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USOY vs. JEDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USOY vs. JEDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Oil Enhanced Options Income ETF (USOY) and Defiance Drone and Modern Warfare ETF (JEDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USOY achieves a 44.25% return, which is significantly higher than JEDI's 4.94% return.


USOY

1D
-4.63%
1M
12.58%
6M
35.65%
YTD
44.25%
1Y
35.36%
3Y*
5Y*
10Y*
ALL TIME*
16.63%

JEDI

1D
6.52%
1M
-11.38%
6M
-5.91%
YTD
4.94%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.72M$3.86M$7.29M
$3.04M$3.28M$3.41M

USOY vs. JEDI - Yearly Performance Comparison


Correlation

The correlation between USOY and JEDI is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.06

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Return for Risk

USOY vs. JEDI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USOY
USOY Risk / Return Rank: 3939
Overall Rank
USOY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 3939
Sortino Ratio Rank
USOY Omega Ratio Rank: 4242
Omega Ratio Rank
USOY Calmar Ratio Rank: 3939
Calmar Ratio Rank
USOY Martin Ratio Rank: 3838
Martin Ratio Rank

JEDI

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USOY vs. JEDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Oil Enhanced Options Income ETF (USOY) and Defiance Drone and Modern Warfare ETF (JEDI). 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.


USOYJEDIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.39

Martin ratioReturn relative to average drawdown

4.10

USOY vs. JEDI - Sharpe Ratio Comparison


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Drawdowns

USOY vs. JEDI - Drawdown Comparison

The maximum USOY drawdown since its inception was -25.51%, smaller than the maximum JEDI drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for USOY and JEDI.


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Drawdown Indicators


USOYJEDIDifference

Max Drawdown

Largest peak-to-trough decline

-25.51%

-48.21%

+22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-25.51%

Current Drawdown

Current decline from peak

-15.60%

-39.96%

+24.36%

Average Drawdown

Average peak-to-trough decline

-7.18%

-14.06%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

Volatility

USOY vs. JEDI - Volatility Comparison


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Volatility by Period


USOYJEDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

Volatility (6M)

Calculated over the trailing 6-month period

32.70%

Volatility (1Y)

Calculated over the trailing 1-year period

35.22%

53.81%

-18.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.35%

53.81%

-25.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

53.81%

-25.46%

USOY vs. JEDI - Expense Ratio Comparison

USOY has a 1.22% expense ratio, which is higher than JEDI's 0.69% expense ratio.


Dividends

USOY vs. JEDI - Dividend Comparison

USOY's dividend yield for the trailing twelve months is around 59.33%, while JEDI has not paid dividends to shareholders.


PositionTTM20252024
JEDI
Defiance Drone and Modern Warfare ETF
0.00%0.00%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
59.33%104.32%48.60%

Frequently Asked Questions


USOY and JEDI have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEDI is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEDI is cheaper with a 0.69% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 59.33%, compared with 0.00% for JEDI.

USOY is categorized as Derivative Income, while JEDI is Aerospace & Defense. Their fees differ too: 1.22% for USOY and 0.69% for JEDI.

Portfolio Optimizer

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