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GOOY vs. FBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOOY and FBY is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

GOOY vs. FBY

Last updated Jun 1, 2025

Compare and contrast key facts about YieldMax GOOGL Option Income Strategy ETF (GOOY) and YieldMax META Option Income ETF (FBY).

GOOY and FBY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOOY is an actively managed fund by YieldMax. It was launched on Jul 27, 2023. FBY is an actively managed fund by YieldMax. It was launched on Jul 27, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOY or FBY.

Performance

GOOY vs. FBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) and YieldMax META Option Income ETF (FBY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GOOY:

-0.11

FBY:

0.95

Sortino Ratio

GOOY:

-0.09

FBY:

1.30

Omega Ratio

GOOY:

0.99

FBY:

1.18

Calmar Ratio

GOOY:

-0.20

FBY:

0.79

Martin Ratio

GOOY:

-0.43

FBY:

2.38

Ulcer Index

GOOY:

11.14%

FBY:

10.47%

Daily Std Dev

GOOY:

25.41%

FBY:

29.80%

Max Drawdown

GOOY:

-24.40%

FBY:

-31.53%

Current Drawdown

GOOY:

-11.54%

FBY:

-14.12%

Returns By Period

In the year-to-date period, GOOY achieves a -4.78% return, which is significantly lower than FBY's 0.96% return.

GOOY

YTD

-4.78%

1M

2.70%

6M

3.01%

1Y

-2.92%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FBY

YTD

0.96%

1M

8.37%

6M

3.12%

1Y

27.95%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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YieldMax GOOGL Option Income Strategy ETF

YieldMax META Option Income ETF

GOOY vs. FBY - Expense Ratio Comparison

Both GOOY and FBY have an expense ratio of 0.99%.

GOOY
YieldMax GOOGL Option Income Strategy ETF
FBY
YieldMax META Option Income ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GOOY vs. FBY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GOOY
The Risk-Adjusted Performance Rank of GOOY is 1010
Overall Rank
The Sharpe Ratio Rank of GOOY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOY is 1010
Sortino Ratio Rank
The Omega Ratio Rank of GOOY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GOOY is 88
Calmar Ratio Rank
The Martin Ratio Rank of GOOY is 1010
Martin Ratio Rank
FBY
The Risk-Adjusted Performance Rank of FBY is 7070
Overall Rank
The Sharpe Ratio Rank of FBY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FBY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FBY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FBY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FBY is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOOY vs. FBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and YieldMax META Option Income ETF (FBY). 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.

The current GOOY Sharpe Ratio is -0.11, which is lower than the FBY Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GOOY and FBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GOOY vs. FBY - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 43.20%, less than FBY's 50.98% yield.

TTM20242023
GOOY
YieldMax GOOGL Option Income Strategy ETF		43.20%36.74%7.90%
FBY
YieldMax META Option Income ETF		50.98%53.90%8.31%

Drawdowns

GOOY vs. FBY - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum FBY drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for GOOY and FBY.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GOOY vs. FBY - Volatility Comparison

YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 9.48% compared to YieldMax META Option Income ETF (FBY) at 8.63%. This indicates that GOOY's price experiences larger fluctuations and is considered to be riskier than FBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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