IAUI vs. CRSH
Compare and contrast key facts about NEOS Gold High Income ETF (IAUI) and YieldMax Short TSLA Option Income Strategy ETF (CRSH).
IAUI and CRSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IAUI is an actively managed fund by Neos. It was launched on Jun 4, 2025. CRSH is an actively managed fund by YieldMax. It was launched on May 1, 2024.
Performance
IAUI vs. CRSH - Performance Comparison
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IAUI vs. CRSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IAUI NEOS Gold High Income ETF | 4.93% | 20.56% |
CRSH YieldMax Short TSLA Option Income Strategy ETF | 20.49% | -27.39% |
Returns By Period
In the year-to-date period, IAUI achieves a 4.93% return, which is significantly lower than CRSH's 20.49% return.
IAUI
- 1D
- 3.78%
- 1M
- -10.02%
- YTD
- 4.93%
- 6M
- 15.64%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRSH
- 1D
- -3.11%
- 1M
- 7.70%
- YTD
- 20.49%
- 6M
- 22.66%
- 1Y
- -25.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IAUI vs. CRSH - Expense Ratio Comparison
IAUI has a 0.78% expense ratio, which is lower than CRSH's 0.99% expense ratio.
Return for Risk
IAUI vs. CRSH — Risk / Return Rank
IAUI
CRSH
IAUI vs. CRSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Gold High Income ETF (IAUI) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IAUI | CRSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | -0.63 | +2.25 |
Correlation
The correlation between IAUI and CRSH is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IAUI vs. CRSH - Dividend Comparison
IAUI's dividend yield for the trailing twelve months is around 10.00%, less than CRSH's 98.84% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
IAUI NEOS Gold High Income ETF | 10.00% | 6.88% | 0.00% |
CRSH YieldMax Short TSLA Option Income Strategy ETF | 98.84% | 138.78% | 94.25% |
Drawdowns
IAUI vs. CRSH - Drawdown Comparison
The maximum IAUI drawdown since its inception was -16.88%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for IAUI and CRSH.
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Drawdown Indicators
| IAUI | CRSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.88% | -63.68% | +46.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -48.16% | — |
Current DrawdownCurrent decline from peak | -11.01% | -52.59% | +41.58% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -41.89% | +40.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 35.17% | — |
Volatility
IAUI vs. CRSH - Volatility Comparison
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Volatility by Period
| IAUI | CRSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.78% | 42.40% | -21.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 48.40% | -27.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 48.40% | -27.62% |