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GMEY vs. CRCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMEY vs. CRCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GME Option Income Strategy ETF (GMEY) and YieldMax CRCL Option Income Strategy ETF (CRCO). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMEY vs. CRCO - Yearly Performance Comparison


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.

GMEY vs. CRCO - Sharpe Ratio Comparison


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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


GMEYCRCODifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-61.75%

+36.08%

Current Drawdown

Current decline from peak

-23.82%

-48.76%

+24.94%

Average Drawdown

Average peak-to-trough decline

-16.91%

-33.79%

+16.88%

Volatility

GMEY vs. CRCO - Volatility Comparison


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Volatility by Period


GMEYCRCODifference

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.


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.

Portfolio Optimizer

Find the right allocation for GMEY and CRCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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