MARO vs. ACII
MARO (YieldMax MARA Option Income Strategy ETF) and ACII (Innovator Index Autocallable Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure. MARO charges 0.99%/yr vs 0.79%/yr for ACII.
Performance
MARO vs. ACII - Performance Comparison
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Returns By Period
MARO
- 1D
- -2.22%
- 1M
- 12.47%
- YTD
- 27.88%
- 6M
- -0.14%
- 1Y
- -26.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACII
- 1D
- -0.95%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MARO vs. ACII - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MARO YieldMax MARA Option Income Strategy ETF | -0.60% |
ACII Innovator Index Autocallable Income Strategy ETF | -1.10% |
Correlation
The correlation between MARO and ACII is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.80 |
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Return for Risk
MARO vs. ACII — Risk / Return Rank
MARO
ACII
MARO vs. ACII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MARA Option Income Strategy ETF (MARO) and Innovator Index Autocallable Income Strategy ETF (ACII). 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.
| MARO | ACII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.97 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | — | — |
| Martin ratioReturn relative to average drawdown | -0.68 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MARO | ACII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.54 | -7.55 | +7.02 |
Drawdowns
MARO vs. ACII - Drawdown Comparison
The maximum MARO drawdown since its inception was -71.75%, which is greater than ACII's maximum drawdown of -1.27%. Use the drawdown chart below to compare losses from any high point for MARO and ACII.
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Drawdown Indicators
| MARO | ACII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -1.27% | -70.48% |
Max Drawdown (1Y)Largest decline over 1 year | -65.51% | — | — |
Current DrawdownCurrent decline from peak | -51.27% | -1.27% | -50.00% |
Average DrawdownAverage peak-to-trough decline | -41.97% | -0.42% | -41.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.58% | — | — |
Volatility
MARO vs. ACII - Volatility Comparison
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Volatility by Period
| MARO | ACII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 46.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.49% | 7.65% | +53.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.15% | 7.65% | +57.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.15% | 7.65% | +57.50% |
MARO vs. ACII - Expense Ratio Comparison
MARO has a 0.99% expense ratio, which is higher than ACII's 0.79% expense ratio.
Dividends
MARO vs. ACII - Dividend Comparison
MARO's dividend yield for the trailing twelve months is around 183.99%, more than ACII's 0.74% yield.
| Position | TTM | 2025 |
|---|---|---|
ACII Innovator Index Autocallable Income Strategy ETF | 0.74% | 0.00% |
MARO YieldMax MARA Option Income Strategy ETF | 183.99% | 277.68% |
Frequently Asked Questions
MARO and ACII have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACII is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACII is cheaper with a 0.79% expense ratio, compared with 0.99% for MARO.
MARO has the higher dividend yield at 183.99%, compared with 0.74% for ACII.
They also come from different issuers: YieldMax and Innovator. Their fees differ too: 0.99% for MARO and 0.79% for ACII.
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