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GMEY vs. BUYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMEY vs. BUYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GME Option Income Strategy ETF (GMEY) and Main Buywrite ETF (BUYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMEY achieves a 1.59% return, which is significantly lower than BUYW's 3.10% return.


GMEY

1D
-1.50%
1M
-11.34%
YTD
1.59%
6M
-9.88%
1Y
3Y*
5Y*
10Y*

BUYW

1D
-0.55%
1M
0.36%
YTD
3.10%
6M
4.42%
1Y
9.61%
3Y*
8.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMEY vs. BUYW - Yearly Performance Comparison


2026 (YTD)2025
GMEY
YieldMax GME Option Income Strategy ETF
1.59%-16.17%
BUYW
Main Buywrite ETF
3.10%2.89%

Correlation

The correlation between GMEY and BUYW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.26

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Return for Risk

GMEY vs. BUYW — Risk / Return Rank

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

GMEY

BUYW
BUYW Risk / Return Rank: 7373
Overall Rank
BUYW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BUYW Sortino Ratio Rank: 6868
Sortino Ratio Rank
BUYW Omega Ratio Rank: 6969
Omega Ratio Rank
BUYW Calmar Ratio Rank: 7676
Calmar Ratio Rank
BUYW Martin Ratio Rank: 9090
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.

GMEY vs. BUYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GME Option Income Strategy ETF (GMEY) and Main Buywrite ETF (BUYW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GMEY vs. BUYW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GMEYBUYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

1.15

-1.83

Drawdowns

GMEY vs. BUYW - Drawdown Comparison

The maximum GMEY drawdown since its inception was -25.67%, which is greater than BUYW's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for GMEY and BUYW.


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Drawdown Indicators


GMEYBUYWDifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-9.36%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

Current Drawdown

Current decline from peak

-23.34%

-0.55%

-22.79%

Average Drawdown

Average peak-to-trough decline

-16.60%

-0.61%

-15.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

GMEY vs. BUYW - Volatility Comparison


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Volatility by Period


GMEYBUYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

4.88%

+24.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

8.47%

+20.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

8.47%

+20.60%

GMEY vs. BUYW - Expense Ratio Comparison

GMEY has a 0.99% expense ratio, which is lower than BUYW's 1.29% expense ratio.


Dividends

GMEY vs. BUYW - Dividend Comparison

GMEY's dividend yield for the trailing twelve months is around 52.28%, more than BUYW's 5.93% yield.


PositionTTM2025202420232022
BUYW
Main Buywrite ETF
5.93%5.89%5.93%5.95%0.50%
GMEY
YieldMax GME Option Income Strategy ETF
52.28%21.84%0.00%0.00%0.00%

Frequently Asked Questions


GMEY and BUYW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GMEY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GMEY is cheaper with a 0.99% expense ratio, compared with 1.29% for BUYW.

GMEY has the higher dividend yield at 52.28%, compared with 5.93% for BUYW.

They also come from different issuers: YieldMax and Main Funds. Their fees differ too: 0.99% for GMEY and 1.29% for BUYW.

Portfolio Optimizer

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