MSFO vs. JEPQ

In the year-to-date period, MSFO achieves a 7.38% return, which is significantly higher than JEPQ's -3.35% return.

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MSFO has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 MSFO Sharpe Ratio is 0.29, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MSFO and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSFO's dividend yield for the trailing twelve months is around 28.70%, more than JEPQ's 11.32% yield.

The maximum MSFO drawdown since its inception was -19.16%, roughly equal to the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MSFO and JEPQ. For additional features, visit the drawdowns tool.

YieldMax MSFT Option Income Strategy ETF (MSFO) has a higher volatility of 8.34% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.16%. This indicates that MSFO's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.