YFYA vs. GLCR

Last updated Jun 24, 2026

YFYA (Yields for You Income Strategy A ETF) and GLCR (GlacierShares Nasdaq Iceland ETF) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while GLCR is a Europe Equities fund tracking the MarketVector Iceland Global Total Return Net Index. YFYA is actively managed, while GLCR is passively managed. Over the past year, YFYA returned 4.47% vs -6.76% for GLCR. At a 0.25 correlation, their price movements are largely independent. YFYA charges 1.16%/yr vs 0.95%/yr for GLCR.

Performance

YFYA vs. GLCR - Performance Comparison

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

Returns By Period

In the year-to-date period, YFYA achieves a 1.67% return, which is significantly higher than GLCR's -12.59% return.

YFYA

• 1D: -0.10%
• 1M: 0.31%
• YTD: 1.67%
• 6M: 1.66%
• 1Y: 4.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLCR

• 1D: -0.79%
• 1M: -11.61%
• YTD: -12.59%
• 6M: -11.75%
• 1Y: -6.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YFYA vs. GLCR - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	1.67%	3.03%
GLCR GlacierShares Nasdaq Iceland ETF	-12.59%	7.26%

Correlation

The correlation between YFYA and GLCR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.25

Return for Risk

YFYA vs. GLCR — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 52
YFYA Sharpe Ratio Rank: 37
YFYA Sortino Ratio Rank: 37
YFYA Omega Ratio Rank: 55
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 69

GLCR

GLCR Risk / Return Rank: 5
GLCR Sharpe Ratio Rank: 6
GLCR Sortino Ratio Rank: 5
GLCR Omega Ratio Rank: 5
GLCR Calmar Ratio Rank: 6
GLCR Martin Ratio Rank: 5

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. GLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and GlacierShares Nasdaq Iceland ETF (GLCR). 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	GLCR	Difference
Sharpe ratio: Return per unit of total volatility	1.23	-0.41	+1.63
Sortino ratio: Return per unit of downside risk	1.79	-0.44	+2.23
Omega ratio: Gain probability vs. loss probability	1.31	0.94	+0.37
Calmar ratio: Return relative to maximum drawdown	2.79	-0.36	+3.15
Martin ratio: Return relative to average drawdown	11.59	-0.94	+12.53

YFYA vs. GLCR - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.23, which is higher than the GLCR Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of YFYA and GLCR, 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. GLCR - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum GLCR drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for YFYA and GLCR.

Drawdown Indicators

	YFYA	GLCR	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-18.74%	+16.45%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-18.74%	+17.13%
Current Drawdown Current decline from peak	-0.66%	-18.74%	+18.08%
Average Drawdown Average peak-to-trough decline	-0.35%	-5.15%	+4.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.39%	7.18%	-6.79%

Volatility

YFYA vs. GLCR - Volatility Comparison

The current volatility for Yields for You Income Strategy A ETF (YFYA) is 1.38%, while GlacierShares Nasdaq Iceland ETF (GLCR) has a volatility of 8.06%. This indicates that YFYA experiences smaller price fluctuations and is considered to be less risky than GLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	GLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	8.06%	-6.68%
Volatility (6M) Calculated over the trailing 6-month period	3.40%	13.41%	-10.01%
Volatility (1Y) Calculated over the trailing 1-year period	3.66%	16.77%	-13.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	18.57%	-14.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.59%	18.57%	-14.98%

YFYA vs. GLCR - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than GLCR's 0.95% expense ratio.

Dividends

YFYA vs. GLCR - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.17%, more than GLCR's 1.11% yield.

Position	TTM	2025
GLCR GlacierShares Nasdaq Iceland ETF	1.11%	0.97%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%

Frequently Asked Questions

Can I hold both YFYA and GLCR in my portfolio?

YFYA and GLCR have a correlation of 0.26, 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 GLCR?

GLCR has higher volatility (8.06%) compared to YFYA (1.38%). In terms of maximum drawdown, YFYA dropped -2.29% vs GLCR's -18.74%.

Which ETF is better, YFYA or GLCR?

On 1-year performance, YFYA leads with 4.47% vs -6.76% for GLCR. On fees, GLCR is cheaper at 0.95% per year. On volatility, YFYA has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or GLCR?

Over the 1-year period, YFYA has performed better with a 4.47% return vs -6.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or GLCR?

GLCR is cheaper with a 0.95% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.17%, compared with 1.11% for GLCR.

What is the main difference between YFYA and GLCR?

YFYA is categorized as Ultrashort Bond, while GLCR is Europe Equities. Their fees differ too: 1.16% for YFYA and 0.95% for GLCR.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.23 vs -0.41), 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.