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SQY vs. FYEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQY vs. FYEE - Performance Comparison

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

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

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Return for Risk

SQY vs. FYEE — Risk / Return Rank

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

SQY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FYEE
FYEE Risk / Return Rank: 6868
Overall Rank
FYEE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FYEE Sortino Ratio Rank: 6363
Sortino Ratio Rank
FYEE Omega Ratio Rank: 7474
Omega Ratio Rank
FYEE Calmar Ratio Rank: 6161
Calmar Ratio Rank
FYEE Martin Ratio Rank: 7777
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.

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.


SQYFYEEDifference
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

SQY vs. FYEE - Sharpe Ratio Comparison


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Drawdowns

SQY vs. FYEE - Drawdown Comparison


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Drawdown Indicators


SQYFYEEDifference

Max Drawdown

Largest peak-to-trough decline

-18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

Current Drawdown

Current decline from peak

-2.11%

Average Drawdown

Average peak-to-trough decline

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

Volatility

SQY vs. FYEE - Volatility Comparison


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Volatility by Period


SQYFYEEDifference

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%.


PositionTTM20252024
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.

Portfolio Optimizer

Find the right allocation for SQY and FYEE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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