GPTY vs. SCHD

Last updated Jul 17, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - GPTY is a Derivative Income fund actively managed by YieldMax, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. GPTY is actively managed, while SCHD is passively managed. Over the past year, GPTY returned 25.58% vs 27.19% for SCHD. At a 0.14 correlation, their price movements are largely independent. GPTY charges 0.99%/yr vs 0.06%/yr for SCHD.

Performance

GPTY vs. SCHD - Performance Comparison

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

Returns By Period

In the year-to-date period, GPTY achieves a 19.07% return, which is significantly lower than SCHD's 22.44% return.

GPTY

• 1D: -3.10%
• 1M: -8.33%
• 6M: 16.85%
• YTD: 19.07%
• 1Y: 25.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 2.16%
• 1M: 2.38%
• 6M: 15.69%
• YTD: 22.44%
• 1Y: 27.19%
• 3Y*: 14.79%
• 5Y*: 9.45%
• 10Y*: 12.49%

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

GPTY vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	19.07%	17.77%
SCHD Schwab U.S. Dividend Equity ETF	22.44%	2.10%

Correlation

The correlation between GPTY and SCHD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.14

The correlation between GPTY and SCHD shifts across timeframes, from 0.04 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

GPTY vs. SCHD - Sectors Allocation Comparison

Sectors	GPTY	SCHD
Technology	71.2%	19.4%
Communication Services	9.9%	6.0%
Consumer Cyclical	7.6%	6.7%
Financial Services	6.5%	9.1%
Industrials	2.2%	7.4%
Basic Materials	-	1.2%
Consumer Defensive	-	18.5%
Energy	-	14.6%
Healthcare	-	18.4%
Real Estate	-	-
Utilities	-	0.0%

Return for Risk

GPTY vs. SCHD — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 31
GPTY Sharpe Ratio Rank: 32
GPTY Sortino Ratio Rank: 31
GPTY Omega Ratio Rank: 31
GPTY Calmar Ratio Rank: 32
GPTY Martin Ratio Rank: 29

SCHD

SCHD Risk / Return Rank: 91
SCHD Sharpe Ratio Rank: 91
SCHD Sortino Ratio Rank: 93
SCHD Omega Ratio Rank: 88
SCHD Calmar Ratio Rank: 95
SCHD Martin Ratio Rank: 87

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	0.97	2.47	-1.51
Sortino ratio: Return per unit of downside risk	1.43	3.83	-2.40
Omega ratio: Gain probability vs. loss probability	1.18	1.44	-0.26
Calmar ratio: Return relative to maximum drawdown	1.33	5.92	-4.59
Martin ratio: Return relative to average drawdown	3.30	14.46	-11.16

GPTY vs. SCHD - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 0.97, which is lower than the SCHD Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of GPTY and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GPTY vs. SCHD - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GPTY and SCHD.

Drawdown Indicators

	GPTY	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-33.37%	+6.75%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	-4.61%	-14.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-13.92%	0.00%	-13.92%
Average Drawdown Average peak-to-trough decline	-6.63%	-3.30%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.77%	1.89%	+5.88%

Volatility

GPTY vs. SCHD - Volatility Comparison

YieldMax AI & Tech Portfolio Option Income ETF (GPTY) has a higher volatility of 8.79% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.10%. This indicates that GPTY's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTY	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	4.10%	+4.69%
Volatility (6M) Calculated over the trailing 6-month period	21.74%	8.05%	+13.69%
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	11.04%	+15.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.74%	14.40%	+15.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.74%	16.71%	+13.03%

GPTY vs. SCHD - Expense Ratio Comparison

GPTY has a 0.99% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

GPTY vs. SCHD - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 39.37%, more than SCHD's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPTY YieldMax AI & Tech Portfolio Option Income ETF	39.37%	34.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.17%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both GPTY and SCHD in my portfolio?

GPTY and SCHD have a correlation of 0.04, 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 SCHD?

GPTY has higher volatility (8.79%) compared to SCHD (4.10%). In terms of maximum drawdown, GPTY dropped -26.62% vs SCHD's -33.37%.

Which ETF is better, GPTY or SCHD?

On 1-year performance, SCHD leads with 27.19% vs 25.58% for GPTY. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPTY or SCHD?

Over the 1-year period, SCHD has performed better with a 27.19% return vs 25.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPTY or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.99% for GPTY.

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

GPTY has the higher dividend yield at 39.37%, compared with 3.17% for SCHD.

What is the main difference between GPTY and SCHD?

GPTY is categorized as Derivative Income, while SCHD is Dividend. They also come from different issuers: YieldMax and Charles Schwab. Their fees differ too: 0.99% for GPTY and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.47 vs 0.97), 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.