SIOO vs. AIYY

Last updated Apr 1, 2026

Compare and contrast key facts about VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and YieldMax AI Option Income Strategy ETF (AIYY).

SIOO and AIYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIOO is a passively managed fund by VistaShares that tracks the performance of the S&P 100. It was launched on Dec 10, 2025. AIYY is an actively managed fund by YieldMax. It was launched on Nov 27, 2023.

Performance

SIOO vs. AIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and YieldMax AI Option Income Strategy ETF (AIYY). The values are adjusted to include any dividend payments, if applicable.

SIOO vs. AIYY - Yearly Performance Comparison

	2026 (YTD)	2025
SIOO VistaShares Target 15 S&P 100 Distribution ETF	-3.21%	0.77%
AIYY YieldMax AI Option Income Strategy ETF	-34.26%	-11.41%

Returns By Period

In the year-to-date period, SIOO achieves a -3.21% return, which is significantly higher than AIYY's -34.26% return.

SIOO

• 1D: 3.21%
• 1M: -2.47%
• YTD: -3.21%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIYY

• 1D: 4.30%
• 1M: 1.87%
• YTD: -34.26%
• 6M: -47.05%
• 1Y: -59.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SIOO vs. AIYY - Expense Ratio Comparison

SIOO has a 0.59% expense ratio, which is lower than AIYY's 0.99% expense ratio.

AIYY

YieldMax AI Option Income Strategy ETF

SIOO

VistaShares Target 15 S&P 100 Distribution ETF

Return for Risk

SIOO vs. AIYY — Risk / Return Rank

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

AIYY

AIYY Risk / Return Rank: 1
AIYY Sharpe Ratio Rank: 0
AIYY Sortino Ratio Rank: 0
AIYY Omega Ratio Rank: 0
AIYY Calmar Ratio Rank: 1
AIYY Martin Ratio Rank: 1

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.

SIOO vs. AIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and YieldMax AI Option Income Strategy ETF (AIYY). 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

	SIOO	AIYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.71	-0.94	+0.22

Correlation

The correlation between SIOO and AIYY is 0.38, 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

SIOO vs. AIYY - Dividend Comparison

SIOO's dividend yield for the trailing twelve months is around 5.30%, less than AIYY's 206.09% yield.

	TTM	2025	2024
SIOO VistaShares Target 15 S&P 100 Distribution ETF	5.30%	1.27%	0.00%
AIYY YieldMax AI Option Income Strategy ETF	206.09%	168.33%	98.26%

Drawdowns

SIOO vs. AIYY - Drawdown Comparison

The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum AIYY drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for SIOO and AIYY.

Drawdown Indicators

	SIOO	AIYY	Difference
Max Drawdown Largest peak-to-trough decline	-6.86%	-79.48%	+72.62%
Max Drawdown (1Y) Largest decline over 1 year	—	-68.33%	—
Current Drawdown Current decline from peak	-3.87%	-78.53%	+74.66%
Average Drawdown Average peak-to-trough decline	-1.33%	-38.30%	+36.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	39.17%	—

Volatility

Volatility by Period

	SIOO	AIYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.51%	55.64%	-44.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.51%	50.60%	-39.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.51%	50.60%	-39.09%