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SLTY vs. KHPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLTY vs. KHPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Short Option Income Strategy ETF (SLTY) and Kensington Hedged Premium Income ETF (KHPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLTY achieves a -6.01% return, which is significantly lower than KHPI's 5.45% return.


SLTY

1D
0.65%
1M
-1.73%
YTD
-6.01%
6M
-5.54%
1Y
3Y*
5Y*
10Y*

KHPI

1D
-0.50%
1M
2.40%
YTD
5.45%
6M
4.74%
1Y
15.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLTY vs. KHPI - Yearly Performance Comparison


Correlation

The correlation between SLTY and KHPI is -0.54, 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 22, 2025

-0.54

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Return for Risk

SLTY vs. KHPI — Risk / Return Rank

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

SLTY

KHPI
KHPI Risk / Return Rank: 6060
Overall Rank
KHPI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KHPI Sortino Ratio Rank: 6565
Sortino Ratio Rank
KHPI Omega Ratio Rank: 6464
Omega Ratio Rank
KHPI Calmar Ratio Rank: 4848
Calmar Ratio Rank
KHPI Martin Ratio Rank: 6161
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.

SLTY vs. KHPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Short Option Income Strategy ETF (SLTY) and Kensington Hedged Premium Income ETF (KHPI). 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.

SLTY vs. KHPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLTYKHPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.19

1.28

-2.47

Drawdowns

SLTY vs. KHPI - Drawdown Comparison

The maximum SLTY drawdown since its inception was -20.88%, which is greater than KHPI's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for SLTY and KHPI.


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Drawdown Indicators


SLTYKHPIDifference

Max Drawdown

Largest peak-to-trough decline

-20.88%

-10.58%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

Current Drawdown

Current decline from peak

-17.45%

-0.50%

-16.95%

Average Drawdown

Average peak-to-trough decline

-13.72%

-1.23%

-12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

Volatility

SLTY vs. KHPI - Volatility Comparison


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Volatility by Period


SLTYKHPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

7.24%

+11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

9.61%

+8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

9.61%

+8.81%

SLTY vs. KHPI - Expense Ratio Comparison

SLTY has a 1.24% expense ratio, which is higher than KHPI's 0.96% expense ratio.


Dividends

SLTY vs. KHPI - Dividend Comparison

SLTY's dividend yield for the trailing twelve months is around 74.24%, more than KHPI's 8.86% yield.


PositionTTM20252024
KHPI
Kensington Hedged Premium Income ETF
8.86%8.90%3.01%
SLTY
YieldMax Ultra Short Option Income Strategy ETF
74.24%29.68%0.00%

Frequently Asked Questions


SLTY and KHPI have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KHPI is cheaper at 0.96% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KHPI is cheaper with a 0.96% expense ratio, compared with 1.24% for SLTY.

SLTY has the higher dividend yield at 74.24%, compared with 8.86% for KHPI.

They also come from different issuers: YieldMax and Kensington Asset Management. Their fees differ too: 1.24% for SLTY and 0.96% for KHPI.

Portfolio Optimizer

Find the right allocation for SLTY and KHPI

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