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UYLD vs. FDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UYLD vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UYLD achieves a 2.03% return, which is significantly lower than FDD's 13.65% return.


UYLD

1D
0.05%
1M
0.65%
YTD
2.03%
6M
2.39%
1Y
5.12%
3Y*
5.92%
5Y*
10Y*

FDD

1D
0.81%
1M
1.80%
YTD
13.65%
6M
17.76%
1Y
33.97%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UYLD vs. FDD - Yearly Performance Comparison


2026 (YTD)2025202420232022
UYLD
Angel Oak Ultrashort Income ETF
2.03%5.36%6.10%6.90%1.09%
FDD
First Trust STOXX European Select Dividend Index Fund
13.65%62.50%0.28%14.16%14.51%

Correlation

The correlation between UYLD and FDD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.14

The correlation between UYLD and FDD shifts across timeframes, from 0.14 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UYLD vs. FDD — Risk / Return Rank

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

UYLD
UYLD Risk / Return Rank: 9999
Overall Rank
UYLD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
UYLD Omega Ratio Rank: 9999
Omega Ratio Rank
UYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
UYLD Martin Ratio Rank: 9999
Martin Ratio Rank

FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
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.

UYLD vs. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.


UYLDFDDDifference
Sharpe ratioReturn per unit of total volatility

+5.91

Sortino ratioReturn per unit of downside risk

+19.15

Omega ratioGain probability vs. loss probability

4.49

1.36

+3.12

Calmar ratioReturn relative to maximum drawdown

37.30

3.58

+33.73

Martin ratioReturn relative to average drawdown

226.63

11.88

+214.76

UYLD vs. FDD - Sharpe Ratio Comparison

The current UYLD Sharpe Ratio is 8.03, which is higher than the FDD Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of UYLD and FDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UYLD vs. FDD - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.54%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for UYLD and FDD.


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Drawdown Indicators


UYLDFDDDifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-74.77%

+74.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-9.39%

+9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-13.06%

+12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

Current Drawdown

Current decline from peak

0.00%

-0.40%

+0.40%

Average Drawdown

Average peak-to-trough decline

-0.03%

-35.41%

+35.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.83%

-2.81%

Volatility

UYLD vs. FDD - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.36%, while First Trust STOXX European Select Dividend Index Fund (FDD) has a volatility of 5.91%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYLDFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

5.91%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

0.50%

12.98%

-12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

15.93%

-15.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.00%

18.48%

-17.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.00%

20.16%

-19.16%

UYLD vs. FDD - Expense Ratio Comparison

UYLD has a 0.29% expense ratio, which is lower than FDD's 0.58% expense ratio.


Dividends

UYLD vs. FDD - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 5.03%, more than FDD's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
FDD
First Trust STOXX European Select Dividend Index Fund
3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%
UYLD
Angel Oak Ultrashort Income ETF
5.03%5.07%4.97%5.92%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UYLD and FDD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDD has higher volatility (5.91%) compared to UYLD (0.36%). In terms of maximum drawdown, UYLD dropped -0.54% vs FDD's -74.77%.

On 3-year performance, FDD leads with 26.21% vs 5.92% for UYLD. On fees, UYLD is cheaper at 0.29% per year. On volatility, UYLD has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FDD has performed better with a 26.21% return vs 5.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UYLD is cheaper with a 0.29% expense ratio, compared with 0.58% for FDD.

UYLD has the higher dividend yield at 5.03%, compared with 3.48% for FDD.

UYLD is categorized as Ultrashort Bond, while FDD is Europe Equities. They also come from different issuers: Angel Oak and First Trust. Their fees differ too: 0.29% for UYLD and 0.58% for FDD.

UYLD currently has the higher Sharpe Ratio (8.03 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UYLD and FDD

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