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LEGR.L vs. YMAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEGR.L vs. YMAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L) and YieldMax Big Tech Option Income UCITS ETF (YMAP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEGR.L is traded in USD, while YMAP.L is traded in GBp. To make them comparable, the YMAP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEGR.L achieves a 12.26% return, which is significantly higher than YMAP.L's 5.97% return.


LEGR.L

1D
0.18%
1M
6.50%
YTD
12.26%
6M
16.02%
1Y
30.98%
3Y*
24.01%
5Y*
11.87%
10Y*

YMAP.L

1D
-0.54%
1M
6.30%
YTD
5.97%
6M
4.13%
1Y
14.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEGR.L vs. YMAP.L - Yearly Performance Comparison


Correlation

The correlation between LEGR.L and YMAP.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.62

The correlation between LEGR.L and YMAP.L has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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Return for Risk

LEGR.L vs. YMAP.L — Risk / Return Rank

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

LEGR.L
LEGR.L Risk / Return Rank: 6767
Overall Rank
LEGR.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LEGR.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
LEGR.L Omega Ratio Rank: 6565
Omega Ratio Rank
LEGR.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
LEGR.L Martin Ratio Rank: 6565
Martin Ratio Rank

YMAP.L
YMAP.L Risk / Return Rank: 2222
Overall Rank
YMAP.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
YMAP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
YMAP.L Omega Ratio Rank: 2525
Omega Ratio Rank
YMAP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
YMAP.L Martin Ratio Rank: 1717
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.

LEGR.L vs. YMAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.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.


LEGR.LYMAP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.39

1.15

+0.24

Calmar ratioReturn relative to maximum drawdown

3.17

0.69

+2.48

Martin ratioReturn relative to average drawdown

11.68

1.63

+10.05

LEGR.L vs. YMAP.L - Sharpe Ratio Comparison

The current LEGR.L Sharpe Ratio is 2.22, which is higher than the YMAP.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LEGR.L and YMAP.L, 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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Sharpe Ratios by Period


LEGR.LYMAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.82

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.20

-0.50

Drawdowns

LEGR.L vs. YMAP.L - Drawdown Comparison

The maximum LEGR.L drawdown since its inception was -34.70%, which is greater than YMAP.L's maximum drawdown of -21.08%. Use the drawdown chart below to compare losses from any high point for LEGR.L and YMAP.L.


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Drawdown Indicators


LEGR.LYMAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-21.08%

-13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-21.08%

+11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

Current Drawdown

Current decline from peak

-1.45%

-2.54%

+1.09%

Average Drawdown

Average peak-to-trough decline

-6.64%

-5.82%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

8.92%

-6.27%

Volatility

LEGR.L vs. YMAP.L - Volatility Comparison

First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L) has a higher volatility of 5.46% compared to YieldMax Big Tech Option Income UCITS ETF (YMAP.L) at 4.59%. This indicates that LEGR.L's price experiences larger fluctuations and is considered to be riskier 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


LEGR.LYMAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.59%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

13.18%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

17.82%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

20.79%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

20.79%

-2.26%

LEGR.L vs. YMAP.L - Expense Ratio Comparison

LEGR.L has a 0.65% expense ratio, which is lower than YMAP.L's 0.99% expense ratio.


Dividends

LEGR.L vs. YMAP.L - Dividend Comparison

LEGR.L has not paid dividends to shareholders, while YMAP.L's dividend yield for the trailing twelve months is around 25.09%.


Frequently Asked Questions


LEGR.L and YMAP.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEGR.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEGR.L is cheaper with a 0.65% expense ratio, compared with 0.99% for YMAP.L.

They also come from different issuers: First Trust and YieldMax. Their fees differ too: 0.65% for LEGR.L and 0.99% for YMAP.L.

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