PortfoliosLab logoPortfoliosLab logo
HBIL-U.TO vs. GPTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBIL-U.TO vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HBIL-U.TO achieves a 1.33% return, which is significantly lower than GPTY's 19.07% return.


HBIL-U.TO

1D
0.00%
1M
-0.31%
6M
1.06%
YTD
1.33%
1Y
4.03%
3Y*
5Y*
10Y*

GPTY

1D
-3.10%
1M
-8.33%
6M
16.85%
YTD
19.07%
1Y
25.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBIL-U.TO vs. GPTY - Yearly Performance Comparison


Correlation

The correlation between HBIL-U.TO and GPTY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HBIL-U.TO vs. GPTY — Risk / Return Rank

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

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8787
Martin Ratio Rank

GPTY
GPTY Risk / Return Rank: 3131
Overall Rank
GPTY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GPTY Sortino Ratio Rank: 3131
Sortino Ratio Rank
GPTY Omega Ratio Rank: 3131
Omega Ratio Rank
GPTY Calmar Ratio Rank: 3232
Calmar Ratio Rank
GPTY Martin Ratio Rank: 2929
Martin Ratio Rank
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.

HBIL-U.TO vs. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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.


HBIL-U.TOGPTYDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.48

1.18

+0.30

Calmar ratioReturn relative to maximum drawdown

3.79

1.33

+2.46

Martin ratioReturn relative to average drawdown

14.49

3.30

+11.19

HBIL-U.TO vs. GPTY - Sharpe Ratio Comparison

The current HBIL-U.TO Sharpe Ratio is 2.12, which is higher than the GPTY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of HBIL-U.TO and GPTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HBIL-U.TO vs. GPTY - Drawdown Comparison

The maximum HBIL-U.TO drawdown since its inception was -1.48%, smaller than the maximum GPTY drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for HBIL-U.TO and GPTY.


Loading charts...

Drawdown Indicators


HBIL-U.TOGPTYDifference

Max Drawdown

Largest peak-to-trough decline

-1.48%

-26.62%

+25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

-19.32%

+18.25%

Current Drawdown

Current decline from peak

-1.00%

-13.92%

+12.92%

Average Drawdown

Average peak-to-trough decline

-0.33%

-6.63%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

7.77%

-7.49%

Volatility

HBIL-U.TO vs. GPTY - Volatility Comparison

The current volatility for Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) is 1.21%, while YieldMax AI & Tech Portfolio Option Income ETF (GPTY) has a volatility of 8.79%. This indicates that HBIL-U.TO experiences smaller price fluctuations and is considered to be less risky than GPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HBIL-U.TOGPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

8.79%

-7.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

21.74%

-20.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

26.51%

-24.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

29.74%

-27.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.12%

29.74%

-27.62%

Dividends

HBIL-U.TO vs. GPTY - Dividend Comparison

HBIL-U.TO's dividend yield for the trailing twelve months is around 6.75%, less than GPTY's 39.37% yield.


Frequently Asked Questions


HBIL-U.TO and GPTY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBIL-U.TO is categorized as Government Bonds, while GPTY is Derivative Income. They also come from different issuers: Hamilton and YieldMax.

Portfolio Optimizer

Find the right allocation for HBIL-U.TO and GPTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer