LFGY vs. AAPW

Last updated Jun 9, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and AAPW (AAPL WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LFGY returned 4.87% vs 53.40% for AAPW. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

LFGY vs. AAPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and AAPL WeeklyPay™ ETF (AAPW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFGY achieves a 14.39% return, which is significantly higher than AAPW's 11.28% return.

LFGY

• 1D: 4.44%
• 1M: -3.09%
• YTD: 14.39%
• 6M: 4.19%
• 1Y: 4.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AAPW

• 1D: -2.57%
• 1M: 3.24%
• YTD: 11.28%
• 6M: 8.38%
• 1Y: 53.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LFGY vs. AAPW - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	14.39%	-6.23%
AAPW AAPL WeeklyPay™ ETF	11.28%	8.56%

Correlation

The correlation between LFGY and AAPW is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025	0.30

LFGY vs. AAPW - Sectors Allocation Comparison

Sectors	LFGY	AAPW
Financial Services	55.9%	-
Technology	33.5%	19.9%
Communication Services	6.5%	-
Consumer Cyclical	4.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

LFGY vs. AAPW — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 12
LFGY Sharpe Ratio Rank: 11
LFGY Sortino Ratio Rank: 12
LFGY Omega Ratio Rank: 13
LFGY Calmar Ratio Rank: 11
LFGY Martin Ratio Rank: 11

AAPW

AAPW Risk / Return Rank: 63
AAPW Sharpe Ratio Rank: 65
AAPW Sortino Ratio Rank: 67
AAPW Omega Ratio Rank: 64
AAPW Calmar Ratio Rank: 68
AAPW Martin Ratio Rank: 50

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.

LFGY vs. AAPW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and AAPL WeeklyPay™ ETF (AAPW). 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.

	LFGY	AAPW	Difference
Sharpe ratio: Return per unit of total volatility	0.13	1.94	-1.82
Sortino ratio: Return per unit of downside risk	0.44	2.75	-2.31
Omega ratio: Gain probability vs. loss probability	1.05	1.35	-0.29
Calmar ratio: Return relative to maximum drawdown	0.14	3.09	-2.96
Martin ratio: Return relative to average drawdown	0.30	7.76	-7.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFGY vs. AAPW - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.13, which is lower than the AAPW Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LFGY and AAPW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LFGY	AAPW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	1.94	-1.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.45	-0.37

Drawdowns

LFGY vs. AAPW - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, roughly equal to the maximum AAPW drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for LFGY and AAPW.

Drawdown Indicators

	LFGY	AAPW	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-36.28%	+0.34%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-17.36%	-18.58%
Current Drawdown Current decline from peak	-12.62%	-5.19%	-7.43%
Average Drawdown Average peak-to-trough decline	-14.06%	-11.10%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.48%	6.92%	+9.56%

Volatility

LFGY vs. AAPW - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 12.43% compared to AAPL WeeklyPay™ ETF (AAPW) at 6.96%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than AAPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFGY	AAPW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.43%	6.96%	+5.47%
Volatility (6M) Calculated over the trailing 6-month period	31.17%	19.70%	+11.47%
Volatility (1Y) Calculated over the trailing 1-year period	37.80%	27.65%	+10.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.36%	34.66%	+7.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.36%	34.66%	+7.70%

LFGY vs. AAPW - Expense Ratio Comparison

Both LFGY and AAPW have an expense ratio of 0.99%.

Dividends

LFGY vs. AAPW - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.87%, more than AAPW's 33.19% yield.

Position	TTM	2025
AAPW AAPL WeeklyPay™ ETF	33.19%	28.83%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	82.87%	94.90%

Frequently Asked Questions

Can I hold both LFGY and AAPW in my portfolio?

LFGY and AAPW have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or AAPW?

LFGY has higher volatility (12.43%) compared to AAPW (6.96%). In terms of maximum drawdown, LFGY dropped -35.94% vs AAPW's -36.28%.

Which ETF is better, LFGY or AAPW?

On 1-year performance, AAPW leads with 53.40% vs 4.87% for LFGY. Both ETFs have the same 0.99% expense ratio. On volatility, AAPW has been the lower-risk option at 6.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFGY or AAPW?

Over the 1-year period, AAPW has performed better with a 53.40% return vs 4.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFGY or AAPW?

LFGY and AAPW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, LFGY or AAPW?

LFGY has the higher dividend yield at 82.87%, compared with 33.19% for AAPW.

What is the main difference between LFGY and AAPW?

They also come from different issuers: YieldMax and Roundhill.

Which has better risk-adjusted returns?

AAPW currently has the higher Sharpe Ratio (1.94 vs 0.13), 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.