LFGY vs. SPYG
LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - LFGY is a Derivative Income fund actively managed by YieldMax, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. LFGY is actively managed, while SPYG is passively managed. Over the past year, LFGY returned 7.54% vs 29.17% for SPYG. A 0.71 correlation means they provide meaningful diversification when combined. LFGY charges 0.99%/yr vs 0.04%/yr for SPYG.
Performance
LFGY vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, LFGY achieves a 14.83% return, which is significantly higher than SPYG's 9.70% return.
LFGY
- 1D
- 0.36%
- 1M
- -1.47%
- YTD
- 14.83%
- 6M
- 6.65%
- 1Y
- 7.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYG
- 1D
- 0.41%
- 1M
- -1.24%
- YTD
- 9.70%
- 6M
- 10.60%
- 1Y
- 29.17%
- 3Y*
- 25.85%
- 5Y*
- 14.92%
- 10Y*
- 17.91%
LFGY vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF | 14.83% | -9.35% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 9.70% | 23.01% |
Correlation
The correlation between LFGY and SPYG is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025 | 0.71 |
The correlation between LFGY and SPYG has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
LFGY vs. SPYG — Risk / Return Rank
LFGY
SPYG
LFGY vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| LFGY | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.01 | -1.85 |
| Martin ratioReturn relative to average drawdown | 0.34 | 8.08 | -7.74 |
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Drawdowns
LFGY vs. SPYG - Drawdown Comparison
The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for LFGY and SPYG.
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Drawdown Indicators
| LFGY | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.94% | -67.63% | +31.69% |
Max Drawdown (1Y)Largest decline over 1 year | -35.94% | -13.76% | -22.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.67% | — |
Current DrawdownCurrent decline from peak | -12.29% | -4.65% | -7.64% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -24.30% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.57% | 3.42% | +13.15% |
Volatility
LFGY vs. SPYG - Volatility Comparison
YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 14.01% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.33%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFGY | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.01% | 6.33% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 31.82% | 13.48% | +18.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.34% | 16.81% | +21.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.48% | 21.27% | +21.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 20.70% | +21.78% |
LFGY vs. SPYG - Expense Ratio Comparison
LFGY has a 0.99% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Dividends
LFGY vs. SPYG - Dividend Comparison
LFGY's dividend yield for the trailing twelve months is around 82.27%, more than SPYG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF | 82.27% | 94.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.48% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
LFGY and SPYG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFGY has higher volatility (14.01%) compared to SPYG (6.33%). In terms of maximum drawdown, LFGY dropped -35.94% vs SPYG's -67.63%.
On 1-year performance, SPYG leads with 29.17% vs 7.54% for LFGY. On fees, SPYG is cheaper at 0.04% per year. On volatility, SPYG has been the lower-risk option at 6.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SPYG has performed better with a 29.17% return vs 7.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPYG is cheaper with a 0.04% expense ratio, compared with 0.99% for LFGY.
LFGY has the higher dividend yield at 82.27%, compared with 0.48% for SPYG.
LFGY is categorized as Derivative Income, while SPYG is S&P 500. They also come from different issuers: YieldMax and State Street. Their fees differ too: 0.99% for LFGY and 0.04% for SPYG.
SPYG currently has the higher Sharpe Ratio (1.65 vs 0.15), 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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