IBMR vs. PLTY
IBMR (iShares iBonds Dec 2029 Term Muni Bond ETF) and PLTY (YieldMax PLTR Option Income Strategy ETF) are both exchange-traded funds - IBMR is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted 2029 Index, while PLTY is a Derivative Income fund actively managed by YieldMax. IBMR is passively managed, while PLTY is actively managed. Over the past year, IBMR returned 3.45% vs -14.92% for PLTY. At a correlation of -0.05, they often move in opposite directions. IBMR charges 0.18%/yr vs 0.99%/yr for PLTY.
Performance
IBMR vs. PLTY - Performance Comparison
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Returns By Period
In the year-to-date period, IBMR achieves a 0.79% return, which is significantly higher than PLTY's -26.92% return.
IBMR
- 1D
- -0.02%
- 1M
- 0.66%
- YTD
- 0.79%
- 6M
- 0.93%
- 1Y
- 3.45%
- 3Y*
- 3.25%
- 5Y*
- —
- 10Y*
- —
PLTY
- 1D
- -2.42%
- 1M
- -12.09%
- YTD
- -26.92%
- 6M
- -32.83%
- 1Y
- -14.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBMR vs. PLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBMR iShares iBonds Dec 2029 Term Muni Bond ETF | 0.79% | 4.45% | -0.79% |
PLTY YieldMax PLTR Option Income Strategy ETF | -26.92% | 78.06% | 52.50% |
Correlation
The correlation between IBMR and PLTY 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 Oct 8, 2024 | -0.05 |
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Return for Risk
IBMR vs. PLTY — Risk / Return Rank
IBMR
PLTY
IBMR vs. PLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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.
| IBMR | PLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.97 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.41 | +2.64 |
| Martin ratioReturn relative to average drawdown | 5.73 | -0.79 | +6.52 |
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Drawdowns
IBMR vs. PLTY - Drawdown Comparison
The maximum IBMR drawdown since its inception was -4.83%, smaller than the maximum PLTY drawdown of -36.62%. Use the drawdown chart below to compare losses from any high point for IBMR and PLTY.
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Drawdown Indicators
| IBMR | PLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.83% | -36.62% | +31.79% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -36.62% | +35.07% |
Max Drawdown (3Y)Largest decline over 3 years | -4.72% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -36.62% | +36.02% |
Average DrawdownAverage peak-to-trough decline | -1.01% | -13.27% | +12.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 19.00% | -18.40% |
Volatility
IBMR vs. PLTY - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) is 0.39%, while YieldMax PLTR Option Income Strategy ETF (PLTY) has a volatility of 16.40%. This indicates that IBMR experiences smaller price fluctuations and is considered to be less risky than PLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBMR | PLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 16.40% | -16.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.15% | 32.73% | -31.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.76% | 43.35% | -41.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.04% | 52.67% | -49.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.04% | 52.67% | -49.63% |
IBMR vs. PLTY - Expense Ratio Comparison
IBMR has a 0.18% expense ratio, which is lower than PLTY's 0.99% expense ratio.
Dividends
IBMR vs. PLTY - Dividend Comparison
IBMR's dividend yield for the trailing twelve months is around 2.55%, less than PLTY's 125.34% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBMR iShares iBonds Dec 2029 Term Muni Bond ETF | 2.55% | 2.55% | 2.53% | 1.27% |
PLTY YieldMax PLTR Option Income Strategy ETF | 125.34% | 112.44% | 7.85% | 0.00% |
Frequently Asked Questions
IBMR and PLTY 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.
PLTY has higher volatility (16.40%) compared to IBMR (0.39%). In terms of maximum drawdown, IBMR dropped -4.83% vs PLTY's -36.62%.
On 1-year performance, IBMR leads with 3.45% vs -14.92% for PLTY. On fees, IBMR is cheaper at 0.18% per year. On volatility, IBMR has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBMR has performed better with a 3.45% return vs -14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBMR is cheaper with a 0.18% expense ratio, compared with 0.99% for PLTY.
PLTY has the higher dividend yield at 125.34%, compared with 2.55% for IBMR.
IBMR is categorized as Municipal Bonds, while PLTY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.18% for IBMR and 0.99% for PLTY.
IBMR currently has the higher Sharpe Ratio (1.98 vs -0.35), 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.
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