GPTY vs. AMDI.L

Last updated Jun 24, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and AMDI.L (IncomeShares AMD Options ETP) are both Derivative Income funds. Both are actively managed. At a 0.43 correlation, their price movements are largely independent. GPTY charges 0.99%/yr vs 0.55%/yr for AMDI.L.

Performance

GPTY vs. AMDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and IncomeShares AMD Options ETP (AMDI.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GPTY achieves a 27.19% return, which is significantly lower than AMDI.L's 107.99% return.

GPTY

• 1D: -2.92%
• 1M: 2.17%
• YTD: 27.19%
• 6M: 25.48%
• 1Y: 39.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDI.L

• 1D: 0.00%
• 1M: 14.92%
• YTD: 107.99%
• 6M: 109.26%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GPTY vs. AMDI.L - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	27.19%	7.19%
AMDI.L IncomeShares AMD Options ETP	107.99%	12,701.59%

Correlation

The correlation between GPTY and AMDI.L is 0.43, 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 Jul 7, 2025	0.43

Return for Risk

GPTY vs. AMDI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPTY

GPTY Risk / Return Rank: 43
GPTY Sharpe Ratio Rank: 47
GPTY Sortino Ratio Rank: 43
GPTY Omega Ratio Rank: 45
GPTY Calmar Ratio Rank: 43
GPTY Martin Ratio Rank: 37

AMDI.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPTY vs. AMDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and IncomeShares AMD Options ETP (AMDI.L). 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.

	GPTY	AMDI.L	Difference
Sharpe ratio: Return per unit of total volatility	1.57	—	—
Sortino ratio: Return per unit of downside risk	2.11	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	2.08	—	—
Martin ratio: Return relative to average drawdown	5.42	—	—

Drawdowns

GPTY vs. AMDI.L - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum AMDI.L drawdown of -47.34%. Use the drawdown chart below to compare losses from any high point for GPTY and AMDI.L.

Drawdown Indicators

	GPTY	AMDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-47.34%	+20.72%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	—	—
Current Drawdown Current decline from peak	-8.05%	0.00%	-8.05%
Average Drawdown Average peak-to-trough decline	-6.50%	-22.10%	+15.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	—	—

Volatility

Volatility by Period

	GPTY	AMDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.61%	10,124.14%	-10,098.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.71%	10,124.14%	-10,094.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.71%	10,124.14%	-10,094.43%

GPTY vs. AMDI.L - Expense Ratio Comparison

GPTY has a 0.99% expense ratio, which is higher than AMDI.L's 0.55% expense ratio.

Dividends

GPTY vs. AMDI.L - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 34.91%, less than AMDI.L's 36.65% yield.

Position	TTM	2025
AMDI.L IncomeShares AMD Options ETP	36.65%	8.85%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	34.91%	34.23%

Frequently Asked Questions

Can I hold both GPTY and AMDI.L in my portfolio?

GPTY and AMDI.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GPTY or AMDI.L?

On fees, AMDI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GPTY or AMDI.L?

AMDI.L is cheaper with a 0.55% expense ratio, compared with 0.99% for GPTY.

What is the main difference between GPTY and AMDI.L?

They also come from different issuers: YieldMax and Leverage Shares. Their fees differ too: 0.99% for GPTY and 0.55% for AMDI.L.