RDTY vs. GPTY

Last updated Aug 2, 2026

RDTY (YieldMax™ R2000 0DTE Covered Call Strategy ETF) and GPTY (YieldMax AI & Tech Portfolio Option Income ETF) are both exchange-traded funds - RDTY is a Derivative Income fund actively managed by YieldMax, while GPTY is a Artificial Intelligence fund actively managed by YieldMax. Both are actively managed. Over the past year, RDTY returned 28.17% vs 30.09% for GPTY. Their 0.68 correlation means they have sometimes moved together and sometimes differently. RDTY charges 1.01%/yr vs 0.99%/yr for GPTY.

Performance

RDTY vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax™ R2000 0DTE Covered Call Strategy ETF (RDTY) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with RDTY having a 19.53% return and GPTY slightly lower at 19.03%.

RDTY

• 1D: -0.05%
• 1M: 0.68%
• 6M: 14.55%
• YTD: 19.53%
• 1Y: 28.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.30%

GPTY

• 1D: 0.97%
• 1M: -3.52%
• 6M: 19.40%
• YTD: 19.03%
• 1Y: 30.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 24.94%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GPTY YieldMax AI & Tech Portfolio Option Income ETF	$1.83M	$1.93M	$2.58M
RDTY YieldMax™ R2000 0DTE Covered Call Strategy ETF	$700.89K	$632.96K	$419.42K

RDTY vs. GPTY - Yearly Performance Comparison

	2026 (YTD)	2025
RDTY YieldMax™ R2000 0DTE Covered Call Strategy ETF	19.53%	10.93%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	19.03%	32.00%

Correlation

The correlation between RDTY and GPTY is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	0.68

The correlation between RDTY and GPTY has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.

RDTY vs. GPTY - Sectors Allocation Comparison

Sectors	RDTY	GPTY
Healthcare	20.2%	-
Financial Services	17.7%	4.2%
Technology	14.8%	76.4%
Industrials	14.1%	2.2%
Consumer Cyclical	9.2%	7.7%
Real Estate	6.7%	-
Energy	5.4%	-
Basic Materials	4.4%	-
Utilities	2.7%	-
Consumer Defensive	2.6%	-
Communication Services	2.2%	9.5%

Return for Risk

RDTY vs. GPTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RDTY

RDTY Risk / Return Rank: 67
RDTY Sharpe Ratio Rank: 63
RDTY Sortino Ratio Rank: 63
RDTY Omega Ratio Rank: 57
RDTY Calmar Ratio Rank: 78
RDTY Martin Ratio Rank: 75

GPTY

GPTY Risk / Return Rank: 38
GPTY Sharpe Ratio Rank: 39
GPTY Sortino Ratio Rank: 39
GPTY Omega Ratio Rank: 38
GPTY Calmar Ratio Rank: 39
GPTY Martin Ratio Rank: 33

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RDTY vs. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ R2000 0DTE Covered Call Strategy ETF (RDTY) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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.

	RDTY	GPTY	Difference
Sharpe ratio: Return per unit of total volatility	1.47	0.96	+0.50
Sortino ratio: Return per unit of downside risk	2.09	1.44	+0.64
Omega ratio: Gain probability vs. loss probability	1.25	1.18	+0.07
Calmar ratio: Return relative to maximum drawdown	2.77	1.37	+1.41
Martin ratio: Return relative to average drawdown	9.43	3.16	+6.27

RDTY vs. GPTY - Sharpe Ratio Comparison

The current RDTY Sharpe Ratio is 1.47, which is higher than the GPTY Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RDTY and GPTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RDTY vs. GPTY - Drawdown Comparison

The maximum RDTY drawdown since its inception was -17.31%, smaller than the maximum GPTY drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for RDTY and GPTY.

Drawdown Indicators

	RDTY	GPTY	Difference
Max Drawdown Largest peak-to-trough decline	-17.31%	-26.62%	+9.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-19.32%	+10.12%
Current Drawdown Current decline from peak	-0.85%	-13.94%	+13.09%
Average Drawdown Average peak-to-trough decline	-2.53%	-6.85%	+4.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	8.35%	-5.64%

Volatility

RDTY vs. GPTY - Volatility Comparison

The current volatility for YieldMax™ R2000 0DTE Covered Call Strategy ETF (RDTY) is 4.26%, while YieldMax AI & Tech Portfolio Option Income ETF (GPTY) has a volatility of 9.87%. This indicates that RDTY experiences smaller price fluctuations and is considered to be less risky than GPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDTY	GPTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	9.87%	-5.61%
Volatility (6M) Calculated over the trailing 6-month period	13.25%	22.61%	-9.36%
Volatility (1Y) Calculated over the trailing 1-year period	17.43%	27.40%	-9.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.52%	29.87%	-8.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.52%	29.87%	-8.35%

RDTY vs. GPTY - Expense Ratio Comparison

RDTY has a 1.01% expense ratio, which is higher than GPTY's 0.99% expense ratio.

Dividends

RDTY vs. GPTY - Dividend Comparison

RDTY's dividend yield for the trailing twelve months is around 43.20%, more than GPTY's 39.00% yield.

Position	TTM	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	39.00%	34.23%
RDTY YieldMax™ R2000 0DTE Covered Call Strategy ETF	43.20%	36.75%

Frequently Asked Questions

Can I hold both RDTY and GPTY in my portfolio?

RDTY and GPTY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDTY or GPTY?

GPTY has higher volatility (9.87%) compared to RDTY (4.26%). In terms of maximum drawdown, RDTY dropped -17.31% vs GPTY's -26.62%.

Which ETF is better, RDTY or GPTY?

On 1-year performance, GPTY leads with 30.09% vs 28.17% for RDTY. On fees, GPTY is cheaper at 0.99% per year. On volatility, RDTY has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RDTY or GPTY?

Over the 1-year period, GPTY has performed better with a 30.09% return vs 28.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RDTY or GPTY?

GPTY is cheaper with a 0.99% expense ratio, compared with 1.01% for RDTY.

Which ETF pays a higher dividend yield, RDTY or GPTY?

RDTY has the higher dividend yield at 43.20%, compared with 39.00% for GPTY.

What is the main difference between RDTY and GPTY?

RDTY is categorized as Derivative Income, while GPTY is Artificial Intelligence. Their fees differ too: 1.01% for RDTY and 0.99% for GPTY.

Which has better risk-adjusted returns?

RDTY currently has the higher Sharpe Ratio (1.47 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.