INYY vs. PBP
INYY (YieldMax INTC Option Income Strategy ETF) and PBP (Invesco S&P 500 BuyWrite ETF) are both Derivative Income funds. INYY is actively managed, while PBP is passively managed. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
INYY vs. PBP - Performance Comparison
Loading charts...
Returns By Period
INYY
- 1D
- 5.01%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PBP
- 1D
- 0.70%
- 1M
- 1.18%
- YTD
- 6.04%
- 6M
- 5.76%
- 1Y
- 17.38%
- 3Y*
- 11.62%
- 5Y*
- 7.91%
- 10Y*
- 7.12%
INYY vs. PBP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
INYY YieldMax INTC Option Income Strategy ETF | 18.45% |
PBP Invesco S&P 500 BuyWrite ETF | 0.92% |
Correlation
The correlation between INYY and PBP is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 3, 2026 | 0.69 |
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
INYY vs. PBP — Risk / Return Rank
INYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PBP
INYY vs. PBP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax INTC Option Income Strategy ETF (INYY) and Invesco S&P 500 BuyWrite ETF (PBP). 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.
| INYY | PBP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.52 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.34 | — |
| Martin ratioReturn relative to average drawdown | — | 17.22 | — |
Loading charts...
Drawdowns
INYY vs. PBP - Drawdown Comparison
The maximum INYY drawdown since its inception was -10.84%, smaller than the maximum PBP drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for INYY and PBP.
Loading charts...
Drawdown Indicators
| INYY | PBP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.84% | -43.43% | +32.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.22% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.31% | — |
Current DrawdownCurrent decline from peak | -0.26% | 0.00% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -6.67% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.01% | — |
Volatility
INYY vs. PBP - Volatility Comparison
Loading charts...
Volatility by Period
| INYY | PBP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 81.24% | 7.19% | +74.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.24% | 11.88% | +69.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.24% | 13.66% | +67.58% |
Dividends
INYY vs. PBP - Dividend Comparison
INYY's dividend yield for the trailing twelve months is around 3.75%, less than PBP's 11.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INYY YieldMax INTC Option Income Strategy ETF | 3.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBP Invesco S&P 500 BuyWrite ETF | 11.18% | 11.12% | 9.36% | 3.35% | 1.33% | 6.21% | 1.41% | 5.04% | 2.59% | 10.86% | 2.56% | 6.19% |
Frequently Asked Questions
INYY and PBP have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBP has the higher dividend yield at 11.18%, compared with 3.75% for INYY.
They also come from different issuers: YieldMax and Invesco.
Find the right allocation for INYY and PBP
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