XYZY vs. NXF.TO
XYZY (YieldMax XYZ Option Income Strategy ETF) and NXF.TO (CI Energy Giants Covered Call ETF Common Units (CAD Hedged)) are both exchange-traded funds - XYZY is a Derivative Income fund actively managed by YieldMax, while NXF.TO is a Energy Equities fund actively managed by CI. Both are actively managed. Over the past year, XYZY returned -0.20% vs 44.03% for NXF.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
XYZY vs. NXF.TO - Performance Comparison
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Different Trading Currencies
XYZY is traded in USD, while NXF.TO is traded in CAD. To make them comparable, the NXF.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XYZY achieves a -1.01% return, which is significantly lower than NXF.TO's 30.79% return.
XYZY
- 1D
- -5.22%
- 1M
- -4.39%
- YTD
- -1.01%
- 6M
- 6.08%
- 1Y
- -0.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NXF.TO
- 1D
- 0.76%
- 1M
- -4.06%
- YTD
- 30.79%
- 6M
- 29.88%
- 1Y
- 44.03%
- 3Y*
- 14.32%
- 5Y*
- 14.15%
- 10Y*
- 7.45%
XYZY vs. NXF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XYZY YieldMax XYZ Option Income Strategy ETF | -1.01% | -29.43% | 21.72% | 44.45% |
NXF.TO CI Energy Giants Covered Call ETF Common Units (CAD Hedged) | 30.79% | 14.42% | -12.20% | 0.76% |
Correlation
The correlation between XYZY and NXF.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2023 | 0.10 |
The correlation between XYZY and NXF.TO shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XYZY vs. NXF.TO — Risk / Return Rank
XYZY
NXF.TO
XYZY vs. NXF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax XYZ Option Income Strategy ETF (XYZY) and CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO). 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.
| XYZY | NXF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 5.14 | -5.15 |
| Martin ratioReturn relative to average drawdown | -0.01 | 14.55 | -14.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYZY | NXF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 2.19 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.16 | +0.04 |
Drawdowns
XYZY vs. NXF.TO - Drawdown Comparison
The maximum XYZY drawdown since its inception was -52.30%, smaller than the maximum NXF.TO drawdown of -69.34%. Use the drawdown chart below to compare losses from any high point for XYZY and NXF.TO.
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Drawdown Indicators
| XYZY | NXF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.30% | -69.34% | +17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -37.72% | -8.60% | -29.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.34% | — |
Current DrawdownCurrent decline from peak | -37.84% | -4.87% | -32.97% |
Average DrawdownAverage peak-to-trough decline | -21.82% | -18.87% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.18% | 3.04% | +14.14% |
Volatility
XYZY vs. NXF.TO - Volatility Comparison
YieldMax XYZ Option Income Strategy ETF (XYZY) has a higher volatility of 10.82% compared to CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO) at 7.53%. This indicates that XYZY's price experiences larger fluctuations and is considered to be riskier than NXF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYZY | NXF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.82% | 7.53% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 15.85% | +15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.83% | 20.24% | +18.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 26.69% | +15.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 29.81% | +12.39% |
Dividends
XYZY vs. NXF.TO - Dividend Comparison
XYZY's dividend yield for the trailing twelve months is around 109.42%, more than NXF.TO's 8.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NXF.TO CI Energy Giants Covered Call ETF Common Units (CAD Hedged) | 8.04% | 7.70% | 8.50% | 8.60% | 11.22% | 9.48% | 11.23% | 7.83% | 9.38% | 6.50% | 8.24% | 8.05% |
XYZY YieldMax XYZ Option Income Strategy ETF | 109.42% | 95.35% | 62.54% | 9.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYZY and NXF.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYZY is categorized as Derivative Income, while NXF.TO is Energy Equities. They also come from different issuers: YieldMax and CI.
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