GPTY vs. HOII

Last updated Jun 24, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and HOII (REX HOOD Growth & Income ETF) are both Derivative Income funds. Both are actively managed. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

GPTY vs. HOII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and REX HOOD Growth & Income ETF (HOII). 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 HOII's 19,132.59% return.

GPTY

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

HOII

• 1D: 0.00%
• 1M: 30,031.23%
• YTD: 19,132.59%
• 6M: 17,912.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. HOII - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	27.19%	-8.10%
HOII REX HOOD Growth & Income ETF	19,132.59%	-23.54%

Correlation

The correlation between GPTY and HOII is 0.69, 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 Nov 4, 2025	0.69

Return for Risk

GPTY vs. HOII — 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

HOII

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. HOII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and REX HOOD Growth & Income ETF (HOII). 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	HOII	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. HOII - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum HOII drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for GPTY and HOII.

Drawdown Indicators

	GPTY	HOII	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-55.38%	+28.76%
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%	-36.68%	+30.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	—	—

Volatility

Volatility by Period

	GPTY	HOII	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%	34,045.59%	-34,019.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.71%	34,045.59%	-34,015.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.71%	34,045.59%	-34,015.88%

GPTY vs. HOII - Expense Ratio Comparison

Both GPTY and HOII have an expense ratio of 0.99%.

Dividends

GPTY vs. HOII - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 34.91%, less than HOII's 120.87% yield.

Position	TTM	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	34.91%	34.23%
HOII REX HOOD Growth & Income ETF	120.87%	4.41%

Frequently Asked Questions

Can I hold both GPTY and HOII in my portfolio?

GPTY and HOII have a correlation of 0.69, 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 HOII?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GPTY or HOII?

GPTY and HOII have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, GPTY or HOII?

HOII has the higher dividend yield at 120.87%, compared with 34.91% for GPTY.

What is the main difference between GPTY and HOII?

They also come from different issuers: YieldMax and REX.