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YMAX vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YMAX vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Universe Fund of Option Income ETFs (YMAX) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YMAX achieves a -0.45% return, which is significantly higher than GLDI's -2.64% return.


YMAX

1D
-0.50%
1M
-3.17%
YTD
-0.45%
6M
-2.72%
1Y
1.21%
3Y*
5Y*
10Y*

GLDI

1D
0.42%
1M
-6.93%
YTD
-2.64%
6M
-2.08%
1Y
14.82%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMAX vs. GLDI - Yearly Performance Comparison


Correlation

The correlation between YMAX and GLDI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2024

0.16

The correlation between YMAX and GLDI shifts across timeframes, from 0.16 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YMAX vs. GLDI — Risk / Return Rank

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

YMAX
YMAX Risk / Return Rank: 1010
Overall Rank
YMAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YMAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
YMAX Omega Ratio Rank: 1010
Omega Ratio Rank
YMAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
YMAX Martin Ratio Rank: 1010
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 2929
Overall Rank
GLDI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDI Omega Ratio Rank: 3333
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3030
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.

YMAX vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YMAXGLDIDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.03

1.20

-0.17

Calmar ratioReturn relative to maximum drawdown

0.05

1.05

-1.01

Martin ratioReturn relative to average drawdown

0.11

3.77

-3.66

YMAX vs. GLDI - Sharpe Ratio Comparison

The current YMAX Sharpe Ratio is 0.05, which is lower than the GLDI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of YMAX and GLDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YMAX vs. GLDI - Drawdown Comparison

The maximum YMAX drawdown since its inception was -26.13%, smaller than the maximum GLDI drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for YMAX and GLDI.


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Drawdown Indicators


YMAXGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-32.26%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-14.14%

-11.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-11.74%

-11.63%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.37%

-13.99%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

3.94%

+7.20%

Volatility

YMAX vs. GLDI - Volatility Comparison

YieldMax Universe Fund of Option Income ETFs (YMAX) has a higher volatility of 10.24% compared to Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) at 6.70%. This indicates that YMAX's price experiences larger fluctuations and is considered to be riskier than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YMAXGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

6.70%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

19.15%

14.24%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

15.75%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

11.61%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

11.50%

+11.99%

YMAX vs. GLDI - Expense Ratio Comparison

YMAX has a 1.28% expense ratio, which is higher than GLDI's 0.65% expense ratio.


Dividends

YMAX vs. GLDI - Dividend Comparison

YMAX's dividend yield for the trailing twelve months is around 75.03%, more than GLDI's 23.45% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
23.45%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
YMAX
YieldMax Universe Fund of Option Income ETFs
75.03%78.70%44.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YMAX and GLDI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YMAX has higher volatility (10.24%) compared to GLDI (6.70%). In terms of maximum drawdown, YMAX dropped -26.13% vs GLDI's -32.26%.

On 1-year performance, GLDI leads with 14.82% vs 1.21% for YMAX. On fees, GLDI is cheaper at 0.65% per year. On volatility, GLDI has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLDI has performed better with a 14.82% return vs 1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 1.28% for YMAX.

YMAX has the higher dividend yield at 75.03%, compared with 23.45% for GLDI.

YMAX is categorized as Derivative Income, while GLDI is Precious Metals. They also come from different issuers: YieldMax and Credit Suisse. Their fees differ too: 1.28% for YMAX and 0.65% for GLDI.

GLDI currently has the higher Sharpe Ratio (0.95 vs 0.05), 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.

Portfolio Optimizer

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