PLT vs. FYEE
Compare and contrast key facts about Defiance Leveraged Long + Income PLTR ETF (PLT) and Fidelity Yield Enhanced Equity ETF (FYEE).
PLT and FYEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLT is an actively managed fund by Defiance. It was launched on Aug 18, 2025. FYEE is an actively managed fund by Fidelity. It was launched on Apr 9, 2024.
Performance
PLT vs. FYEE - Performance Comparison
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PLT vs. FYEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLT Defiance Leveraged Long + Income PLTR ETF | -11.99% | 13.15% |
FYEE Fidelity Yield Enhanced Equity ETF | -2.56% | 9.00% |
Returns By Period
In the year-to-date period, PLT achieves a -11.99% return, which is significantly lower than FYEE's -2.56% return.
PLT
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -11.99%
- 6M
- -22.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYEE
- 1D
- 2.88%
- 1M
- -3.70%
- YTD
- -2.56%
- 6M
- 1.84%
- 1Y
- 17.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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PLT vs. FYEE - Expense Ratio Comparison
PLT has a 1.51% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Return for Risk
PLT vs. FYEE — Risk / Return Rank
PLT
FYEE
PLT vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income PLTR ETF (PLT) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| PLT | FYEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.93 | -0.94 |
Correlation
The correlation between PLT and FYEE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PLT vs. FYEE - Dividend Comparison
PLT's dividend yield for the trailing twelve months is around 38.02%, more than FYEE's 8.31% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
PLT Defiance Leveraged Long + Income PLTR ETF | 38.02% | 29.28% | 0.00% |
FYEE Fidelity Yield Enhanced Equity ETF | 8.31% | 7.08% | 5.45% |
Drawdowns
PLT vs. FYEE - Drawdown Comparison
The maximum PLT drawdown since its inception was -43.74%, which is greater than FYEE's maximum drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for PLT and FYEE.
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Drawdown Indicators
| PLT | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.74% | -18.79% | -24.95% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.60% | — |
Current DrawdownCurrent decline from peak | -38.06% | -4.72% | -33.34% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -2.40% | -19.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.20% | — |
Volatility
PLT vs. FYEE - Volatility Comparison
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Volatility by Period
| PLT | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 69.38% | 15.89% | +53.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.38% | 14.32% | +55.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.38% | 14.32% | +55.06% |