GOOY vs. IDV
GOOY (YieldMax GOOGL Option Income Strategy ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - GOOY is a Derivative Income fund actively managed by YieldMax, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. GOOY is actively managed, while IDV is passively managed. Over the past year, GOOY returned 84.81% vs 35.47% for IDV. At a 0.26 correlation, their price movements are largely independent. GOOY charges 0.99%/yr vs 0.49%/yr for IDV.
Performance
GOOY vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, GOOY achieves a 16.01% return, which is significantly higher than IDV's 12.82% return.
GOOY
- 1D
- 1.84%
- 1M
- -5.79%
- YTD
- 16.01%
- 6M
- 17.06%
- 1Y
- 84.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDV
- 1D
- -0.69%
- 1M
- -0.26%
- YTD
- 12.82%
- 6M
- 14.44%
- 1Y
- 35.47%
- 3Y*
- 24.42%
- 5Y*
- 12.20%
- 10Y*
- 10.65%
GOOY vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 16.01% | 53.95% | 12.58% | -3.35% |
IDV iShares International Select Dividend ETF | 12.82% | 52.16% | 4.00% | 5.65% |
Correlation
The correlation between GOOY and IDV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2023 | 0.26 |
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Return for Risk
GOOY vs. IDV — Risk / Return Rank
GOOY
IDV
GOOY vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and iShares International Select Dividend ETF (IDV). 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.
| GOOY | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.50 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 4.18 | +1.10 |
| Martin ratioReturn relative to average drawdown | 19.35 | 15.48 | +3.88 |
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Drawdowns
GOOY vs. IDV - Drawdown Comparison
The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for GOOY and IDV.
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Drawdown Indicators
| GOOY | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -70.14% | +45.74% |
Max Drawdown (1Y)Largest decline over 1 year | -16.15% | -8.52% | -7.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.50% | — |
Current DrawdownCurrent decline from peak | -6.68% | -2.37% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -15.38% | +9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 2.30% | +2.10% |
Volatility
GOOY vs. IDV - Volatility Comparison
YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 6.60% compared to iShares International Select Dividend ETF (IDV) at 4.28%. This indicates that GOOY's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOY | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.28% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.31% | 10.90% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.39% | 13.07% | +10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.30% | 15.59% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 17.93% | +5.37% |
GOOY vs. IDV - Expense Ratio Comparison
GOOY has a 0.99% expense ratio, which is higher than IDV's 0.49% expense ratio.
Dividends
GOOY vs. IDV - Dividend Comparison
GOOY's dividend yield for the trailing twelve months is around 48.88%, more than IDV's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 48.88% | 41.50% | 36.74% | 7.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 7.09% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
Frequently Asked Questions
GOOY and IDV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOY has higher volatility (6.60%) compared to IDV (4.28%). In terms of maximum drawdown, GOOY dropped -24.40% vs IDV's -70.14%.
On 1-year performance, GOOY leads with 84.81% vs 35.47% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GOOY has performed better with a 84.81% return vs 35.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 0.99% for GOOY.
GOOY has the higher dividend yield at 48.88%, compared with 7.09% for IDV.
GOOY is categorized as Derivative Income, while IDV is Global Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for GOOY and 0.49% for IDV.
GOOY currently has the higher Sharpe Ratio (3.65 vs 2.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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