HIYY vs. GOOY
HIYY (YieldMax HIMS Option Income Strategy ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
HIYY vs. GOOY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HIYY achieves a -1.66% return, which is significantly lower than GOOY's 9.57% return.
HIYY
- 1D
- -2.05%
- 1M
- 26.22%
- YTD
- -1.66%
- 6M
- -6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- -0.99%
- 1M
- -8.62%
- YTD
- 9.57%
- 6M
- 9.10%
- 1Y
- 83.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HIYY vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HIYY YieldMax HIMS Option Income Strategy ETF | -1.66% | -37.34% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 9.57% | 18.83% |
Correlation
The correlation between HIYY and GOOY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.24 |
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
HIYY vs. GOOY — Risk / Return Rank
HIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOY
HIYY vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax HIMS Option Income Strategy ETF (HIYY) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.
| HIYY | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.60 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.17 | — |
| Martin ratioReturn relative to average drawdown | — | 18.36 | — |
Loading charts...
Drawdowns
HIYY vs. GOOY - Drawdown Comparison
The maximum HIYY drawdown since its inception was -73.95%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for HIYY and GOOY.
Loading charts...
Drawdown Indicators
| HIYY | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.95% | -24.40% | -49.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -43.93% | -11.86% | -32.07% |
Average DrawdownAverage peak-to-trough decline | -43.95% | -6.28% | -37.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.54% | — |
Volatility
HIYY vs. GOOY - Volatility Comparison
Loading charts...
Volatility by Period
| HIYY | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 84.42% | 23.67% | +60.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.42% | 23.43% | +60.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.42% | 23.43% | +60.99% |
HIYY vs. GOOY - Expense Ratio Comparison
Both HIYY and GOOY have an expense ratio of 0.99%.
Dividends
HIYY vs. GOOY - Dividend Comparison
HIYY's dividend yield for the trailing twelve months is around 84.48%, more than GOOY's 52.71% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.71% | 41.50% | 36.74% | 7.90% |
HIYY YieldMax HIMS Option Income Strategy ETF | 84.48% | 29.99% | 0.00% | 0.00% |
Frequently Asked Questions
HIYY and GOOY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
HIYY and GOOY have the same expense ratio: 0.99% per year.
HIYY has the higher dividend yield at 84.48%, compared with 52.71% for GOOY.
Find the right allocation for HIYY and GOOY
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