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

Correlation

The correlation between SQY and VGT is 0.45, 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.


-0.50.00.51.00.4

Performance

SQY vs. VGT - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
81.93%
47.76%
SQY
VGT

Key characteristics

Sharpe Ratio

SQY:

0.80

VGT:

1.55

Sortino Ratio

SQY:

1.28

VGT:

2.05

Omega Ratio

SQY:

1.17

VGT:

1.28

Calmar Ratio

SQY:

1.42

VGT:

2.18

Martin Ratio

SQY:

2.86

VGT:

7.80

Ulcer Index

SQY:

10.42%

VGT:

4.26%

Daily Std Dev

SQY:

37.38%

VGT:

21.45%

Max Drawdown

SQY:

-20.92%

VGT:

-54.63%

Current Drawdown

SQY:

-7.93%

VGT:

-2.41%

Returns By Period

In the year-to-date period, SQY achieves a 25.95% return, which is significantly lower than VGT's 31.34% return.


SQY

YTD

25.95%

1M

-3.34%

6M

36.32%

1Y

27.85%

5Y*

N/A

10Y*

N/A

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

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SQY vs. VGT - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is higher than VGT's 0.10% expense ratio.


SQY
YieldMax SQ Option Income Strategy ETF
Expense ratio chart for SQY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SQY vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Vanguard Information Technology ETF (VGT). 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.


Sharpe ratio
The chart of Sharpe ratio for SQY, currently valued at 0.80, compared to the broader market0.002.004.000.801.55
The chart of Sortino ratio for SQY, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.282.05
The chart of Omega ratio for SQY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.28
The chart of Calmar ratio for SQY, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.422.18
The chart of Martin ratio for SQY, currently valued at 2.86, compared to the broader market0.0020.0040.0060.0080.00100.002.867.80
SQY
VGT

The current SQY Sharpe Ratio is 0.80, which is lower than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SQY and VGT, 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 Ratio1.001.502.002.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.80
1.55
SQY
VGT

Dividends

SQY vs. VGT - Dividend Comparison

SQY's dividend yield for the trailing twelve months is around 60.43%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
SQY
YieldMax SQ Option Income Strategy ETF
60.43%9.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

SQY vs. VGT - Drawdown Comparison

The maximum SQY drawdown since its inception was -20.92%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SQY and VGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.93%
-2.41%
SQY
VGT

Volatility

SQY vs. VGT - Volatility Comparison

YieldMax SQ Option Income Strategy ETF (SQY) has a higher volatility of 12.52% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that SQY's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.52%
5.62%
SQY
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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