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SQY vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SQY and FTHI is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SQY vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SQ Option Income Strategy ETF (SQY) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
16.52%
19.64%
SQY
FTHI

Key characteristics

Sharpe Ratio

SQY:

-0.61

FTHI:

0.43

Sortino Ratio

SQY:

-0.63

FTHI:

0.71

Omega Ratio

SQY:

0.91

FTHI:

1.12

Calmar Ratio

SQY:

-0.58

FTHI:

0.43

Martin Ratio

SQY:

-1.67

FTHI:

1.97

Ulcer Index

SQY:

14.53%

FTHI:

3.48%

Daily Std Dev

SQY:

39.40%

FTHI:

16.13%

Max Drawdown

SQY:

-42.16%

FTHI:

-32.65%

Current Drawdown

SQY:

-41.03%

FTHI:

-7.31%

Returns By Period

In the year-to-date period, SQY achieves a -33.73% return, which is significantly lower than FTHI's -4.74% return.


SQY

YTD

-33.73%

1M

-5.69%

6M

-23.81%

1Y

-17.86%

5Y*

N/A

10Y*

N/A

FTHI

YTD

-4.74%

1M

-2.27%

6M

-2.47%

1Y

7.41%

5Y*

11.23%

10Y*

6.70%

*Annualized

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SQY vs. FTHI - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is higher than FTHI's 0.85% expense ratio.


Expense ratio chart for SQY: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SQY: 1.01%
Expense ratio chart for FTHI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHI: 0.85%

Risk-Adjusted Performance

SQY vs. FTHI — Risk-Adjusted Performance Rank

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

SQY
The Risk-Adjusted Performance Rank of SQY is 22
Overall Rank
The Sharpe Ratio Rank of SQY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SQY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SQY is 33
Omega Ratio Rank
The Calmar Ratio Rank of SQY is 11
Calmar Ratio Rank
The Martin Ratio Rank of SQY is 11
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5454
Overall Rank
The Sharpe Ratio Rank of FTHI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SQY vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and First Trust BuyWrite Income ETF (FTHI). 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.


The chart of Sharpe ratio for SQY, currently valued at -0.49, compared to the broader market-1.000.001.002.003.004.00
SQY: -0.49
FTHI: 0.43
The chart of Sortino ratio for SQY, currently valued at -0.44, compared to the broader market-2.000.002.004.006.008.00
SQY: -0.44
FTHI: 0.71
The chart of Omega ratio for SQY, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
SQY: 0.94
FTHI: 1.12
The chart of Calmar ratio for SQY, currently valued at -0.45, compared to the broader market0.002.004.006.008.0010.0012.00
SQY: -0.45
FTHI: 0.43
The chart of Martin ratio for SQY, currently valued at -1.08, compared to the broader market0.0020.0040.0060.00
SQY: -1.08
FTHI: 1.97

The current SQY Sharpe Ratio is -0.61, which is lower than the FTHI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SQY and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.49
0.43
SQY
FTHI

Dividends

SQY vs. FTHI - Dividend Comparison

SQY's dividend yield for the trailing twelve months is around 95.37%, more than FTHI's 9.49% yield.


TTM20242023202220212020201920182017201620152014
SQY
YieldMax SQ Option Income Strategy ETF
95.37%62.54%9.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.49%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

SQY vs. FTHI - Drawdown Comparison

The maximum SQY drawdown since its inception was -42.16%, which is greater than FTHI's maximum drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for SQY and FTHI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.03%
-7.31%
SQY
FTHI

Volatility

SQY vs. FTHI - Volatility Comparison

The current volatility for YieldMax SQ Option Income Strategy ETF (SQY) is 5.01%, while First Trust BuyWrite Income ETF (FTHI) has a volatility of 12.48%. This indicates that SQY experiences smaller price fluctuations and is considered to be less risky than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
5.01%
12.48%
SQY
FTHI