SQY vs. XRMI
SQY (YieldMax SQ Option Income Strategy ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. SQY is actively managed, while XRMI is passively managed. SQY charges 1.01%/yr vs 0.60%/yr for XRMI.
Performance
SQY vs. XRMI - Performance Comparison
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Returns By Period
SQY
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRMI
- 1D
- -0.06%
- 1M
- 0.34%
- YTD
- 1.60%
- 6M
- 1.15%
- 1Y
- 8.70%
- 3Y*
- 6.88%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
SQY vs. XRMI — Risk / Return Rank
SQY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XRMI
SQY vs. XRMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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 | XRMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.74 | — |
| Martin ratioReturn relative to average drawdown | — | 7.01 | — |
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Drawdowns
SQY vs. XRMI - Drawdown Comparison
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Drawdown Indicators
| SQY | XRMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -15.31% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.34% | — |
Current DrawdownCurrent decline from peak | — | -0.58% | — |
Average DrawdownAverage peak-to-trough decline | — | -5.87% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.24% | — |
Volatility
SQY vs. XRMI - Volatility Comparison
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Volatility by Period
| SQY | XRMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.43% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 5.50% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 6.90% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 6.90% | — |
SQY vs. XRMI - Expense Ratio Comparison
SQY has a 1.01% expense ratio, which is higher than XRMI's 0.60% expense ratio.
Dividends
SQY vs. XRMI - Dividend Comparison
SQY has not paid dividends to shareholders, while XRMI's dividend yield for the trailing twelve months is around 12.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SQY YieldMax SQ Option Income Strategy ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRMI Global X S&P 500 Risk Managed Income ETF | 12.73% | 12.35% | 11.86% | 12.62% | 12.84% | 2.93% |
Frequently Asked Questions
On fees, XRMI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRMI is cheaper with a 0.60% expense ratio, compared with 1.01% for SQY.
XRMI has the higher dividend yield at 12.73%, compared with 0.00% for SQY.
They also come from different issuers: YieldMax and Global X. Their fees differ too: 1.01% for SQY and 0.60% for XRMI.
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