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RDYY vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDYY vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax RDDT Option Income Strategy ETF (RDYY) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDYY achieves a -23.45% return, which is significantly lower than IXC's 22.29% return.


RDYY

1D
-2.17%
1M
14.72%
YTD
-23.45%
6M
-22.04%
1Y
3Y*
5Y*
10Y*

IXC

1D
0.44%
1M
-8.68%
YTD
22.29%
6M
23.05%
1Y
31.78%
3Y*
16.38%
5Y*
17.77%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDYY vs. IXC - Yearly Performance Comparison


2026 (YTD)2025
RDYY
YieldMax RDDT Option Income Strategy ETF
-23.45%-5.31%
IXC
iShares Global Energy ETF
22.29%5.03%

Correlation

The correlation between RDYY and IXC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 9, 2025

-0.05

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Return for Risk

RDYY vs. IXC — Risk / Return Rank

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

RDYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IXC
IXC Risk / Return Rank: 4949
Overall Rank
IXC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4646
Sortino Ratio Rank
IXC Omega Ratio Rank: 4545
Omega Ratio Rank
IXC Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXC Martin Ratio Rank: 5151
Martin Ratio Rank
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.

RDYY vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax RDDT Option Income Strategy ETF (RDYY) and iShares Global Energy ETF (IXC). 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.


RDYYIXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.40

Martin ratioReturn relative to average drawdown

8.40

RDYY vs. IXC - Sharpe Ratio Comparison


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Drawdowns

RDYY vs. IXC - Drawdown Comparison

The maximum RDYY drawdown since its inception was -51.16%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for RDYY and IXC.


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Drawdown Indicators


RDYYIXCDifference

Max Drawdown

Largest peak-to-trough decline

-51.16%

-67.88%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

Current Drawdown

Current decline from peak

-34.72%

-11.99%

-22.73%

Average Drawdown

Average peak-to-trough decline

-28.76%

-17.46%

-11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

Volatility

RDYY vs. IXC - Volatility Comparison


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Volatility by Period


RDYYIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

Volatility (1Y)

Calculated over the trailing 1-year period

54.93%

19.16%

+35.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.93%

23.48%

+31.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.93%

26.83%

+28.10%

RDYY vs. IXC - Expense Ratio Comparison

RDYY has a 0.99% expense ratio, which is higher than IXC's 0.40% expense ratio.


Dividends

RDYY vs. IXC - Dividend Comparison

RDYY's dividend yield for the trailing twelve months is around 92.82%, more than IXC's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
3.11%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
RDYY
YieldMax RDDT Option Income Strategy ETF
92.82%25.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RDYY and IXC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXC is cheaper with a 0.40% expense ratio, compared with 0.99% for RDYY.

RDYY has the higher dividend yield at 92.82%, compared with 3.11% for IXC.

RDYY is categorized as Derivative Income, while IXC is Energy Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for RDYY and 0.40% for IXC.

Portfolio Optimizer

Find the right allocation for RDYY and IXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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