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RNTY vs. FFUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNTY vs. FFUT - Performance Comparison

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

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Returns By Period

In the year-to-date period, RNTY achieves a 8.31% return, which is significantly lower than FFUT's 8.83% return.


RNTY

1D
1.02%
1M
0.81%
YTD
8.31%
6M
9.35%
1Y
8.55%
3Y*
5Y*
10Y*

FFUT

1D
-0.36%
1M
-2.69%
YTD
8.83%
6M
9.28%
1Y
18.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNTY vs. FFUT - Yearly Performance Comparison


Correlation

The correlation between RNTY and FFUT is -0.09, 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 (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

-0.09

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Return for Risk

RNTY vs. FFUT — Risk / Return Rank

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

RNTY
RNTY Risk / Return Rank: 2424
Overall Rank
RNTY Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RNTY Sortino Ratio Rank: 2121
Sortino Ratio Rank
RNTY Omega Ratio Rank: 2121
Omega Ratio Rank
RNTY Calmar Ratio Rank: 2424
Calmar Ratio Rank
RNTY Martin Ratio Rank: 2828
Martin Ratio Rank

FFUT
FFUT Risk / Return Rank: 6464
Overall Rank
FFUT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 5151
Sortino Ratio Rank
FFUT Omega Ratio Rank: 5454
Omega Ratio Rank
FFUT Calmar Ratio Rank: 8484
Calmar Ratio Rank
FFUT Martin Ratio Rank: 7979
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.

RNTY vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Real Estate Option Income ETF (RNTY) and Fidelity Managed Futures ETF (FFUT). 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.


RNTYFFUTDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

1.09

4.35

-3.26

Martin ratioReturn relative to average drawdown

3.61

14.55

-10.95

RNTY vs. FFUT - Sharpe Ratio Comparison

The current RNTY Sharpe Ratio is 0.78, which is lower than the FFUT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of RNTY and FFUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RNTY vs. FFUT - Drawdown Comparison

The maximum RNTY drawdown since its inception was -7.91%, which is greater than FFUT's maximum drawdown of -4.33%. Use the drawdown chart below to compare losses from any high point for RNTY and FFUT.


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Drawdown Indicators


RNTYFFUTDifference

Max Drawdown

Largest peak-to-trough decline

-7.91%

-4.33%

-3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-4.33%

-3.58%

Current Drawdown

Current decline from peak

-0.29%

-4.33%

+4.04%

Average Drawdown

Average peak-to-trough decline

-1.71%

-0.96%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.29%

+1.09%

Volatility

RNTY vs. FFUT - Volatility Comparison

YieldMax Target 12™ Real Estate Option Income ETF (RNTY) has a higher volatility of 3.66% compared to Fidelity Managed Futures ETF (FFUT) at 2.93%. This indicates that RNTY's price experiences larger fluctuations and is considered to be riskier than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNTYFFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

2.93%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

8.97%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

11.22%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.89%

11.02%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.89%

11.02%

-0.13%

RNTY vs. FFUT - Expense Ratio Comparison

RNTY has a 0.99% expense ratio, which is higher than FFUT's 0.80% expense ratio.


Dividends

RNTY vs. FFUT - Dividend Comparison

RNTY's dividend yield for the trailing twelve months is around 12.01%, more than FFUT's 1.92% yield.


Frequently Asked Questions


RNTY and FFUT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNTY has higher volatility (3.66%) compared to FFUT (2.93%). In terms of maximum drawdown, RNTY dropped -7.91% vs FFUT's -4.33%.

On 1-year performance, FFUT leads with 18.72% vs 8.55% for RNTY. On fees, FFUT is cheaper at 0.80% per year. On volatility, FFUT has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFUT has performed better with a 18.72% return vs 8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FFUT is cheaper with a 0.80% expense ratio, compared with 0.99% for RNTY.

RNTY has the higher dividend yield at 12.01%, compared with 1.92% for FFUT.

RNTY is categorized as Derivative Income, while FFUT is Systematic Trend. They also come from different issuers: YieldMax and Fidelity. Their fees differ too: 0.99% for RNTY and 0.80% for FFUT.

FFUT currently has the higher Sharpe Ratio (1.68 vs 0.78), 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.

Portfolio Optimizer

Find the right allocation for RNTY and FFUT

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