MDLZ vs. GDXY
MDLZ (Mondelez International, Inc.) is a stock, while GDXY (YieldMax Gold Miners Option Income Strategy ETF) is Derivative Income fund managed by YieldMax. Over the past year, MDLZ returned -2.75% vs 20.95% for GDXY. At a 0.06 correlation, their price movements are largely independent.
Performance
MDLZ vs. GDXY - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than GDXY's -12.32% return.
MDLZ
- 1D
- -0.58%
- 1M
- 3.31%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
GDXY
- 1D
- 2.43%
- 1M
- -14.26%
- YTD
- -12.32%
- 6M
- -11.68%
- 1Y
- 20.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MDLZ vs. GDXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -13.22% |
GDXY YieldMax Gold Miners Option Income Strategy ETF | -12.32% | 88.08% | -11.84% |
Correlation
The correlation between MDLZ and GDXY is 0.04, 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 (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 21, 2024 | 0.06 |
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Return for Risk
MDLZ vs. GDXY — Risk / Return Rank
MDLZ
GDXY
MDLZ vs. GDXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.
| MDLZ | GDXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 0.65 | -0.82 |
| Martin ratioReturn relative to average drawdown | -0.30 | 1.83 | -2.13 |
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Drawdowns
MDLZ vs. GDXY - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than GDXY's maximum drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for MDLZ and GDXY.
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Drawdown Indicators
| MDLZ | GDXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -34.16% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -34.16% | +8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -29.61% | +17.02% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -6.72% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 12.05% | +2.65% |
Volatility
MDLZ vs. GDXY - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while YieldMax Gold Miners Option Income Strategy ETF (GDXY) has a volatility of 14.51%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than GDXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | GDXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 14.51% | -9.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 32.60% | -16.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 38.00% | -15.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 32.36% | -12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 32.36% | -11.33% |
Dividends
MDLZ vs. GDXY - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, less than GDXY's 82.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDXY YieldMax Gold Miners Option Income Strategy ETF | 82.04% | 52.13% | 23.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Frequently Asked Questions
MDLZ and GDXY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDXY has higher volatility (14.51%) compared to MDLZ (5.46%). In terms of maximum drawdown, MDLZ dropped -42.52% vs GDXY's -34.16%.
GDXY currently has the higher Sharpe Ratio (0.58 vs -0.20), 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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