GMEY vs. MARO
GMEY (YieldMax GME Option Income Strategy ETF) and MARO (YieldMax MARA Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
GMEY vs. MARO - Performance Comparison
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Returns By Period
In the year-to-date period, GMEY achieves a 0.95% return, which is significantly lower than MARO's 30.82% return.
GMEY
- 1D
- -1.56%
- 1M
- -1.31%
- YTD
- 0.95%
- 6M
- -5.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MARO
- 1D
- 5.53%
- 1M
- 1.06%
- YTD
- 30.82%
- 6M
- 25.22%
- 1Y
- -24.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMEY vs. MARO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMEY YieldMax GME Option Income Strategy ETF | 0.95% | -15.02% |
MARO YieldMax MARA Option Income Strategy ETF | 30.82% | -41.74% |
Correlation
The correlation between GMEY and MARO is 0.22, 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 9, 2025 | 0.22 |
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Return for Risk
GMEY vs. MARO — Risk / Return Rank
GMEY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MARO
GMEY vs. MARO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax GME Option Income Strategy ETF (GMEY) and YieldMax MARA Option Income Strategy ETF (MARO). 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.
| GMEY | MARO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.98 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.38 | — |
| Martin ratioReturn relative to average drawdown | — | -0.62 | — |
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Drawdowns
GMEY vs. MARO - Drawdown Comparison
The maximum GMEY drawdown since its inception was -25.67%, smaller than the maximum MARO drawdown of -71.75%. Use the drawdown chart below to compare losses from any high point for GMEY and MARO.
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Drawdown Indicators
| GMEY | MARO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.67% | -71.75% | +46.08% |
Max Drawdown (1Y)Largest decline over 1 year | — | -65.51% | — |
Current DrawdownCurrent decline from peak | -23.82% | -50.15% | +26.33% |
Average DrawdownAverage peak-to-trough decline | -16.91% | -42.33% | +25.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 39.97% | — |
Volatility
GMEY vs. MARO - Volatility Comparison
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Volatility by Period
| GMEY | MARO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 47.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.31% | 62.81% | -34.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 65.20% | -36.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 65.20% | -36.89% |
GMEY vs. MARO - Expense Ratio Comparison
Both GMEY and MARO have an expense ratio of 0.99%.
Dividends
GMEY vs. MARO - Dividend Comparison
GMEY's dividend yield for the trailing twelve months is around 56.84%, less than MARO's 181.29% yield.
| Position | TTM | 2025 |
|---|---|---|
GMEY YieldMax GME Option Income Strategy ETF | 56.84% | 21.84% |
MARO YieldMax MARA Option Income Strategy ETF | 181.29% | 277.68% |
Frequently Asked Questions
GMEY and MARO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GMEY and MARO have the same expense ratio: 0.99% per year.
MARO has the higher dividend yield at 181.29%, compared with 56.84% for GMEY.
Find the right allocation for GMEY and MARO
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