GPTY vs. LFGY

Last updated Jun 4, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) are both Derivative Income funds from YieldMax. Both are actively managed. Over the past year, GPTY returned 55.13% vs 9.18% for LFGY. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

GPTY vs. LFGY - Performance Comparison

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

Returns By Period

In the year-to-date period, GPTY achieves a 36.39% return, which is significantly higher than LFGY's 17.68% return.

GPTY

• 1D: -1.40%
• 1M: 19.04%
• YTD: 36.39%
• 6M: 32.30%
• 1Y: 55.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LFGY

• 1D: -3.11%
• 1M: 3.68%
• YTD: 17.68%
• 6M: 8.51%
• 1Y: 9.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. LFGY - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	36.39%	17.15%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	17.68%	-12.92%

Correlation

The correlation between GPTY and LFGY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.74

The correlation between GPTY and LFGY has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.

GPTY vs. LFGY - Sectors Allocation Comparison

Sectors	GPTY	LFGY
Technology	77.9%	33.5%
Communication Services	10.4%	6.5%
Consumer Cyclical	7.6%	4.1%
Financial Services	4.1%	55.9%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

GPTY vs. LFGY — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 60
GPTY Sharpe Ratio Rank: 70
GPTY Sortino Ratio Rank: 62
GPTY Omega Ratio Rank: 64
GPTY Calmar Ratio Rank: 57
GPTY Martin Ratio Rank: 46

LFGY

LFGY Risk / Return Rank: 12
LFGY Sharpe Ratio Rank: 12
LFGY Sortino Ratio Rank: 13
LFGY Omega Ratio Rank: 13
LFGY Calmar Ratio Rank: 11
LFGY Martin Ratio Rank: 11

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. LFGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY). 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.

	GPTY	LFGY	Difference
Sharpe ratio: Return per unit of total volatility	2.33	0.25	+2.08
Sortino ratio: Return per unit of downside risk	2.98	0.59	+2.38
Omega ratio: Gain probability vs. loss probability	1.39	1.07	+0.32
Calmar ratio: Return relative to maximum drawdown	2.87	0.26	+2.61
Martin ratio: Return relative to average drawdown	7.65	0.56	+7.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPTY vs. LFGY - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 2.33, which is higher than the LFGY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of GPTY and LFGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GPTY	LFGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	0.25	+2.08
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.14	+1.30

Drawdowns

GPTY vs. LFGY - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum LFGY drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for GPTY and LFGY.

Drawdown Indicators

	GPTY	LFGY	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-35.94%	+9.32%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	-35.94%	+16.62%
Current Drawdown Current decline from peak	-1.40%	-10.11%	+8.71%
Average Drawdown Average peak-to-trough decline	-6.52%	-14.07%	+7.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	16.42%	-9.19%

Volatility

GPTY vs. LFGY - Volatility Comparison

The current volatility for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) is 7.41%, while YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a volatility of 10.56%. This indicates that GPTY experiences smaller price fluctuations and is considered to be less risky than LFGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTY	LFGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	10.56%	-3.15%
Volatility (6M) Calculated over the trailing 6-month period	18.19%	30.09%	-11.90%
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	37.15%	-13.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	41.96%	-13.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	41.96%	-13.11%

GPTY vs. LFGY - Expense Ratio Comparison

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

Dividends

GPTY vs. LFGY - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 32.54%, less than LFGY's 82.56% yield.

Position	TTM	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	32.54%	34.23%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	82.56%	94.90%

Frequently Asked Questions

Can I hold both GPTY and LFGY in my portfolio?

GPTY and LFGY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPTY or LFGY?

LFGY has higher volatility (10.56%) compared to GPTY (7.41%). In terms of maximum drawdown, GPTY dropped -26.62% vs LFGY's -35.94%.

Which ETF is better, GPTY or LFGY?

On 1-year performance, GPTY leads with 55.13% vs 9.18% for LFGY. Both ETFs have the same 0.99% expense ratio. On volatility, GPTY has been the lower-risk option at 7.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPTY or LFGY?

Over the 1-year period, GPTY has performed better with a 55.13% return vs 9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPTY or LFGY?

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

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

LFGY has the higher dividend yield at 82.56%, compared with 32.54% for GPTY.

Which has better risk-adjusted returns?

GPTY currently has the higher Sharpe Ratio (2.33 vs 0.25), 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.