GOLI vs. SFYI
GOLI (Defiance Gold Enhanced Options Income ETF) and SFYI (SoFi Social 50 Income ETF) are both Derivative Income funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. GOLI charges 0.99%/yr vs 0.73%/yr for SFYI.
Performance
GOLI vs. SFYI - Performance Comparison
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Returns By Period
GOLI
- 1D
- 1.26%
- 1M
- -2.89%
- 6M
- -15.00%
- YTD
- -9.82%
- 1Y
- 2.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.95%
SFYI
- 1D
- 1.46%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GOLI vs. SFYI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GOLI Defiance Gold Enhanced Options Income ETF | -1.35% |
SFYI SoFi Social 50 Income ETF | -0.64% |
Correlation
The correlation between GOLI and SFYI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | 0.76 |
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Return for Risk
GOLI vs. SFYI — Risk / Return Rank
GOLI
SFYI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOLI vs. SFYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GOLI) and SoFi Social 50 Income ETF (SFYI). 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.
| GOLI | SFYI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | — | — |
| Martin ratioReturn relative to average drawdown | 0.30 | — | — |
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Drawdowns
GOLI vs. SFYI - Drawdown Comparison
The maximum GOLI drawdown since its inception was -25.88%, which is greater than SFYI's maximum drawdown of -3.25%. Use the drawdown chart below to compare losses from any high point for GOLI and SFYI.
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Drawdown Indicators
| GOLI | SFYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.88% | -3.25% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -25.88% | — | — |
Current DrawdownCurrent decline from peak | -19.81% | -1.83% | -17.98% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -1.31% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.85% | — | — |
Volatility
GOLI vs. SFYI - Volatility Comparison
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Volatility by Period
| GOLI | SFYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.15% | 14.68% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 14.68% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.16% | 14.68% | +8.48% |
GOLI vs. SFYI - Expense Ratio Comparison
GOLI has a 0.99% expense ratio, which is higher than SFYI's 0.73% expense ratio.
Dividends
GOLI vs. SFYI - Dividend Comparison
GOLI's dividend yield for the trailing twelve months is around 50.69%, while SFYI has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GOLI Defiance Gold Enhanced Options Income ETF | 50.69% | 37.38% |
SFYI SoFi Social 50 Income ETF | 0.00% | 0.00% |
Frequently Asked Questions
GOLI and SFYI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SFYI is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SFYI is cheaper with a 0.73% expense ratio, compared with 0.99% for GOLI.
GOLI has the higher dividend yield at 50.69%, compared with 0.00% for SFYI.
They also come from different issuers: Defiance and Tidal. Their fees differ too: 0.99% for GOLI and 0.73% for SFYI.
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