDXY vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXY vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Gold Miners Option Income Strategy ETF (GDXY) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXY achieves a -12.32% return, which is significantly lower than LQD's 0.82% return.


GDXY

1D
2.43%
1M
-14.26%
YTD
-12.32%
6M
-11.68%
1Y
20.95%
3Y*
5Y*
10Y*

LQD

1D
-0.06%
1M
0.80%
YTD
0.82%
6M
1.24%
1Y
5.80%
3Y*
5.30%
5Y*
-0.21%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXY vs. LQD - Yearly Performance Comparison


Correlation

The correlation between GDXY and LQD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 21, 2024

0.22

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Return for Risk

GDXY vs. LQD — Risk / Return Rank

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

GDXY
GDXY Risk / Return Rank: 2020
Overall Rank
GDXY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GDXY Sortino Ratio Rank: 1919
Sortino Ratio Rank
GDXY Omega Ratio Rank: 2222
Omega Ratio Rank
GDXY Calmar Ratio Rank: 1818
Calmar Ratio Rank
GDXY Martin Ratio Rank: 1919
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3131
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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.

GDXY vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Gold Miners Option Income Strategy ETF (GDXY) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


GDXYLQDDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.13

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

0.65

1.55

-0.91

Martin ratioReturn relative to average drawdown

1.83

4.37

-2.54

GDXY vs. LQD - Sharpe Ratio Comparison

The current GDXY Sharpe Ratio is 0.58, which is lower than the LQD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GDXY and LQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GDXY vs. LQD - Drawdown Comparison

The maximum GDXY drawdown since its inception was -34.16%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for GDXY and LQD.


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Drawdown Indicators


GDXYLQDDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-24.95%

-9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-34.16%

-3.34%

-30.82%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-29.61%

-3.37%

-26.24%

Average Drawdown

Average peak-to-trough decline

-6.72%

-3.99%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

1.19%

+10.86%

Volatility

GDXY vs. LQD - Volatility Comparison

YieldMax Gold Miners Option Income Strategy ETF (GDXY) has a higher volatility of 14.51% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.78%. This indicates that GDXY's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXYLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

1.78%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

32.60%

4.02%

+28.58%

Volatility (1Y)

Calculated over the trailing 1-year period

38.00%

5.37%

+32.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

8.65%

+23.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.36%

8.69%

+23.67%

GDXY vs. LQD - Expense Ratio Comparison

GDXY has a 0.99% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

GDXY vs. LQD - Dividend Comparison

GDXY's dividend yield for the trailing twelve months is around 82.04%, more than LQD's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GDXY
YieldMax Gold Miners Option Income Strategy ETF
82.04%52.13%23.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


GDXY and LQD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXY has higher volatility (14.51%) compared to LQD (1.78%). In terms of maximum drawdown, GDXY dropped -34.16% vs LQD's -24.95%.

On 1-year performance, GDXY leads with 20.95% vs 5.80% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GDXY has performed better with a 20.95% return vs 5.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQD is cheaper with a 0.15% expense ratio, compared with 0.99% for GDXY.

GDXY has the higher dividend yield at 82.04%, compared with 4.55% for LQD.

GDXY is categorized as Derivative Income, while LQD is Corporate Bonds. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for GDXY and 0.15% for LQD.

LQD currently has the higher Sharpe Ratio (0.97 vs 0.58), 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.

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