RBLY vs. CHPY
RBLY (YieldMax RBLX Option Income Strategy ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
RBLY vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, RBLY achieves a -41.87% return, which is significantly lower than CHPY's 82.68% return.
RBLY
- 1D
- 0.36%
- 1M
- -2.49%
- YTD
- -41.87%
- 6M
- -41.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHPY
- 1D
- -6.97%
- 1M
- 10.89%
- YTD
- 82.68%
- 6M
- 81.99%
- 1Y
- 134.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBLY vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | -41.87% | -26.39% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 82.68% | 21.17% |
Correlation
The correlation between RBLY and CHPY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.15 |
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Return for Risk
RBLY vs. CHPY — Risk / Return Rank
RBLY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY
RBLY vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax RBLX Option Income Strategy ETF (RBLY) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RBLY | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.64 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 11.13 | — |
| Martin ratioReturn relative to average drawdown | — | 39.19 | — |
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Drawdowns
RBLY vs. CHPY - Drawdown Comparison
The maximum RBLY drawdown since its inception was -66.96%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for RBLY and CHPY.
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Drawdown Indicators
| RBLY | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -12.19% | -54.77% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.17% | — |
Current DrawdownCurrent decline from peak | -63.07% | -6.97% | -56.10% |
Average DrawdownAverage peak-to-trough decline | -34.71% | -2.14% | -32.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.45% | — |
Volatility
RBLY vs. CHPY - Volatility Comparison
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Volatility by Period
| RBLY | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 19.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 52.90% | 32.57% | +20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.90% | 36.37% | +16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.90% | 36.37% | +16.53% |
RBLY vs. CHPY - Expense Ratio Comparison
Both RBLY and CHPY have an expense ratio of 0.99%.
Dividends
RBLY vs. CHPY - Dividend Comparison
RBLY's dividend yield for the trailing twelve months is around 128.08%, more than CHPY's 29.64% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 29.64% | 28.19% |
RBLY YieldMax RBLX Option Income Strategy ETF | 128.08% | 36.84% |
Frequently Asked Questions
RBLY and CHPY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
RBLY and CHPY have the same expense ratio: 0.99% per year.
RBLY has the higher dividend yield at 128.08%, compared with 29.64% for CHPY.
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