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JPO vs. TDTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPO vs. TDTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax JPM Option Income Strategy ETF (JPO) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPO achieves a 2.68% return, which is significantly higher than TDTT's 0.96% return.


JPO

1D
1.96%
1M
6.38%
YTD
2.68%
6M
2.70%
1Y
17.30%
3Y*
5Y*
10Y*

TDTT

1D
-0.25%
1M
-0.52%
YTD
0.96%
6M
1.09%
1Y
3.35%
3Y*
4.75%
5Y*
2.76%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPO vs. TDTT - Yearly Performance Comparison


2026 (YTD)202520242023
JPO
YieldMax JPM Option Income Strategy ETF
2.68%22.26%13.97%4.90%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
0.96%6.67%3.96%2.42%

Correlation

The correlation between JPO and TDTT is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2023

-0.05

The correlation between JPO and TDTT shifts across timeframes, from -0.17 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JPO vs. TDTT — Risk / Return Rank

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

JPO
JPO Risk / Return Rank: 2525
Overall Rank
JPO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JPO Sortino Ratio Rank: 2424
Sortino Ratio Rank
JPO Omega Ratio Rank: 2525
Omega Ratio Rank
JPO Calmar Ratio Rank: 2626
Calmar Ratio Rank
JPO Martin Ratio Rank: 2424
Martin Ratio Rank

TDTT
TDTT Risk / Return Rank: 6060
Overall Rank
TDTT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 5757
Sortino Ratio Rank
TDTT Omega Ratio Rank: 5757
Omega Ratio Rank
TDTT Calmar Ratio Rank: 7171
Calmar Ratio Rank
TDTT Martin Ratio Rank: 6363
Martin Ratio Rank
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.

JPO vs. TDTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPO) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.


JPOTDTTDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.18

Calmar ratioReturn relative to maximum drawdown

1.22

3.47

-2.25

Martin ratioReturn relative to average drawdown

3.01

11.10

-8.09

JPO vs. TDTT - Sharpe Ratio Comparison

The current JPO Sharpe Ratio is 0.91, which is lower than the TDTT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JPO and TDTT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPO vs. TDTT - Drawdown Comparison

The maximum JPO drawdown since its inception was -24.80%, which is greater than TDTT's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for JPO and TDTT.


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Drawdown Indicators


JPOTDTTDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-6.97%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-0.97%

-13.27%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.35%

-0.97%

+0.62%

Average Drawdown

Average peak-to-trough decline

-4.57%

-1.59%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

0.30%

+5.46%

Volatility

JPO vs. TDTT - Volatility Comparison

YieldMax JPM Option Income Strategy ETF (JPO) has a higher volatility of 6.04% compared to FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) at 0.79%. This indicates that JPO's price experiences larger fluctuations and is considered to be riskier than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPOTDTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

0.79%

+5.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

1.40%

+13.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

1.94%

+17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

3.66%

+15.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

3.38%

+15.73%

JPO vs. TDTT - Expense Ratio Comparison

JPO has a 1.19% expense ratio, which is higher than TDTT's 0.18% expense ratio.


Dividends

JPO vs. TDTT - Dividend Comparison

JPO's dividend yield for the trailing twelve months is around 32.05%, more than TDTT's 4.58% yield.


PositionTTM2025202420232022202120202019201820172016
JPO
YieldMax JPM Option Income Strategy ETF
32.05%34.13%25.15%4.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.58%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%

Frequently Asked Questions


JPO and TDTT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPO has higher volatility (6.04%) compared to TDTT (0.79%). In terms of maximum drawdown, JPO dropped -24.80% vs TDTT's -6.97%.

On 1-year performance, JPO leads with 17.30% vs 3.35% for TDTT. On fees, TDTT is cheaper at 0.18% per year. On volatility, TDTT has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JPO has performed better with a 17.30% return vs 3.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDTT is cheaper with a 0.18% expense ratio, compared with 1.19% for JPO.

JPO has the higher dividend yield at 32.05%, compared with 4.58% for TDTT.

JPO is categorized as Options Trading, while TDTT is Inflation-Protected Bonds. They also come from different issuers: Tidal and Northern Trust. Their fees differ too: 1.19% for JPO and 0.18% for TDTT.

TDTT currently has the higher Sharpe Ratio (1.74 vs 0.91), 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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