GGUS vs. YMAG

Last updated Jun 23, 2026

GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF) and YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) are both exchange-traded funds - GGUS is a Large Cap Growth Equities fund tracking the Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross, while YMAG is a Derivative Income fund actively managed by YieldMax. GGUS is passively managed, while YMAG is actively managed. Over the past year, GGUS returned 21.28% vs 18.97% for YMAG. Their correlation of 0.88 suggests significant overlap in exposure. GGUS charges 0.12%/yr vs 1.28%/yr for YMAG.

Performance

GGUS vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGUS achieves a 4.78% return, which is significantly higher than YMAG's -2.22% return.

GGUS

• 1D: -0.86%
• 1M: -1.11%
• YTD: 4.78%
• 6M: 3.88%
• 1Y: 21.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YMAG

• 1D: -1.87%
• 1M: -6.74%
• YTD: -2.22%
• 6M: -2.56%
• 1Y: 18.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GGUS vs. YMAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	4.78%	17.32%	25.04%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-2.22%	18.64%	34.66%

Correlation

The correlation between GGUS and YMAG is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.88

The correlation between GGUS and YMAG has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

GGUS vs. YMAG - Sectors Allocation Comparison

Sectors	GGUS	YMAG
Technology	48.7%	-
Consumer Cyclical	12.7%	-
Communication Services	9.7%	-
Healthcare	9.5%	-
Industrials	6.5%	-
Financial Services	6.5%	99.0%
Consumer Defensive	3.4%	-
Utilities	1.3%	-
Real Estate	0.6%	-
Energy	0.5%	-
Basic Materials	0.4%	-

Return for Risk

GGUS vs. YMAG — Risk / Return Rank

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

GGUS

GGUS Risk / Return Rank: 36
GGUS Sharpe Ratio Rank: 40
GGUS Sortino Ratio Rank: 38
GGUS Omega Ratio Rank: 38
GGUS Calmar Ratio Rank: 30
GGUS Martin Ratio Rank: 34

YMAG

YMAG Risk / Return Rank: 30
YMAG Sharpe Ratio Rank: 33
YMAG Sortino Ratio Rank: 30
YMAG Omega Ratio Rank: 30
YMAG Calmar Ratio Rank: 28
YMAG Martin Ratio Rank: 32

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.

GGUS vs. YMAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.

	GGUS	YMAG	Difference
Sharpe ratio: Return per unit of total volatility	1.37	1.14	+0.22
Sortino ratio: Return per unit of downside risk	1.90	1.59	+0.31
Omega ratio: Gain probability vs. loss probability	1.24	1.20	+0.04
Calmar ratio: Return relative to maximum drawdown	1.43	1.32	+0.11
Martin ratio: Return relative to average drawdown	4.84	4.41	+0.43

GGUS vs. YMAG - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 1.37, which is comparable to the YMAG Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of GGUS and YMAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGUS vs. YMAG - Drawdown Comparison

The maximum GGUS drawdown since its inception was -22.59%, smaller than the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for GGUS and YMAG.

Drawdown Indicators

	GGUS	YMAG	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-25.96%	+3.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-14.38%	-0.53%
Current Drawdown Current decline from peak	-3.84%	-8.35%	+4.51%
Average Drawdown Average peak-to-trough decline	-3.20%	-4.55%	+1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	4.32%	+0.09%

Volatility

GGUS vs. YMAG - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) is 5.55%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 5.86%. This indicates that GGUS experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGUS	YMAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	5.86%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	12.14%	12.65%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	16.68%	-1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.04%	20.99%	-1.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.04%	20.99%	-1.95%

GGUS vs. YMAG - Expense Ratio Comparison

GGUS has a 0.12% expense ratio, which is lower than YMAG's 1.28% expense ratio.

Dividends

GGUS vs. YMAG - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.42%, less than YMAG's 53.06% yield.

Position	TTM	2025	2024	2023
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	0.42%	0.43%	0.68%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	53.06%	52.27%	35.22%	0.00%

Frequently Asked Questions

Can I hold both GGUS and YMAG in my portfolio?

GGUS and YMAG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGUS or YMAG?

YMAG has higher volatility (5.86%) compared to GGUS (5.55%). In terms of maximum drawdown, GGUS dropped -22.59% vs YMAG's -25.96%.

Which ETF is better, GGUS or YMAG?

On 1-year performance, GGUS leads with 21.28% vs 18.97% for YMAG. On fees, GGUS is cheaper at 0.12% per year. On volatility, GGUS has been the lower-risk option at 5.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGUS or YMAG?

Over the 1-year period, GGUS has performed better with a 21.28% return vs 18.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGUS or YMAG?

GGUS is cheaper with a 0.12% expense ratio, compared with 1.28% for YMAG.

Which ETF pays a higher dividend yield, GGUS or YMAG?

YMAG has the higher dividend yield at 53.06%, compared with 0.42% for GGUS.

What is the main difference between GGUS and YMAG?

GGUS is categorized as Large Cap Growth Equities, while YMAG is Derivative Income. They also come from different issuers: Goldman Sachs and YieldMax. Their fees differ too: 0.12% for GGUS and 1.28% for YMAG.

Which has better risk-adjusted returns?

GGUS currently has the higher Sharpe Ratio (1.37 vs 1.14), 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.