YMAG vs. ITOT
YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - YMAG is a Derivative Income fund actively managed by YieldMax, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. YMAG is actively managed, while ITOT is passively managed. Over the past year, YMAG returned 27.42% vs 28.81% for ITOT. Their correlation of 0.80 suggests significant overlap in exposure. YMAG charges 1.28%/yr vs 0.03%/yr for ITOT.
Performance
YMAG vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, YMAG achieves a 4.47% return, which is significantly lower than ITOT's 11.78% return.
YMAG
- 1D
- 0.64%
- 1M
- 2.17%
- YTD
- 4.47%
- 6M
- 4.69%
- 1Y
- 27.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- 0.48%
- 1M
- 4.64%
- YTD
- 11.78%
- 6M
- 11.52%
- 1Y
- 28.81%
- 3Y*
- 22.39%
- 5Y*
- 12.80%
- 10Y*
- 15.01%
YMAG vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 4.47% | 18.64% | 36.05% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.78% | 17.00% | 20.50% |
Correlation
The correlation between YMAG and ITOT is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2024 | 0.80 |
The correlation between YMAG and ITOT has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
YMAG vs. ITOT — Risk / Return Rank
YMAG
ITOT
YMAG vs. ITOT - 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 iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.25 | -1.34 |
| Martin ratioReturn relative to average drawdown | 6.73 | 14.92 | -8.19 |
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 | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.37 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.57 | +0.63 |
Drawdowns
YMAG vs. ITOT - Drawdown Comparison
The maximum YMAG drawdown since its inception was -25.96%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for YMAG and ITOT.
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Drawdown Indicators
| YMAG | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.96% | -55.20% | +29.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -8.90% | -5.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.44% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -2.08% | -0.25% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.97% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 1.94% | +2.15% |
Volatility
YMAG vs. ITOT - Volatility Comparison
YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 3.69% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.94%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAG | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.94% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 9.14% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 12.19% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 17.35% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 18.26% | +2.61% |
YMAG vs. ITOT - Expense Ratio Comparison
YMAG has a 1.28% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
YMAG vs. ITOT - Dividend Comparison
YMAG's dividend yield for the trailing twelve months is around 51.83%, more than ITOT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.97% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 51.83% | 52.27% | 35.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YMAG and ITOT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YMAG has higher volatility (3.69%) compared to ITOT (2.94%). In terms of maximum drawdown, YMAG dropped -25.96% vs ITOT's -55.20%.
On 1-year performance, ITOT leads with 28.81% vs 27.42% for YMAG. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 28.81% return vs 27.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 1.28% for YMAG.
YMAG has the higher dividend yield at 51.83%, compared with 0.97% for ITOT.
YMAG is categorized as Derivative Income, while ITOT is Large Cap Blend Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 1.28% for YMAG and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (2.37 vs 1.70), 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.
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