YMAG.L vs. EQQQ.L
Compare and contrast key facts about YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
YMAG.L and EQQQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAG.L is an actively managed fund by YieldMax. It was launched on Mar 25, 2025. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Performance
YMAG.L vs. EQQQ.L - Performance Comparison
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YMAG.L vs. EQQQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YMAG.L YieldMax Big Tech Option Income UCITS ETF | -14.04% | 17.67% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | -5.29% | 28.12% |
Different Trading Currencies
YMAG.L is traded in USD, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, YMAG.L achieves a -14.04% return, which is significantly lower than EQQQ.L's -5.29% return.
YMAG.L
- 1D
- 2.45%
- 1M
- -2.00%
- YTD
- -14.04%
- 6M
- -16.05%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQQ.L
- 1D
- 2.97%
- 1M
- -3.38%
- YTD
- -5.29%
- 6M
- -2.45%
- 1Y
- 24.26%
- 3Y*
- 23.14%
- 5Y*
- 13.01%
- 10Y*
- 18.78%
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YMAG.L vs. EQQQ.L - Expense Ratio Comparison
YMAG.L has a 0.99% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.
Return for Risk
YMAG.L vs. EQQQ.L — Risk / Return Rank
YMAG.L
EQQQ.L
YMAG.L vs. EQQQ.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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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 | EQQQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.24 | -1.02 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.83 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.24 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.12 | -1.93 |
Martin ratioReturn relative to average drawdown | 0.49 | 7.78 | -7.28 |
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
| YMAG.L | EQQQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.24 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.76 | -0.71 |
Correlation
The correlation between YMAG.L and EQQQ.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
YMAG.L vs. EQQQ.L - Dividend Comparison
YMAG.L's dividend yield for the trailing twelve months is around 25.37%, more than EQQQ.L's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YMAG.L YieldMax Big Tech Option Income UCITS ETF | 25.37% | 17.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.29% | 0.29% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% |
Drawdowns
YMAG.L vs. EQQQ.L - Drawdown Comparison
The maximum YMAG.L drawdown since its inception was -23.01%, smaller than the maximum EQQQ.L drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for YMAG.L and EQQQ.L.
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Drawdown Indicators
| YMAG.L | EQQQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -33.75% | +10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -23.01% | -10.97% | -12.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.76% | — |
Current DrawdownCurrent decline from peak | -20.45% | -8.20% | -12.25% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -5.64% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.57% | 3.65% | +4.92% |
Volatility
YMAG.L vs. EQQQ.L - Volatility Comparison
YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) have volatilities of 5.70% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAG.L | EQQQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.66% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 11.85% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 19.64% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 20.60% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 19.82% | +2.57% |