SLTY vs. ISCG
SLTY (YieldMax Ultra Short Option Income Strategy ETF) and ISCG (iShares Morningstar Small-Cap Growth ETF) are both exchange-traded funds - SLTY is a Derivative Income fund actively managed by YieldMax, while ISCG is a Small Cap Growth Equities fund tracking the Morningstar US Small Cap Broad Growth Extended Index. SLTY is actively managed, while ISCG is passively managed. At a correlation of -0.65, they often move in opposite directions. SLTY charges 1.24%/yr vs 0.06%/yr for ISCG.
Performance
SLTY vs. ISCG - Performance Comparison
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Returns By Period
In the year-to-date period, SLTY achieves a -8.50% return, which is significantly lower than ISCG's 14.58% return.
SLTY
- 1D
- -0.90%
- 1M
- -2.26%
- 6M
- 0.26%
- YTD
- -8.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCG
- 1D
- -0.06%
- 1M
- 0.32%
- 6M
- 7.00%
- YTD
- 14.58%
- 1Y
- 26.61%
- 3Y*
- 14.70%
- 5Y*
- 6.31%
- 10Y*
- 11.22%
SLTY vs. ISCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLTY YieldMax Ultra Short Option Income Strategy ETF | -8.50% | -12.61% |
ISCG iShares Morningstar Small-Cap Growth ETF | 14.58% | 8.39% |
Correlation
The correlation between SLTY and ISCG is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025 | -0.65 |
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Return for Risk
SLTY vs. ISCG — Risk / Return Rank
SLTY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCG
SLTY vs. ISCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Short Option Income Strategy ETF (SLTY) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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.
| SLTY | ISCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.34 | — |
| Martin ratioReturn relative to average drawdown | — | 8.77 | — |
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Drawdowns
SLTY vs. ISCG - Drawdown Comparison
The maximum SLTY drawdown since its inception was -21.27%, smaller than the maximum ISCG drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for SLTY and ISCG.
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Drawdown Indicators
| SLTY | ISCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -57.72% | +36.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.43% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.48% | — |
Current DrawdownCurrent decline from peak | -20.05% | -3.33% | -16.72% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -11.58% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.04% | — |
Volatility
SLTY vs. ISCG - Volatility Comparison
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Volatility by Period
| SLTY | ISCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 18.52% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 23.00% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.74% | 23.13% | -5.39% |
SLTY vs. ISCG - Expense Ratio Comparison
SLTY has a 1.24% expense ratio, which is higher than ISCG's 0.06% expense ratio.
Dividends
SLTY vs. ISCG - Dividend Comparison
SLTY's dividend yield for the trailing twelve months is around 88.52%, more than ISCG's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.59% | 0.61% | 0.84% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% |
SLTY YieldMax Ultra Short Option Income Strategy ETF | 88.52% | 29.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SLTY and ISCG have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISCG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCG is cheaper with a 0.06% expense ratio, compared with 1.24% for SLTY.
SLTY has the higher dividend yield at 88.52%, compared with 0.59% for ISCG.
SLTY is categorized as Derivative Income, while ISCG is Small Cap Growth Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 1.24% for SLTY and 0.06% for ISCG.
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