GPTY vs. YMAG

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG).

GPTY and YMAG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GPTY is an actively managed fund by YieldMax. It was launched on Jan 22, 2025. YMAG is an actively managed fund by YieldMax. It was launched on Jan 29, 2024.

Performance

GPTY vs. YMAG - 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 Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

GPTY vs. YMAG - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	-5.81%	17.15%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-8.32%	16.72%

Returns By Period

In the year-to-date period, GPTY achieves a -5.81% return, which is significantly higher than YMAG's -8.32% return.

GPTY

• 1D: 1.38%
• 1M: -0.14%
• YTD: -5.81%
• 6M: -7.02%
• 1Y: 31.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YMAG

• 1D: 0.90%
• 1M: -3.32%
• YTD: -8.32%
• 6M: -5.76%
• 1Y: 24.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. YMAG - Expense Ratio Comparison

GPTY has a 0.99% expense ratio, which is lower than YMAG's 1.28% expense ratio.

YMAG

YieldMax Magnificent 7 Fund of Option Income ETFs

GPTY

YieldMax AI & Tech Portfolio Option Income ETF

Return for Risk

GPTY vs. YMAG — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 59
GPTY Sharpe Ratio Rank: 60
GPTY Sortino Ratio Rank: 64
GPTY Omega Ratio Rank: 60
GPTY Calmar Ratio Rank: 64
GPTY Martin Ratio Rank: 46

YMAG

YMAG Risk / Return Rank: 63
YMAG Sharpe Ratio Rank: 61
YMAG Sortino Ratio Rank: 63
YMAG Omega Ratio Rank: 60
YMAG Calmar Ratio Rank: 70
YMAG Martin Ratio Rank: 61

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. YMAG - 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 Magnificent 7 Fund of Option Income ETFs (YMAG). 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	YMAG	Difference
Sharpe ratio Return per unit of total volatility	1.10	1.11	-0.02
Sortino ratio Return per unit of downside risk	1.67	1.66	+0.01
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.70	1.84	-0.14
Martin ratio Return relative to average drawdown	4.55	6.31	-1.75
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. YMAG - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 1.10, which is comparable to the YMAG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GPTY and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GPTY	YMAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.11	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.93	-0.64

Correlation

The correlation between GPTY and YMAG is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GPTY vs. YMAG - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 42.28%, less than YMAG's 56.30% yield.

	TTM	2025	2024
GPTY YieldMax AI & Tech Portfolio Option Income ETF	42.28%	34.23%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	56.30%	52.27%	35.22%

Drawdowns

GPTY vs. YMAG - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, roughly equal to the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for GPTY and YMAG.

Drawdown Indicators

	GPTY	YMAG	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-25.96%	-0.66%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	-14.38%	-4.94%
Current Drawdown Current decline from peak	-14.21%	-10.31%	-3.90%
Average Drawdown Average peak-to-trough decline	-7.10%	-4.69%	-2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.21%	4.20%	+3.01%

Volatility

GPTY vs. YMAG - Volatility Comparison

YieldMax AI & Tech Portfolio Option Income ETF (GPTY) has a higher volatility of 9.01% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 7.20%. This indicates that GPTY's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTY	YMAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.01%	7.20%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	18.91%	12.77%	+6.14%
Volatility (1Y) Calculated over the trailing 1-year period	28.95%	22.27%	+6.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.30%	21.31%	+7.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.30%	21.31%	+7.99%