WRTH vs. FYEE

Last updated Aug 5, 2026

WRTH (Worth Charting Options Income ETF) and FYEE (Fidelity Yield Enhanced Equity ETF) are both Derivative Income funds. Both are actively managed. Their -0.08 correlation means they have often moved in opposite directions in the past. WRTH charges 1.02%/yr vs 0.28%/yr for FYEE.

Performance

WRTH vs. FYEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worth Charting Options Income ETF (WRTH) and Fidelity Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WRTH

• 1D: -0.51%
• 1M: 1.48%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

FYEE

• 1D: 0.52%
• 1M: 4.18%
• 6M: 9.07%
• YTD: 10.63%
• 1Y: 22.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FYEE Fidelity Yield Enhanced Equity ETF	$2.01M	$2.04M	$2.27M
WRTH Worth Charting Options Income ETF	$1.43M	$1.25M	$1.45M

WRTH vs. FYEE - Yearly Performance Comparison

	2026 (YTD)
WRTH Worth Charting Options Income ETF	3.57%
FYEE Fidelity Yield Enhanced Equity ETF	7.55%

Correlation

The correlation between WRTH and FYEE is -0.08, 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 Apr 28, 2026	-0.08

Return for Risk

WRTH vs. FYEE — Risk / Return Rank

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

WRTH

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

FYEE

FYEE Risk / Return Rank: 84
FYEE Sharpe Ratio Rank: 85
FYEE Sortino Ratio Rank: 81
FYEE Omega Ratio Rank: 88
FYEE Calmar Ratio Rank: 78
FYEE Martin Ratio Rank: 89

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.

WRTH vs. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worth Charting Options Income ETF (WRTH) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.

	WRTH	FYEE	Difference
Sharpe ratio: Return per unit of total volatility	—	2.18	—
Sortino ratio: Return per unit of downside risk	—	2.93	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	3.12	—
Martin ratio: Return relative to average drawdown	—	14.89	—

Drawdowns

WRTH vs. FYEE - Drawdown Comparison

The maximum WRTH drawdown since its inception was -6.20%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for WRTH and FYEE.

Drawdown Indicators

	WRTH	FYEE	Difference
Max Drawdown Largest peak-to-trough decline	-6.20%	-18.79%	+12.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.39%	—
Current Drawdown Current decline from peak	-4.76%	0.00%	-4.76%
Average Drawdown Average peak-to-trough decline	-1.93%	-2.16%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.54%	—

Volatility

Volatility by Period

	WRTH	FYEE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.81%	10.64%	+6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	13.77%	+3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	13.77%	+3.04%

WRTH vs. FYEE - Expense Ratio Comparison

WRTH has a 1.02% expense ratio, which is higher than FYEE's 0.28% expense ratio.

Dividends

WRTH vs. FYEE - Dividend Comparison

WRTH's dividend yield for the trailing twelve months is around 1.61%, less than FYEE's 8.21% yield.

Position	TTM	2025	2024
FYEE Fidelity Yield Enhanced Equity ETF	8.21%	7.08%	5.45%
WRTH Worth Charting Options Income ETF	1.61%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WRTH and FYEE in my portfolio?

WRTH and FYEE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WRTH or FYEE?

On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WRTH or FYEE?

FYEE is cheaper with a 0.28% expense ratio, compared with 1.02% for WRTH.

Which ETF pays a higher dividend yield, WRTH or FYEE?

FYEE has the higher dividend yield at 8.21%, compared with 1.61% for WRTH.

What is the main difference between WRTH and FYEE?

They also come from different issuers: Tidal and Fidelity. Their fees differ too: 1.02% for WRTH and 0.28% for FYEE.