SNOY vs. BRKC

Last updated Jun 3, 2026

SNOY (YieldMax SNOW Option Income Strategy ETF) and BRKC (YieldMax BRK.B Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a correlation of -0.07, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

SNOY vs. BRKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SNOW Option Income Strategy ETF (SNOY) and YieldMax BRK.B Option Income Strategy ETF (BRKC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNOY achieves a 16.20% return, which is significantly higher than BRKC's -4.34% return.

SNOY

• 1D: -5.70%
• 1M: 70.67%
• YTD: 16.20%
• 6M: 2.24%
• 1Y: 18.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKC

• 1D: 0.39%
• 1M: -0.26%
• YTD: -4.34%
• 6M: -5.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SNOY vs. BRKC - Yearly Performance Comparison

	2026 (YTD)	2025
SNOY YieldMax SNOW Option Income Strategy ETF	16.20%	1.88%
BRKC YieldMax BRK.B Option Income Strategy ETF	-4.34%	0.93%

Correlation

The correlation between SNOY and BRKC is -0.07, 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 (All Time) Calculated using the full available price history since Jun 6, 2025	-0.07

Return for Risk

SNOY vs. BRKC — Risk / Return Rank

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

SNOY

SNOY Risk / Return Rank: 16
SNOY Sharpe Ratio Rank: 14
SNOY Sortino Ratio Rank: 20
SNOY Omega Ratio Rank: 21
SNOY Calmar Ratio Rank: 13
SNOY Martin Ratio Rank: 13

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.

SNOY vs. BRKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SNOW Option Income Strategy ETF (SNOY) and YieldMax BRK.B Option Income Strategy ETF (BRKC). 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.

	SNOY	BRKC	Difference
Sharpe ratio Return per unit of total volatility	0.32	—	—
Sortino ratio Return per unit of downside risk	1.00	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.41	—	—
Martin ratio Return relative to average drawdown	0.90	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SNOY	BRKC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	-0.28	+0.98

Drawdowns

SNOY vs. BRKC - Drawdown Comparison

The maximum SNOY drawdown since its inception was -50.90%, which is greater than BRKC's maximum drawdown of -7.59%. Use the drawdown chart below to compare losses from any high point for SNOY and BRKC.

Drawdown Indicators

	SNOY	BRKC	Difference
Max Drawdown Largest peak-to-trough decline	-50.90%	-7.59%	-43.31%
Max Drawdown (1Y) Largest decline over 1 year	-50.90%	—	—
Current Drawdown Current decline from peak	-5.70%	-6.26%	+0.56%
Average Drawdown Average peak-to-trough decline	-12.75%	-3.11%	-9.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.95%	—	—

Volatility

Volatility by Period

	SNOY	BRKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	48.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	57.16%	12.69%	+44.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.16%	12.69%	+39.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.16%	12.69%	+39.47%

SNOY vs. BRKC - Expense Ratio Comparison

Both SNOY and BRKC have an expense ratio of 0.99%.

Dividends

SNOY vs. BRKC - Dividend Comparison

SNOY's dividend yield for the trailing twelve months is around 70.58%, more than BRKC's 20.30% yield.

Position	TTM	2025	2024
BRKC YieldMax BRK.B Option Income Strategy ETF	20.30%	10.81%	0.00%
SNOY YieldMax SNOW Option Income Strategy ETF	70.58%	84.96%	33.32%

Frequently Asked Questions

Can I hold both SNOY and BRKC in my portfolio?

SNOY and BRKC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SNOY or BRKC?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SNOY or BRKC?

SNOY and BRKC have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, SNOY or BRKC?

SNOY has the higher dividend yield at 70.58%, compared with 20.30% for BRKC.