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. Their 0.19 correlation means their historical movements had little consistent relationship. 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 -8.59% return, which is significantly higher than CRCO's -12.62% return.
GMEY
- 1D
- -0.56%
- 1M
- -13.24%
- 6M
- -19.18%
- YTD
- -8.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CRCO
- 1D
- -0.40%
- 1M
- -4.50%
- 6M
- 19.29%
- YTD
- -12.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $550.14K | $576.56K | $1.34M | |
| $32.88K | $35.63K | $44.01K |
GMEY vs. CRCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMEY YieldMax GME Option Income Strategy ETF | -8.59% | -23.66% |
CRCO YieldMax CRCL Option Income Strategy ETF | -12.62% | -38.00% |
Correlation
The correlation between GMEY and CRCO is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.19 |
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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 -31.17%, 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 | -31.17% | -61.75% | +30.58% |
Current DrawdownCurrent decline from peak | -31.02% | -50.87% | +19.85% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -36.01% | +18.36% |
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 | 29.60% | 83.51% | -53.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.60% | 83.51% | -53.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.60% | 83.51% | -53.91% |
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 70.28%, less than CRCO's 155.68% yield.
| Position | TTM | 2025 |
|---|---|---|
CRCO YieldMax CRCL Option Income Strategy ETF | 155.68% | 35.79% |
GMEY YieldMax GME Option Income Strategy ETF | 70.28% | 21.84% |
Frequently Asked Questions
GMEY and CRCO have a correlation of 0.19, 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 155.68%, compared with 70.28% for GMEY.
Their fees differ too: 0.99% for GMEY and 1.01% for CRCO.
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