MORT vs. AMZY

In the year-to-date period, MORT achieves a -0.58% return, which is significantly higher than AMZY's -4.72% return.

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MORT has a 0.42% expense ratio, which is lower than AMZY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.

The current MORT Sharpe Ratio is 0.10, which is comparable to the AMZY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MORT and AMZY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MORT's dividend yield for the trailing twelve months is around 12.79%, less than AMZY's 54.23% yield.

The maximum MORT drawdown since its inception was -70.13%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for MORT and AMZY. For additional features, visit the drawdowns tool.

VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 9.53% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 8.72%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.