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LFGY vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFGY vs. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LFGY achieves a 17.68% return, which is significantly higher than IBIT's -27.45% return.


LFGY

1D
0.00%
1M
2.32%
YTD
17.68%
6M
7.03%
1Y
8.63%
3Y*
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. IBIT - Yearly Performance Comparison


Correlation

The correlation between LFGY and IBIT is 0.74, 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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

0.74

The correlation between LFGY and IBIT has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.

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Return for Risk

LFGY vs. IBIT — Risk / Return Rank

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

LFGY
LFGY Risk / Return Rank: 1313
Overall Rank
LFGY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LFGY Sortino Ratio Rank: 1414
Sortino Ratio Rank
LFGY Omega Ratio Rank: 1414
Omega Ratio Rank
LFGY Calmar Ratio Rank: 1212
Calmar Ratio Rank
LFGY Martin Ratio Rank: 1212
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

LFGY vs. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). 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.


LFGYIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.07

0.86

+0.21

Calmar ratioReturn relative to maximum drawdown

0.24

-0.80

+1.04

Martin ratioReturn relative to average drawdown

0.53

-1.39

+1.91

LFGY vs. IBIT - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.23, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of LFGY and IBIT, 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


LFGYIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.91

+1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.27

-0.13

Drawdowns

LFGY vs. IBIT - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for LFGY and IBIT.


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Drawdown Indicators


LFGYIBITDifference

Max Drawdown

Largest peak-to-trough decline

-35.94%

-49.47%

+13.53%

Max Drawdown (1Y)

Largest decline over 1 year

-35.94%

-49.47%

+13.53%

Current Drawdown

Current decline from peak

-10.11%

-49.47%

+39.36%

Average Drawdown

Average peak-to-trough decline

-14.06%

-16.07%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.43%

28.61%

-12.18%

Volatility

LFGY vs. IBIT - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 10.49% compared to iShares Bitcoin Trust ETF (IBIT) at 9.14%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFGYIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

9.14%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

30.08%

33.89%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

37.07%

43.76%

-6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.90%

50.18%

-8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.90%

50.18%

-8.28%

LFGY vs. IBIT - Expense Ratio Comparison

LFGY has a 0.99% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

LFGY vs. IBIT - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.56%, while IBIT has not paid dividends to shareholders.


Frequently Asked Questions


LFGY and IBIT have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFGY has higher volatility (10.49%) compared to IBIT (9.14%). In terms of maximum drawdown, LFGY dropped -35.94% vs IBIT's -49.47%.

On 1-year performance, LFGY leads with 8.63% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 9.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFGY has performed better with a 8.63% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.99% for LFGY.

LFGY has the higher dividend yield at 82.56%, compared with 0.00% for IBIT.

LFGY is categorized as Derivative Income, while IBIT is Cryptocurrency. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for LFGY and 0.25% for IBIT.

LFGY currently has the higher Sharpe Ratio (0.23 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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