YMAP.L vs. SHLG.L
Compare and contrast key facts about YieldMax Big Tech Option Income UCITS ETF (YMAP.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLG.L).
YMAP.L and SHLG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAP.L is an actively managed fund by YieldMax. It was launched on Mar 25, 2025. SHLG.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 29, 2018.
Performance
YMAP.L vs. SHLG.L - Performance Comparison
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YMAP.L vs. SHLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YMAP.L YieldMax Big Tech Option Income UCITS ETF | -13.45% | 17.95% |
SHLG.L iShares Digital Security UCITS ETF USD (Dist) | -2.44% | 12.39% |
Different Trading Currencies
YMAP.L is traded in GBp, while SHLG.L is traded in GBP. To make them comparable, the SHLG.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 SHLG.L's -2.44% return.
YMAP.L
- 1D
- 1.58%
- 1M
- -1.62%
- YTD
- -13.45%
- 6M
- -15.55%
- 1Y
- 1.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SHLG.L
- 1D
- 3.31%
- 1M
- 1.48%
- YTD
- -2.44%
- 6M
- -3.87%
- 1Y
- 9.80%
- 3Y*
- 12.39%
- 5Y*
- 7.49%
- 10Y*
- —
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YMAP.L vs. SHLG.L - Expense Ratio Comparison
YMAP.L has a 0.99% expense ratio, which is higher than SHLG.L's 0.40% expense ratio.
Return for Risk
YMAP.L vs. SHLG.L — Risk / Return Rank
YMAP.L
SHLG.L
YMAP.L vs. SHLG.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 iShares Digital Security UCITS ETF USD (Dist) (SHLG.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.L | SHLG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.49 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.25 | 0.79 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.11 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.75 | -0.68 |
Martin ratioReturn relative to average drawdown | 0.16 | 1.79 | -1.63 |
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
| YMAP.L | SHLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.49 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.42 | -0.32 |
Correlation
The correlation between YMAP.L and SHLG.L is 0.65, 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. SHLG.L - Dividend Comparison
YMAP.L's dividend yield for the trailing twelve months is around 25.15%, more than SHLG.L's 0.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
YMAP.L YieldMax Big Tech Option Income UCITS ETF | 25.15% | 17.21% | 0.00% | 0.00% | 0.00% | 0.00% |
SHLG.L iShares Digital Security UCITS ETF USD (Dist) | 0.54% | 0.53% | 0.60% | 0.55% | 0.76% | 0.89% |
Drawdowns
YMAP.L vs. SHLG.L - Drawdown Comparison
The maximum YMAP.L drawdown since its inception was -22.57%, smaller than the maximum SHLG.L drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for YMAP.L and SHLG.L.
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Drawdown Indicators
| YMAP.L | SHLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.57% | -26.91% | +4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -22.57% | -12.59% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.91% | — |
Current DrawdownCurrent decline from peak | -20.78% | -8.12% | -12.66% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -9.63% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 5.27% | +3.96% |
Volatility
YMAP.L vs. SHLG.L - Volatility Comparison
The current volatility for YieldMax Big Tech Option Income UCITS ETF (YMAP.L) is 4.65%, while iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) has a volatility of 5.78%. This indicates that YMAP.L experiences smaller price fluctuations and is considered to be less risky than SHLG.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.L | SHLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.78% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 13.74% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.90% | 19.88% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.88% | 18.60% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.88% | 18.58% | +2.30% |