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LLII vs. GOOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLII vs. GOOY - Performance Comparison

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

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Returns By Period

In the year-to-date period, LLII achieves a -4.28% return, which is significantly lower than GOOY's 13.61% return.


LLII

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

GOOY

1D
-0.65%
1M
-5.16%
YTD
13.61%
6M
11.36%
1Y
88.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLII vs. GOOY - Yearly Performance Comparison


2026 (YTD)2025
LLII
REX LLY Growth & Income ETF
-4.28%19.03%
GOOY
YieldMax GOOGL Option Income Strategy ETF
13.61%10.26%

Correlation

The correlation between LLII and GOOY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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Return for Risk

LLII vs. GOOY — Risk / Return Rank

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

LLII

GOOY
GOOY Risk / Return Rank: 9292
Overall Rank
GOOY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9393
Omega Ratio Rank
GOOY Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9090
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.

LLII vs. GOOY - Risk-Adjusted Trends Comparison

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

LLII vs. GOOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LLIIGOOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.09

-0.38

Drawdowns

LLII vs. GOOY - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, roughly equal to the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for LLII and GOOY.


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Drawdown Indicators


LLIIGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-23.96%

-24.40%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

Current Drawdown

Current decline from peak

-6.88%

-8.61%

+1.73%

Average Drawdown

Average peak-to-trough decline

-9.28%

-6.26%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

Volatility

LLII vs. GOOY - Volatility Comparison


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Volatility by Period


LLIIGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

Volatility (1Y)

Calculated over the trailing 1-year period

36.42%

23.19%

+13.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.42%

23.31%

+13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.42%

23.31%

+13.11%

LLII vs. GOOY - Expense Ratio Comparison

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


Dividends

LLII vs. GOOY - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.95%, less than GOOY's 50.99% yield.


PositionTTM202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
50.99%41.50%36.74%7.90%
LLII
REX LLY Growth & Income ETF
25.95%5.13%0.00%0.00%

Frequently Asked Questions


LLII and GOOY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

GOOY has the higher dividend yield at 50.99%, compared with 25.95% for LLII.

They also come from different issuers: REX and YieldMax.

Portfolio Optimizer

Find the right allocation for LLII and GOOY

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