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SQY vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQY vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SQ Option Income Strategy ETF (SQY) and Defiance Oil Enhanced Options Income ETF (USOY). 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*

USOY

1D
-4.06%
1M
-20.39%
YTD
29.22%
6M
28.28%
1Y
26.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SQY vs. USOY — 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.


USOY
USOY Risk / Return Rank: 2727
Overall Rank
USOY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 2525
Sortino Ratio Rank
USOY Omega Ratio Rank: 2727
Omega Ratio Rank
USOY Calmar Ratio Rank: 2525
Calmar Ratio Rank
USOY Martin Ratio Rank: 3131
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. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


SQYUSOYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.10

Martin ratioReturn relative to average drawdown

4.07

SQY vs. USOY - Sharpe Ratio Comparison


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Drawdowns

SQY vs. USOY - Drawdown Comparison


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Drawdown Indicators


SQYUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

Current Drawdown

Current decline from peak

-24.40%

Average Drawdown

Average peak-to-trough decline

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

Volatility

SQY vs. USOY - Volatility Comparison


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Volatility by Period


SQYUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

Volatility (6M)

Calculated over the trailing 6-month period

28.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

SQY vs. USOY - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

SQY vs. USOY - Dividend Comparison

SQY has not paid dividends to shareholders, while USOY's dividend yield for the trailing twelve months is around 71.18%.


PositionTTM20252024
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
71.18%104.32%48.60%

Frequently Asked Questions


On fees, SQY is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SQY is cheaper with a 1.01% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 71.18%, compared with 0.00% for SQY.

They also come from different issuers: YieldMax and Defiance. Their fees differ too: 1.01% for SQY and 1.22% for USOY.

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