GDXY vs. PLTY

Last updated Jun 4, 2026

GDXY (YieldMax Gold Miners Option Income Strategy ETF) and PLTY (YieldMax PLTR Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Over the past year, GDXY returned 30.32% vs 4.68% for PLTY. At a 0.14 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

GDXY vs. PLTY - Performance Comparison

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

Returns By Period

In the year-to-date period, GDXY achieves a -6.82% return, which is significantly higher than PLTY's -13.54% return.

GDXY

• 1D: -2.47%
• 1M: -2.37%
• YTD: -6.82%
• 6M: -3.09%
• 1Y: 30.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTY

• 1D: -5.53%
• 1M: 0.30%
• YTD: -13.54%
• 6M: -14.25%
• 1Y: 4.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDXY vs. PLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GDXY YieldMax Gold Miners Option Income Strategy ETF	-6.82%	88.08%	-12.50%
PLTY YieldMax PLTR Option Income Strategy ETF	-13.54%	78.06%	49.98%

Correlation

The correlation between GDXY and PLTY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 9, 2024	0.14

Return for Risk

GDXY vs. PLTY — Risk / Return Rank

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

GDXY

GDXY Risk / Return Rank: 23
GDXY Sharpe Ratio Rank: 23
GDXY Sortino Ratio Rank: 22
GDXY Omega Ratio Rank: 25
GDXY Calmar Ratio Rank: 23
GDXY Martin Ratio Rank: 22

PLTY

PLTY Risk / Return Rank: 10
PLTY Sharpe Ratio Rank: 10
PLTY Sortino Ratio Rank: 11
PLTY Omega Ratio Rank: 12
PLTY Calmar Ratio Rank: 10
PLTY Martin Ratio Rank: 10

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. PLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Gold Miners Option Income Strategy ETF (GDXY) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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.

	GDXY	PLTY	Difference
Sharpe ratio: Return per unit of total volatility	0.83	0.11	+0.72
Sortino ratio: Return per unit of downside risk	1.18	0.44	+0.75
Omega ratio: Gain probability vs. loss probability	1.17	1.06	+0.12
Calmar ratio: Return relative to maximum drawdown	1.09	0.14	+0.95
Martin ratio: Return relative to average drawdown	2.77	0.26	+2.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDXY vs. PLTY - Sharpe Ratio Comparison

The current GDXY Sharpe Ratio is 0.83, which is higher than the PLTY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of GDXY and PLTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GDXY	PLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.11	+0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	1.26	-0.50

Drawdowns

GDXY vs. PLTY - Drawdown Comparison

The maximum GDXY drawdown since its inception was -28.03%, smaller than the maximum PLTY drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for GDXY and PLTY.

Drawdown Indicators

	GDXY	PLTY	Difference
Max Drawdown Largest peak-to-trough decline	-28.03%	-36.61%	+8.58%
Max Drawdown (1Y) Largest decline over 1 year	-28.03%	-34.41%	+6.38%
Current Drawdown Current decline from peak	-25.20%	-25.02%	-0.18%
Average Drawdown Average peak-to-trough decline	-6.40%	-12.77%	+6.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.96%	17.72%	-6.76%

Volatility

GDXY vs. PLTY - Volatility Comparison

The current volatility for YieldMax Gold Miners Option Income Strategy ETF (GDXY) is 11.75%, while YieldMax PLTR Option Income Strategy ETF (PLTY) has a volatility of 15.13%. This indicates that GDXY experiences smaller price fluctuations and is considered to be less risky than PLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDXY	PLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.75%	15.13%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	30.92%	32.38%	-1.46%
Volatility (1Y) Calculated over the trailing 1-year period	36.57%	43.50%	-6.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.73%	52.94%	-21.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.73%	52.94%	-21.21%

GDXY vs. PLTY - Expense Ratio Comparison

Both GDXY and PLTY have an expense ratio of 0.99%.

Dividends

GDXY vs. PLTY - Dividend Comparison

GDXY's dividend yield for the trailing twelve months is around 74.25%, less than PLTY's 108.80% yield.

Position	TTM	2025	2024
GDXY YieldMax Gold Miners Option Income Strategy ETF	74.25%	52.13%	23.91%
PLTY YieldMax PLTR Option Income Strategy ETF	108.80%	112.44%	7.85%

Frequently Asked Questions

Can I hold both GDXY and PLTY in my portfolio?

GDXY and PLTY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDXY or PLTY?

PLTY has higher volatility (15.13%) compared to GDXY (11.75%). In terms of maximum drawdown, GDXY dropped -28.03% vs PLTY's -36.61%.

Which ETF is better, GDXY or PLTY?

On 1-year performance, GDXY leads with 30.32% vs 4.68% for PLTY. Both ETFs have the same 0.99% expense ratio. On volatility, GDXY has been the lower-risk option at 11.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GDXY or PLTY?

Over the 1-year period, GDXY has performed better with a 30.32% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GDXY or PLTY?

GDXY and PLTY have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, GDXY or PLTY?

PLTY has the higher dividend yield at 108.80%, compared with 74.25% for GDXY.

Which has better risk-adjusted returns?

GDXY currently has the higher Sharpe Ratio (0.83 vs 0.11), 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.