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YMAG.L vs. EQQQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YMAG.L vs. EQQQ.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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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

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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

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

YMAG.L
YMAG.L Risk / Return Rank: 1616
Overall Rank
YMAG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YMAG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
YMAG.L Omega Ratio Rank: 1616
Omega Ratio Rank
YMAG.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
YMAG.L Martin Ratio Rank: 1515
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 6060
Overall Rank
EQQQ.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 5757
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 5555
Martin Ratio Rank
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. 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.LEQQQ.LDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.24

-1.02

Sortino ratio

Return per unit of downside risk

0.45

1.83

-1.38

Omega ratio

Gain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.18

2.12

-1.93

Martin ratio

Return relative to average drawdown

0.49

7.78

-7.28

YMAG.L vs. EQQQ.L - Sharpe Ratio Comparison

The current YMAG.L Sharpe Ratio is 0.21, which is lower than the EQQQ.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of YMAG.L and EQQQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YMAG.LEQQQ.LDifference

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.


TTM20252024202320222021202020192018201720162015
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.LEQQQ.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-20.45%

-8.20%

-12.25%

Average Drawdown

Average peak-to-trough decline

-5.89%

-5.64%

-0.25%

Ulcer Index

Depth 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.LEQQQ.LDifference

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%