YMAG vs. GGUS

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS).

YMAG and GGUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAG is an actively managed fund by YieldMax. It was launched on Jan 29, 2024. GGUS is a passively managed fund by Goldman Sachs that tracks the performance of the Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross. It was launched on Nov 28, 2023.

Performance

YMAG vs. GGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS). The values are adjusted to include any dividend payments, if applicable.

YMAG vs. GGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-8.32%	18.64%	36.05%
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	-8.81%	17.32%	25.45%

Returns By Period

In the year-to-date period, YMAG achieves a -8.32% return, which is significantly higher than GGUS's -8.81% return.

YMAG

• 1D: 0.90%
• 1M: -3.32%
• YTD: -8.32%
• 6M: -5.76%
• 1Y: 24.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GGUS

• 1D: 3.65%
• 1M: -5.28%
• YTD: -8.81%
• 6M: -8.20%
• 1Y: 17.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YMAG vs. GGUS - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than GGUS's 0.12% expense ratio.

YMAG

YieldMax Magnificent 7 Fund of Option Income ETFs

GGUS

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF

Return for Risk

YMAG vs. GGUS — Risk / Return Rank

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

YMAG

YMAG Risk / Return Rank: 63
YMAG Sharpe Ratio Rank: 61
YMAG Sortino Ratio Rank: 63
YMAG Omega Ratio Rank: 60
YMAG Calmar Ratio Rank: 70
YMAG Martin Ratio Rank: 61

GGUS

GGUS Risk / Return Rank: 48
GGUS Sharpe Ratio Rank: 46
GGUS Sortino Ratio Rank: 51
GGUS Omega Ratio Rank: 50
GGUS Calmar Ratio Rank: 48
GGUS Martin Ratio Rank: 45

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 vs. GGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS). 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	GGUS	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.83	+0.28
Sortino ratio Return per unit of downside risk	1.66	1.33	+0.32
Omega ratio Gain probability vs. loss probability	1.23	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	1.84	1.21	+0.63
Martin ratio Return relative to average drawdown	6.31	4.22	+2.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YMAG vs. GGUS - Sharpe Ratio Comparison

The current YMAG Sharpe Ratio is 1.11, which is higher than the GGUS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of YMAG and GGUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YMAG	GGUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.83	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.93	+0.01

Correlation

The correlation between YMAG and GGUS is 0.89, 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 vs. GGUS - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 56.30%, more than GGUS's 0.48% yield.

	TTM	2025	2024	2023
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	56.30%	52.27%	35.22%	0.00%
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	0.48%	0.43%	0.68%	0.00%

Drawdowns

YMAG vs. GGUS - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, which is greater than GGUS's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for YMAG and GGUS.

Drawdown Indicators

	YMAG	GGUS	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-22.59%	-3.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.38%	-14.91%	+0.53%
Current Drawdown Current decline from peak	-10.31%	-11.80%	+1.49%
Average Drawdown Average peak-to-trough decline	-4.69%	-3.22%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	4.30%	-0.10%

Volatility

YMAG vs. GGUS - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 7.20% compared to Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) at 6.60%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than GGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YMAG	GGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	6.60%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	12.77%	12.07%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	22.27%	21.80%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.31%	19.29%	+2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.31%	19.29%	+2.02%