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 0.18 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 3.23% return, which is significantly higher than CRCO's -15.85% return.
GMEY
- 1D
- -0.46%
- 1M
- 1.76%
- 6M
- -1.19%
- YTD
- 3.23%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRCO
- 1D
- -5.85%
- 1M
- -17.57%
- 6M
- -15.45%
- YTD
- -15.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMEY vs. CRCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMEY YieldMax GME Option Income Strategy ETF | 3.23% | -23.66% |
CRCO YieldMax CRCL Option Income Strategy ETF | -15.85% | -38.00% |
Correlation
The correlation between GMEY and CRCO is 0.18, 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 | 0.18 |
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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 | -22.10% | -52.68% | +30.58% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -34.96% | +17.74% |
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 | 27.75% | 84.70% | -56.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.75% | 84.70% | -56.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.75% | 84.70% | -56.95% |
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 59.67%, less than CRCO's 152.47% yield.
| Position | TTM | 2025 |
|---|---|---|
CRCO YieldMax CRCL Option Income Strategy ETF | 152.47% | 35.79% |
GMEY YieldMax GME Option Income Strategy ETF | 59.67% | 21.84% |
Frequently Asked Questions
GMEY and CRCO have a correlation of 0.18, 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 152.47%, compared with 59.67% for GMEY.
Their fees differ too: 0.99% for GMEY and 1.01% for CRCO.
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