IES.DE vs. ABNY

Last updated Jul 21, 2026

IES.DE (Intesa Sanpaolo S.p.A) is a stock, while ABNY (YieldMax ABNB Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. At a 0.14 correlation, their price movements are largely independent.

Performance

IES.DE vs. ABNY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Intesa Sanpaolo S.p.A (IES.DE) and YieldMax ABNB Option Income Strategy ETF (ABNY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IES.DE is traded in EUR, while ABNY is traded in USD. To make them comparable, the ABNY values have been converted to EUR using the latest available exchange rates.

Returns By Period

IES.DE

• 1D: 0.96%
• 1M: 2.59%
• 6M: 11.14%
• YTD: 10.39%
• 1Y: 37.29%
• 3Y*: 47.10%
• 5Y*: 34.19%
• 10Y*: 20.12%
• ALL TIME*: 7.83%

ABNY

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

IES.DE vs. ABNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IES.DE Intesa Sanpaolo S.p.A	10.39%	64.42%	14.63%
ABNY YieldMax ABNB Option Income Strategy ETF	3.40%	-13.67%	-6.37%

Correlation

The correlation between IES.DE and ABNY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jun 25, 2024	0.14

Return for Risk

IES.DE vs. ABNY — Risk / Return Rank

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

IES.DE

IES.DE Risk / Return Rank: 82
IES.DE Sharpe Ratio Rank: 85
IES.DE Sortino Ratio Rank: 81
IES.DE Omega Ratio Rank: 79
IES.DE Calmar Ratio Rank: 79
IES.DE Martin Ratio Rank: 84

ABNY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IES.DE vs. ABNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo S.p.A (IES.DE) and YieldMax ABNB Option Income Strategy ETF (ABNY). 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.

	IES.DE	ABNY	Difference
Sharpe ratio: Return per unit of total volatility	1.49	—	—
Sortino ratio: Return per unit of downside risk	2.05	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.96	—	—
Martin ratio: Return relative to average drawdown	6.24	—	—

Drawdowns

Drawdown Indicators

	IES.DE	ABNY	Difference
Max Drawdown Largest peak-to-trough decline	-79.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-18.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.89%	—	—
Current Drawdown Current decline from peak	-0.78%	—	—
Average Drawdown Average peak-to-trough decline	-29.73%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.96%	—	—

Volatility

Volatility by Period

	IES.DE	ABNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.99%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.50%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.87%	—	—

Dividends

IES.DE vs. ABNY - Dividend Comparison

IES.DE's dividend yield for the trailing twelve months is around 5.93%, while ABNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABNY YieldMax ABNB Option Income Strategy ETF	47.58%	53.45%	22.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IES.DE Intesa Sanpaolo S.p.A	5.93%	6.01%	8.32%	8.83%	7.31%	7.56%	0.00%	8.35%	10.41%	6.43%	5.83%	2.26%

Frequently Asked Questions

Can I hold both IES.DE and ABNY in my portfolio?

IES.DE and ABNY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.