PLTY vs. RNTY

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax PLTR Option Income Strategy ETF (PLTY) and YieldMax Target 12™ Real Estate Option Income ETF (RNTY).

PLTY and RNTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTY is an actively managed fund by YieldMax. It was launched on Oct 7, 2024. RNTY is an actively managed fund by YieldMax. It was launched on Apr 16, 2025.

Performance

PLTY vs. RNTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and YieldMax Target 12™ Real Estate Option Income ETF (RNTY). The values are adjusted to include any dividend payments, if applicable.

PLTY vs. RNTY - Yearly Performance Comparison

	2026 (YTD)	2025
PLTY YieldMax PLTR Option Income Strategy ETF	-13.43%	62.31%
RNTY YieldMax Target 12™ Real Estate Option Income ETF	1.15%	4.10%

Returns By Period

In the year-to-date period, PLTY achieves a -13.43% return, which is significantly lower than RNTY's 1.15% return.

PLTY

• 1D: 5.38%
• 1M: 6.96%
• YTD: -13.43%
• 6M: -15.39%
• 1Y: 46.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RNTY

• 1D: 1.25%
• 1M: -6.61%
• YTD: 1.15%
• 6M: 1.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTY vs. RNTY - Expense Ratio Comparison

Both PLTY and RNTY have an expense ratio of 0.99%.

PLTY

YieldMax PLTR Option Income Strategy ETF

RNTY

YieldMax Target 12™ Real Estate Option Income ETF

Return for Risk

PLTY vs. RNTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PLTY

PLTY Risk / Return Rank: 55
PLTY Sharpe Ratio Rank: 61
PLTY Sortino Ratio Rank: 61
PLTY Omega Ratio Rank: 58
PLTY Calmar Ratio Rank: 56
PLTY Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLTY vs. RNTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) and YieldMax Target 12™ Real Estate Option Income ETF (RNTY). 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.

	PLTY	RNTY	Difference
Sharpe ratio Return per unit of total volatility	1.01	—	—
Sortino ratio Return per unit of downside risk	1.47	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.28	—	—
Martin ratio Return relative to average drawdown	3.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PLTY	RNTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.52	+0.92

Correlation

The correlation between PLTY and RNTY is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PLTY vs. RNTY - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 120.04%, more than RNTY's 10.45% yield.

	TTM	2025	2024
PLTY YieldMax PLTR Option Income Strategy ETF	120.04%	112.44%	7.85%
RNTY YieldMax Target 12™ Real Estate Option Income ETF	10.45%	8.28%	0.00%

Drawdowns

PLTY vs. RNTY - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, which is greater than RNTY's maximum drawdown of -7.91%. Use the drawdown chart below to compare losses from any high point for PLTY and RNTY.

Drawdown Indicators

	PLTY	RNTY	Difference
Max Drawdown Largest peak-to-trough decline	-36.61%	-7.91%	-28.70%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	—	—
Current Drawdown Current decline from peak	-24.92%	-6.76%	-18.16%
Average Drawdown Average peak-to-trough decline	-11.08%	-1.66%	-9.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.72%	—	—

Volatility

Volatility by Period

	PLTY	RNTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	32.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.37%	10.79%	+35.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.61%	10.79%	+42.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.61%	10.79%	+42.82%