YMAG.L vs. CEGI.L

Last updated Jun 5, 2026

YMAG.L (YieldMax Big Tech Option Income UCITS ETF) and CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) are both Derivative Income funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. YMAG.L charges 0.99%/yr vs 0.65%/yr for CEGI.L.

Performance

YMAG.L vs. CEGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YMAG.L achieves a 5.78% return, which is significantly lower than CEGI.L's 28.80% return.

YMAG.L

• 1D: -1.10%
• 1M: 5.50%
• YTD: 5.78%
• 6M: 3.41%
• 1Y: 13.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CEGI.L

• 1D: -0.92%
• 1M: 11.67%
• YTD: 28.80%
• 6M: 21.73%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YMAG.L vs. CEGI.L - Yearly Performance Comparison

	2026 (YTD)	2025
YMAG.L YieldMax Big Tech Option Income UCITS ETF	5.78%	2.95%
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	28.80%	18.20%

Correlation

The correlation between YMAG.L and CEGI.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 3, 2025	0.70

Return for Risk

YMAG.L vs. CEGI.L — Risk / Return Rank

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

YMAG.L

YMAG.L Risk / Return Rank: 20
YMAG.L Sharpe Ratio Rank: 23
YMAG.L Sortino Ratio Rank: 22
YMAG.L Omega Ratio Rank: 22
YMAG.L Calmar Ratio Rank: 17
YMAG.L Martin Ratio Rank: 17

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.

YMAG.L vs. CEGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). 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.

	YMAG.L	CEGI.L	Difference
Sharpe ratio: Return per unit of total volatility	0.76	—	—
Sortino ratio: Return per unit of downside risk	1.15	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	0.65	—	—
Martin ratio: Return relative to average drawdown	1.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YMAG.L	CEGI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	1.70	-0.76

Drawdowns

YMAG.L vs. CEGI.L - Drawdown Comparison

The maximum YMAG.L drawdown since its inception was -21.32%, smaller than the maximum CEGI.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for YMAG.L and CEGI.L.

Drawdown Indicators

	YMAG.L	CEGI.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.32%	-27.98%	+6.66%
Max Drawdown (1Y) Largest decline over 1 year	-21.32%	—	—
Current Drawdown Current decline from peak	-2.98%	-2.12%	-0.86%
Average Drawdown Average peak-to-trough decline	-6.03%	-9.94%	+3.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.94%	—	—

Volatility

Volatility by Period

	YMAG.L	CEGI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.26%	33.97%	-15.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.76%	33.97%	-12.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.76%	33.97%	-12.21%

YMAG.L vs. CEGI.L - Expense Ratio Comparison

YMAG.L has a 0.99% expense ratio, which is higher than CEGI.L's 0.65% expense ratio.

Dividends

YMAG.L vs. CEGI.L - Dividend Comparison

YMAG.L's dividend yield for the trailing twelve months is around 25.25%, more than CEGI.L's 13.74% yield.

Position	TTM	2025
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	13.74%	9.50%
YMAG.L YieldMax Big Tech Option Income UCITS ETF	25.25%	17.22%

Frequently Asked Questions

Can I hold both YMAG.L and CEGI.L in my portfolio?

YMAG.L and CEGI.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YMAG.L or CEGI.L?

On fees, CEGI.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YMAG.L or CEGI.L?

CEGI.L is cheaper with a 0.65% expense ratio, compared with 0.99% for YMAG.L.

What is the main difference between YMAG.L and CEGI.L?

They also come from different issuers: YieldMax and REX. Their fees differ too: 0.99% for YMAG.L and 0.65% for CEGI.L.