YFYA vs. BILZ

Last updated Jun 25, 2026

YFYA (Yields for You Income Strategy A ETF) and BILZ (PIMCO Ultra Short Government Active Exchange-Traded Fund) are both Ultrashort Bond funds. Both are actively managed. Over the past year, YFYA returned 4.05% vs 3.88% for BILZ. At a 0.08 correlation, their price movements are largely independent. YFYA charges 1.16%/yr vs 0.14%/yr for BILZ.

Performance

YFYA vs. BILZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with YFYA having a 1.62% return and BILZ slightly higher at 1.66%.

YFYA

• 1D: -0.05%
• 1M: 0.25%
• YTD: 1.62%
• 6M: 1.58%
• 1Y: 4.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BILZ

• 1D: 0.00%
• 1M: 0.27%
• YTD: 1.66%
• 6M: 1.74%
• 1Y: 3.88%
• 3Y*: 4.68%
• 5Y*: —
• 10Y*: —

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

YFYA vs. BILZ - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	1.62%	2.52%
BILZ PIMCO Ultra Short Government Active Exchange-Traded Fund	1.66%	3.86%

Correlation

The correlation between YFYA and BILZ is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025	0.08

Return for Risk

YFYA vs. BILZ — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 49
YFYA Sharpe Ratio Rank: 34
YFYA Sortino Ratio Rank: 33
YFYA Omega Ratio Rank: 51
YFYA Calmar Ratio Rank: 59
YFYA Martin Ratio Rank: 66

BILZ

BILZ Risk / Return Rank: 100
BILZ Sharpe Ratio Rank: 100
BILZ Sortino Ratio Rank: 100
BILZ Omega Ratio Rank: 100
BILZ Calmar Ratio Rank: 100
BILZ Martin Ratio Rank: 100

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.

YFYA vs. BILZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). 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.

	YFYA	BILZ	Difference
Sharpe ratio: Return per unit of total volatility	1.12	18.64	-17.52
Sortino ratio: Return per unit of downside risk	1.62	118.38	-116.76
Omega ratio: Gain probability vs. loss probability	1.28	47.31	-46.03
Calmar ratio: Return relative to maximum drawdown	2.52	196.92	-194.40
Martin ratio: Return relative to average drawdown	10.43	1,893.08	-1,882.66

YFYA vs. BILZ - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.12, which is lower than the BILZ Sharpe Ratio of 18.64. The chart below compares the historical Sharpe Ratios of YFYA and BILZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YFYA vs. BILZ - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, which is greater than BILZ's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for YFYA and BILZ.

Drawdown Indicators

	YFYA	BILZ	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-0.52%	-1.77%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-0.02%	-1.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.17%	—
Current Drawdown Current decline from peak	-0.71%	0.00%	-0.71%
Average Drawdown Average peak-to-trough decline	-0.35%	-0.01%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.39%	0.00%	+0.39%

Volatility

YFYA vs. BILZ - Volatility Comparison

Yields for You Income Strategy A ETF (YFYA) has a higher volatility of 1.38% compared to PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) at 0.06%. This indicates that YFYA's price experiences larger fluctuations and is considered to be riskier than BILZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	BILZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	0.06%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	3.40%	0.14%	+3.26%
Volatility (1Y) Calculated over the trailing 1-year period	3.66%	0.21%	+3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.58%	0.52%	+3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.58%	0.52%	+3.06%

YFYA vs. BILZ - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than BILZ's 0.14% expense ratio.

Dividends

YFYA vs. BILZ - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.17%, more than BILZ's 4.06% yield.

Position	TTM	2025	2024	2023
BILZ PIMCO Ultra Short Government Active Exchange-Traded Fund	4.06%	4.19%	4.95%	2.23%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFYA and BILZ in my portfolio?

YFYA and BILZ have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFYA or BILZ?

YFYA has higher volatility (1.38%) compared to BILZ (0.06%). In terms of maximum drawdown, YFYA dropped -2.29% vs BILZ's -0.52%.

Which ETF is better, YFYA or BILZ?

On 1-year performance, YFYA leads with 4.05% vs 3.88% for BILZ. On fees, BILZ is cheaper at 0.14% per year. On volatility, BILZ has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or BILZ?

Over the 1-year period, YFYA has performed better with a 4.05% return vs 3.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or BILZ?

BILZ is cheaper with a 0.14% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.17%, compared with 4.06% for BILZ.

What is the main difference between YFYA and BILZ?

They also come from different issuers: Teucrium and PIMCO. Their fees differ too: 1.16% for YFYA and 0.14% for BILZ.

Which has better risk-adjusted returns?

BILZ currently has the higher Sharpe Ratio (18.64 vs 1.12), 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.