UYLD vs. YFYA

Last updated Jun 5, 2026

UYLD (Angel Oak Ultrashort Income ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, UYLD returned 5.14% vs 4.84% for YFYA. At a 0.12 correlation, their price movements are largely independent. UYLD charges 0.29%/yr vs 1.16%/yr for YFYA.

Performance

UYLD vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with UYLD having a 1.95% return and YFYA slightly lower at 1.93%.

UYLD

• 1D: 0.03%
• 1M: 0.67%
• YTD: 1.95%
• 6M: 2.40%
• 1Y: 5.14%
• 3Y*: 5.92%
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.40%
• 1M: 0.66%
• YTD: 1.93%
• 6M: 2.23%
• 1Y: 4.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UYLD vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
UYLD Angel Oak Ultrashort Income ETF	1.95%	4.84%
YFYA Yields for You Income Strategy A ETF	1.93%	2.88%

Correlation

The correlation between UYLD and YFYA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.12

Return for Risk

UYLD vs. YFYA — Risk / Return Rank

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

UYLD

UYLD Risk / Return Rank: 99
UYLD Sharpe Ratio Rank: 99
UYLD Sortino Ratio Rank: 99
UYLD Omega Ratio Rank: 99
UYLD Calmar Ratio Rank: 99
UYLD Martin Ratio Rank: 99

YFYA

YFYA Risk / Return Rank: 54
YFYA Sharpe Ratio Rank: 39
YFYA Sortino Ratio Rank: 39
YFYA Omega Ratio Rank: 58
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 74

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and Yields for You Income Strategy A ETF (YFYA). 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.

	UYLD	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	7.96	1.35	+6.61
Sortino ratio: Return per unit of downside risk	21.74	1.97	+19.77
Omega ratio: Gain probability vs. loss probability	4.32	1.35	+2.97
Calmar ratio: Return relative to maximum drawdown	37.76	3.02	+34.74
Martin ratio: Return relative to average drawdown	225.62	13.74	+211.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UYLD vs. YFYA - Sharpe Ratio Comparison

The current UYLD Sharpe Ratio is 7.96, which is higher than the YFYA Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of UYLD and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UYLD	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.96	1.35	+6.61
Sharpe Ratio (All Time) Calculated using the full available price history	5.99	1.01	+4.98

Drawdowns

UYLD vs. YFYA - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.54%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for UYLD and YFYA.

Drawdown Indicators

	UYLD	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-0.54%	-2.29%	+1.75%
Max Drawdown (1Y) Largest decline over 1 year	-0.14%	-1.61%	+1.47%
Max Drawdown (3Y) Largest decline over 3 years	-0.54%	—	—
Current Drawdown Current decline from peak	0.00%	-0.40%	+0.40%
Average Drawdown Average peak-to-trough decline	-0.03%	-0.33%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	0.35%	-0.33%

Volatility

UYLD vs. YFYA - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.38%, while Yields for You Income Strategy A ETF (YFYA) has a volatility of 1.23%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UYLD	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.38%	1.23%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	0.50%	3.37%	-2.87%
Volatility (1Y) Calculated over the trailing 1-year period	0.65%	3.61%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.00%	3.60%	-2.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.00%	3.60%	-2.60%

UYLD vs. YFYA - Expense Ratio Comparison

UYLD has a 0.29% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

UYLD vs. YFYA - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 5.03%, less than YFYA's 5.16% yield.

Position	TTM	2025	2024	2023	2022
UYLD Angel Oak Ultrashort Income ETF	5.03%	5.07%	4.97%	5.92%	0.75%
YFYA Yields for You Income Strategy A ETF	5.16%	3.67%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UYLD and YFYA in my portfolio?

UYLD and YFYA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UYLD or YFYA?

YFYA has higher volatility (1.23%) compared to UYLD (0.38%). In terms of maximum drawdown, UYLD dropped -0.54% vs YFYA's -2.29%.

Which ETF is better, UYLD or YFYA?

On 1-year performance, UYLD leads with 5.14% vs 4.84% for YFYA. On fees, UYLD is cheaper at 0.29% per year. On volatility, UYLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, UYLD or YFYA?

Over the 1-year period, UYLD has performed better with a 5.14% return vs 4.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, UYLD or YFYA?

UYLD is cheaper with a 0.29% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, UYLD or YFYA?

YFYA has the higher dividend yield at 5.16%, compared with 5.03% for UYLD.

What is the main difference between UYLD and YFYA?

They also come from different issuers: Angel Oak and Teucrium. Their fees differ too: 0.29% for UYLD and 1.16% for YFYA.

Which has better risk-adjusted returns?

UYLD currently has the higher Sharpe Ratio (7.96 vs 1.35), 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.