SQY vs. FYEE
SQY (YieldMax SQ Option Income Strategy ETF) and FYEE (Fidelity Yield Enhanced Equity ETF) are both Derivative Income funds. Both are actively managed. SQY charges 1.01%/yr vs 0.28%/yr for FYEE.
Performance
SQY vs. FYEE - Performance Comparison
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Returns By Period
SQY
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYEE
- 1D
- -0.14%
- 1M
- -0.85%
- YTD
- 5.09%
- 6M
- 4.40%
- 1Y
- 19.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
SQY vs. FYEE — Risk / Return Rank
SQY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FYEE
SQY vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
| SQY | FYEE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.69 | — |
| Martin ratioReturn relative to average drawdown | — | 13.12 | — |
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Drawdowns
SQY vs. FYEE - Drawdown Comparison
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Drawdown Indicators
| SQY | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -18.79% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.39% | — |
Current DrawdownCurrent decline from peak | — | -2.11% | — |
Average DrawdownAverage peak-to-trough decline | — | -2.23% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.51% | — |
Volatility
SQY vs. FYEE - Volatility Comparison
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Volatility by Period
| SQY | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 10.27% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 13.92% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 13.92% | — |
SQY vs. FYEE - Expense Ratio Comparison
SQY has a 1.01% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Dividends
SQY vs. FYEE - Dividend Comparison
SQY has not paid dividends to shareholders, while FYEE's dividend yield for the trailing twelve months is around 8.65%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FYEE Fidelity Yield Enhanced Equity ETF | 8.65% | 7.08% | 5.45% |
SQY YieldMax SQ Option Income Strategy ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYEE is cheaper with a 0.28% expense ratio, compared with 1.01% for SQY.
FYEE has the higher dividend yield at 8.65%, compared with 0.00% for SQY.
They also come from different issuers: YieldMax and Fidelity. Their fees differ too: 1.01% for SQY and 0.28% for FYEE.
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