KARP.L vs. YMAP.L
KARP.L (KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD) and YMAP.L (YieldMax Big Tech Option Income UCITS ETF) are both Technology Equities funds. KARP.L is passively managed, while YMAP.L is actively managed. Over the past year, KARP.L returned 66.56% vs 15.68% for YMAP.L. At a 0.41 correlation, their price movements are largely independent. KARP.L charges 0.72%/yr vs 0.99%/yr for YMAP.L.
Performance
KARP.L vs. YMAP.L - Performance Comparison
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Different Trading Currencies
KARP.L is traded in GBP, while YMAP.L is traded in GBp. To make them comparable, the YMAP.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, KARP.L achieves a 15.05% return, which is significantly higher than YMAP.L's 6.23% return.
KARP.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 15.05%
- 6M
- 15.99%
- 1Y
- 66.56%
- 3Y*
- 2.82%
- 5Y*
- —
- 10Y*
- —
YMAP.L
- 1D
- -0.59%
- 1M
- 7.21%
- YTD
- 6.23%
- 6M
- 3.37%
- 1Y
- 15.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KARP.L vs. YMAP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KARP.L KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD | 15.05% | 36.65% |
YMAP.L YieldMax Big Tech Option Income UCITS ETF | 6.23% | 17.95% |
Correlation
The correlation between KARP.L and YMAP.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2025 | 0.41 |
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Return for Risk
KARP.L vs. YMAP.L — Risk / Return Rank
KARP.L
YMAP.L
KARP.L vs. YMAP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) and YieldMax Big Tech Option Income UCITS ETF (YMAP.L). 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.
| KARP.L | YMAP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.17 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 6.99 | 0.75 | +6.24 |
| Martin ratioReturn relative to average drawdown | 19.86 | 1.60 | +18.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KARP.L | YMAP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 0.92 | +2.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 1.05 | -1.20 |
Drawdowns
KARP.L vs. YMAP.L - Drawdown Comparison
The maximum KARP.L drawdown since its inception was -56.63%, which is greater than YMAP.L's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for KARP.L and YMAP.L.
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Drawdown Indicators
| KARP.L | YMAP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.63% | -20.86% | -35.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -20.86% | +11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -46.94% | — | — |
Current DrawdownCurrent decline from peak | -19.90% | -2.77% | -17.13% |
Average DrawdownAverage peak-to-trough decline | -34.88% | -6.60% | -28.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 9.80% | -6.36% |
Volatility
KARP.L vs. YMAP.L - Volatility Comparison
The current volatility for KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) is 0.00%, while YieldMax Big Tech Option Income UCITS ETF (YMAP.L) has a volatility of 4.33%. This indicates that KARP.L experiences smaller price fluctuations and is considered to be less risky than YMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KARP.L | YMAP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.33% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 12.08% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 16.99% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 20.06% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.61% | 20.06% | +4.55% |
KARP.L vs. YMAP.L - Expense Ratio Comparison
KARP.L has a 0.72% expense ratio, which is lower than YMAP.L's 0.99% expense ratio.
Dividends
KARP.L vs. YMAP.L - Dividend Comparison
KARP.L has not paid dividends to shareholders, while YMAP.L's dividend yield for the trailing twelve months is around 25.09%.
| Position | TTM | 2025 |
|---|---|---|
KARP.L KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD | 0.00% | 0.00% |
YMAP.L YieldMax Big Tech Option Income UCITS ETF | 25.09% | 17.21% |
Frequently Asked Questions
KARP.L and YMAP.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, KARP.L is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KARP.L is cheaper with a 0.72% expense ratio, compared with 0.99% for YMAP.L.
They also come from different issuers: Waystone Management and YieldMax. Their fees differ too: 0.72% for KARP.L and 0.99% for YMAP.L.
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