GMEY vs. CRCO
GMEY (YieldMax GME Option Income Strategy ETF) and CRCO (YieldMax CRCL Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.16 correlation, their price movements are largely independent. GMEY charges 0.99%/yr vs 1.01%/yr for CRCO.
Performance
GMEY vs. CRCO - Performance Comparison
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Returns By Period
In the year-to-date period, GMEY achieves a 0.95% return, which is significantly higher than CRCO's -8.86% return.
GMEY
- 1D
- -1.56%
- 1M
- -1.31%
- YTD
- 0.95%
- 6M
- -5.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRCO
- 1D
- -2.71%
- 1M
- -28.63%
- YTD
- -8.86%
- 6M
- -11.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMEY vs. CRCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMEY YieldMax GME Option Income Strategy ETF | 0.95% | -23.66% |
CRCO YieldMax CRCL Option Income Strategy ETF | -8.86% | -38.00% |
Correlation
The correlation between GMEY and CRCO is 0.16, 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 30, 2025 | 0.16 |
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Return for Risk
GMEY vs. CRCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax GME Option Income Strategy ETF (GMEY) and YieldMax CRCL Option Income Strategy ETF (CRCO). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
GMEY vs. CRCO - Drawdown Comparison
The maximum GMEY drawdown since its inception was -25.67%, smaller than the maximum CRCO drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for GMEY and CRCO.
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Drawdown Indicators
| GMEY | CRCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.67% | -61.75% | +36.08% |
Current DrawdownCurrent decline from peak | -23.82% | -48.76% | +24.94% |
Average DrawdownAverage peak-to-trough decline | -16.91% | -33.79% | +16.88% |
Volatility
GMEY vs. CRCO - Volatility Comparison
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Volatility by Period
| GMEY | CRCO | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 28.31% | 85.11% | -56.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 85.11% | -56.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 85.11% | -56.80% |
GMEY vs. CRCO - Expense Ratio Comparison
GMEY has a 0.99% expense ratio, which is lower than CRCO's 1.01% expense ratio.
Dividends
GMEY vs. CRCO - Dividend Comparison
GMEY's dividend yield for the trailing twelve months is around 56.84%, less than CRCO's 130.08% yield.
| Position | TTM | 2025 |
|---|---|---|
CRCO YieldMax CRCL Option Income Strategy ETF | 130.08% | 35.79% |
GMEY YieldMax GME Option Income Strategy ETF | 56.84% | 21.84% |
Frequently Asked Questions
GMEY and CRCO have a correlation of 0.16, 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 1.01% for CRCO.
CRCO has the higher dividend yield at 130.08%, compared with 56.84% for GMEY.
Their fees differ too: 0.99% for GMEY and 1.01% for CRCO.
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