METY.DE vs. MARO
METY.DE (IncomeShares META Options ETP) and MARO (YieldMax MARA Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, METY.DE returned 454.71% vs -29.78% for MARO. At a 0.19 correlation, their price movements are largely independent. METY.DE charges 0.55%/yr vs 0.99%/yr for MARO.
Performance
METY.DE vs. MARO - Performance Comparison
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Different Trading Currencies
METY.DE is traded in SEK, while MARO is traded in USD. To make them comparable, the MARO values have been converted to SEK using the latest available exchange rates.
Returns By Period
In the year-to-date period, METY.DE achieves a 219.24% return, which is significantly higher than MARO's 28.25% return.
METY.DE
- 1D
- 4.33%
- 1M
- 82.18%
- YTD
- 219.24%
- 6M
- 219.33%
- 1Y
- 454.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MARO
- 1D
- -1.64%
- 1M
- 9.65%
- YTD
- 28.25%
- 6M
- -1.30%
- 1Y
- -29.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.DE vs. MARO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METY.DE IncomeShares META Options ETP | 219.24% | 830.92% | -2.74% |
MARO YieldMax MARA Option Income Strategy ETF | 28.25% | -56.71% | -18.91% |
Correlation
The correlation between METY.DE and MARO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024 | 0.19 |
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Return for Risk
METY.DE vs. MARO — Risk / Return Rank
METY.DE
MARO
METY.DE vs. MARO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.DE) and YieldMax MARA Option Income Strategy ETF (MARO). 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.
| METY.DE | MARO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.02 | ||
| Sortino ratioReturn per unit of downside risk | +9.28 | ||
| Omega ratioGain probability vs. loss probability | 2.26 | 0.95 | +1.30 |
| Calmar ratioReturn relative to maximum drawdown | 14.18 | -0.44 | +14.63 |
| Martin ratioReturn relative to average drawdown | 36.83 | -0.75 | +37.57 |
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
| METY.DE | MARO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | -0.50 | +4.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.26 | -0.65 | +5.91 |
Drawdowns
METY.DE vs. MARO - Drawdown Comparison
The maximum METY.DE drawdown since its inception was -31.80%, smaller than the maximum MARO drawdown of -76.68%. Use the drawdown chart below to compare losses from any high point for METY.DE and MARO.
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Drawdown Indicators
| METY.DE | MARO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -76.68% | +44.88% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -67.26% | +35.46% |
Current DrawdownCurrent decline from peak | 0.00% | -58.88% | +58.88% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -48.31% | +41.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.27% | 39.96% | -27.69% |
Volatility
METY.DE vs. MARO - Volatility Comparison
IncomeShares META Options ETP (METY.DE) has a higher volatility of 51.48% compared to YieldMax MARA Option Income Strategy ETF (MARO) at 10.89%. This indicates that METY.DE's price experiences larger fluctuations and is considered to be riskier than MARO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METY.DE | MARO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.48% | 10.89% | +40.59% |
Volatility (6M)Calculated over the trailing 6-month period | 93.71% | 44.84% | +48.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.12% | 60.30% | +67.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.49% | 64.66% | +90.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 155.49% | 64.66% | +90.83% |
METY.DE vs. MARO - Expense Ratio Comparison
METY.DE has a 0.55% expense ratio, which is lower than MARO's 0.99% expense ratio.
Dividends
METY.DE vs. MARO - Dividend Comparison
METY.DE's dividend yield for the trailing twelve months is around 203.47%, more than MARO's 192.75% yield.
| Position | TTM | 2025 |
|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 192.75% | 277.68% |
METY.DE IncomeShares META Options ETP | 203.47% | 237.78% |
Frequently Asked Questions
METY.DE and MARO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.DE is cheaper with a 0.55% expense ratio, compared with 0.99% for MARO.
They also come from different issuers: Leverage Shares and YieldMax. Their fees differ too: 0.55% for METY.DE and 0.99% for MARO.
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