PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ULTY vs. VPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ULTY and VPU is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

ULTY vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Option Income Strategy ETF (ULTY) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
-11.56%
33.02%
ULTY
VPU

Key characteristics

Sharpe Ratio

ULTY:

-0.39

VPU:

1.65

Sortino Ratio

ULTY:

-0.36

VPU:

2.28

Omega Ratio

ULTY:

0.96

VPU:

1.28

Calmar Ratio

ULTY:

-0.54

VPU:

1.69

Martin Ratio

ULTY:

-1.37

VPU:

6.68

Ulcer Index

ULTY:

8.34%

VPU:

3.76%

Daily Std Dev

ULTY:

29.09%

VPU:

15.17%

Max Drawdown

ULTY:

-20.99%

VPU:

-46.31%

Current Drawdown

ULTY:

-17.29%

VPU:

-2.55%

Returns By Period

In the year-to-date period, ULTY achieves a -12.04% return, which is significantly lower than VPU's 5.98% return.


ULTY

YTD

-12.04%

1M

-5.97%

6M

-2.99%

1Y

-8.97%

5Y*

N/A

10Y*

N/A

VPU

YTD

5.98%

1M

0.86%

6M

-0.42%

1Y

24.95%

5Y*

12.16%

10Y*

9.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ULTY vs. VPU - Expense Ratio Comparison

ULTY has a 1.14% expense ratio, which is higher than VPU's 0.10% expense ratio.


ULTY
YieldMax Ultra Option Income Strategy ETF
Expense ratio chart for ULTY: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ULTY: 1.14%
Expense ratio chart for VPU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPU: 0.10%

Risk-Adjusted Performance

ULTY vs. VPU — Risk-Adjusted Performance Rank

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

ULTY
The Risk-Adjusted Performance Rank of ULTY is 66
Overall Rank
The Sharpe Ratio Rank of ULTY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTY is 88
Sortino Ratio Rank
The Omega Ratio Rank of ULTY is 77
Omega Ratio Rank
The Calmar Ratio Rank of ULTY is 33
Calmar Ratio Rank
The Martin Ratio Rank of ULTY is 33
Martin Ratio Rank

VPU
The Risk-Adjusted Performance Rank of VPU is 8888
Overall Rank
The Sharpe Ratio Rank of VPU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VPU is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VPU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VPU is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VPU is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ULTY vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Option Income Strategy ETF (ULTY) and Vanguard Utilities ETF (VPU). 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 ULTY, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.005.00
ULTY: -0.39
VPU: 1.65
The chart of Sortino ratio for ULTY, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.0010.0012.00
ULTY: -0.36
VPU: 2.28
The chart of Omega ratio for ULTY, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
ULTY: 0.96
VPU: 1.28
The chart of Calmar ratio for ULTY, currently valued at -0.54, compared to the broader market0.005.0010.0015.00
ULTY: -0.54
VPU: 2.59
The chart of Martin ratio for ULTY, currently valued at -1.37, compared to the broader market0.0020.0040.0060.0080.00100.00
ULTY: -1.37
VPU: 6.68

The current ULTY Sharpe Ratio is -0.39, which is lower than the VPU Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ULTY and VPU, 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 Ratio-0.500.000.501.001.502.00Fri 07Mar 09Tue 11Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02
-0.39
1.65
ULTY
VPU

Dividends

ULTY vs. VPU - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 174.06%, more than VPU's 2.94% yield.


TTM20242023202220212020201920182017201620152014
ULTY
YieldMax Ultra Option Income Strategy ETF
174.06%111.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPU
Vanguard Utilities ETF
2.94%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%

Drawdowns

ULTY vs. VPU - Drawdown Comparison

The maximum ULTY drawdown since its inception was -20.99%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for ULTY and VPU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.29%
-2.55%
ULTY
VPU

Volatility

ULTY vs. VPU - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 13.40% compared to Vanguard Utilities ETF (VPU) at 4.51%. This indicates that ULTY's price experiences larger fluctuations and is considered to be riskier than VPU 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%NovemberDecember2025FebruaryMarchApril
13.40%
4.51%
ULTY
VPU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab