RNTY vs. FYEE

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax Target 12™ Real Estate Option Income ETF (RNTY) and Fidelity Yield Enhanced Equity ETF (FYEE).

RNTY and FYEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RNTY is an actively managed fund by YieldMax. It was launched on Apr 16, 2025. FYEE is an actively managed fund by Fidelity. It was launched on Apr 9, 2024.

Performance

RNTY vs. FYEE - 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 Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

RNTY vs. FYEE - Yearly Performance Comparison

	2026 (YTD)	2025
RNTY YieldMax Target 12™ Real Estate Option Income ETF	1.15%	4.10%
FYEE Fidelity Yield Enhanced Equity ETF	-2.56%	26.98%

Returns By Period

In the year-to-date period, RNTY achieves a 1.15% return, which is significantly higher than FYEE's -2.56% return.

RNTY

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

FYEE

• 1D: 2.88%
• 1M: -3.70%
• YTD: -2.56%
• 6M: 1.84%
• 1Y: 17.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RNTY vs. FYEE - Expense Ratio Comparison

RNTY has a 0.99% expense ratio, which is higher than FYEE's 0.28% expense ratio.

RNTY

YieldMax Target 12™ Real Estate Option Income ETF

FYEE

Fidelity Yield Enhanced Equity ETF

Return for Risk

RNTY vs. FYEE — Risk / Return Rank

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

FYEE

FYEE Risk / Return Rank: 69
FYEE Sharpe Ratio Rank: 63
FYEE Sortino Ratio Rank: 64
FYEE Omega Ratio Rank: 75
FYEE Calmar Ratio Rank: 63
FYEE Martin Ratio Rank: 78

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. FYEE - 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 Yield Enhanced Equity ETF (FYEE). 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.

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

Sharpe Ratios by Period

	RNTY	FYEE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.93	-0.41

Correlation

The correlation between RNTY and FYEE is 0.29, 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

RNTY vs. FYEE - Dividend Comparison

RNTY's dividend yield for the trailing twelve months is around 10.45%, more than FYEE's 8.31% yield.

	TTM	2025	2024
RNTY YieldMax Target 12™ Real Estate Option Income ETF	10.45%	8.28%	0.00%
FYEE Fidelity Yield Enhanced Equity ETF	8.31%	7.08%	5.45%

Drawdowns

RNTY vs. FYEE - Drawdown Comparison

The maximum RNTY drawdown since its inception was -7.91%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for RNTY and FYEE.

Drawdown Indicators

	RNTY	FYEE	Difference
Max Drawdown Largest peak-to-trough decline	-7.91%	-18.79%	+10.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.60%	—
Current Drawdown Current decline from peak	-6.76%	-4.72%	-2.04%
Average Drawdown Average peak-to-trough decline	-1.66%	-2.40%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.20%	—

Volatility

Volatility by Period

	RNTY	FYEE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.92%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	15.89%	-5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.79%	14.32%	-3.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.79%	14.32%	-3.53%