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YMAP.L vs. HNSS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YMAP.L vs. HNSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in YieldMax Big Tech Option Income UCITS ETF (YMAP.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L). The values are adjusted to include any dividend payments, if applicable.

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YMAP.L vs. HNSS.L - Yearly Performance Comparison


Different Trading Currencies

YMAP.L is traded in GBp, while HNSS.L is traded in GBP. To make them comparable, the HNSS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, YMAP.L achieves a -13.45% return, which is significantly lower than HNSS.L's 15.32% return.


YMAP.L

1D
1.58%
1M
-1.62%
YTD
-13.45%
6M
-15.55%
1Y
1.58%
3Y*
5Y*
10Y*

HNSS.L

1D
5.93%
1M
-3.90%
YTD
15.32%
6M
34.46%
1Y
96.10%
3Y*
37.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YMAP.L vs. HNSS.L - Expense Ratio Comparison

YMAP.L has a 0.99% expense ratio, which is higher than HNSS.L's 0.35% expense ratio.


Return for Risk

YMAP.L vs. HNSS.L — Risk / Return Rank

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

YMAP.L
YMAP.L Risk / Return Rank: 1313
Overall Rank
YMAP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
YMAP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
YMAP.L Omega Ratio Rank: 1313
Omega Ratio Rank
YMAP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
YMAP.L Martin Ratio Rank: 1212
Martin Ratio Rank

HNSS.L
HNSS.L Risk / Return Rank: 9797
Overall Rank
HNSS.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9494
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 9898
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.

YMAP.L vs. HNSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YMAP.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.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.


YMAP.LHNSS.LDifference

Sharpe ratio

Return per unit of total volatility

0.08

2.94

-2.87

Sortino ratio

Return per unit of downside risk

0.25

3.44

-3.19

Omega ratio

Gain probability vs. loss probability

1.03

1.45

-0.42

Calmar ratio

Return relative to maximum drawdown

0.07

7.26

-7.20

Martin ratio

Return relative to average drawdown

0.16

24.78

-24.62

YMAP.L vs. HNSS.L - Sharpe Ratio Comparison

The current YMAP.L Sharpe Ratio is 0.08, which is lower than the HNSS.L Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of YMAP.L and HNSS.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


YMAP.LHNSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.94

-2.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.88

-0.78

Correlation

The correlation between YMAP.L and HNSS.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YMAP.L vs. HNSS.L - Dividend Comparison

YMAP.L's dividend yield for the trailing twelve months is around 25.15%, while HNSS.L has not paid dividends to shareholders.


Drawdowns

YMAP.L vs. HNSS.L - Drawdown Comparison

The maximum YMAP.L drawdown since its inception was -22.57%, smaller than the maximum HNSS.L drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for YMAP.L and HNSS.L.


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Drawdown Indicators


YMAP.LHNSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.57%

-36.83%

+14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-22.57%

-14.21%

-8.36%

Current Drawdown

Current decline from peak

-20.78%

-7.68%

-13.10%

Average Drawdown

Average peak-to-trough decline

-6.32%

-9.88%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.23%

3.85%

+5.38%

Volatility

YMAP.L vs. HNSS.L - Volatility Comparison

The current volatility for YieldMax Big Tech Option Income UCITS ETF (YMAP.L) is 4.65%, while HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a volatility of 10.42%. This indicates that YMAP.L experiences smaller price fluctuations and is considered to be less risky than HNSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YMAP.LHNSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

10.42%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

23.25%

-9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

32.53%

-11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

29.41%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

29.41%

-8.53%