LLII vs. AMDY

Last updated Jun 4, 2026

LLII (REX LLY Growth & Income ETF) and AMDY (YieldMax AMD Option Income Strategy ETF) are both exchange-traded funds - LLII is a Derivative Income fund actively managed by REX, while AMDY is a Options Trading fund actively managed by YieldMax. Both are actively managed. At a 0.07 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

LLII vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX LLY Growth & Income ETF (LLII) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLII achieves a -4.28% return, which is significantly lower than AMDY's 110.49% return.

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDY

• 1D: 3.39%
• 1M: 46.76%
• YTD: 110.49%
• 6M: 111.80%
• 1Y: 240.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LLII vs. AMDY - Yearly Performance Comparison

	2026 (YTD)	2025
LLII REX LLY Growth & Income ETF	-4.28%	19.03%
AMDY YieldMax AMD Option Income Strategy ETF	110.49%	-12.11%

Correlation

The correlation between LLII and AMDY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.07

Return for Risk

LLII vs. AMDY — Risk / Return Rank

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

AMDY

AMDY Risk / Return Rank: 93
AMDY Sharpe Ratio Rank: 97
AMDY Sortino Ratio Rank: 92
AMDY Omega Ratio Rank: 92
AMDY Calmar Ratio Rank: 96
AMDY Martin Ratio Rank: 88

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.

LLII vs. AMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) and YieldMax AMD Option Income Strategy ETF (AMDY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LLII	AMDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	1.25	-0.54

Drawdowns

LLII vs. AMDY - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for LLII and AMDY.

Drawdown Indicators

	LLII	AMDY	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	-53.92%	+29.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.59%	—
Current Drawdown Current decline from peak	-6.88%	0.00%	-6.88%
Average Drawdown Average peak-to-trough decline	-9.28%	-18.02%	+8.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.22%	—

Volatility

Volatility by Period

	LLII	AMDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	36.42%	53.40%	-16.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.42%	46.01%	-9.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.42%	46.01%	-9.59%

LLII vs. AMDY - Expense Ratio Comparison

Both LLII and AMDY have an expense ratio of 0.99%.

Dividends

LLII vs. AMDY - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.95%, less than AMDY's 54.91% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	54.91%	80.68%	109.98%	6.68%
LLII REX LLY Growth & Income ETF	25.95%	5.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LLII and AMDY in my portfolio?

LLII and AMDY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LLII or AMDY?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LLII or AMDY?

LLII and AMDY have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, LLII or AMDY?

AMDY has the higher dividend yield at 54.91%, compared with 25.95% for LLII.

What is the main difference between LLII and AMDY?

LLII is categorized as Derivative Income, while AMDY is Options Trading. They also come from different issuers: REX and YieldMax.