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YMSF.DE vs. YYYY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YMSF.DE vs. YYYY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) and YieldMax Big Tech Option Income UCITS ETF (YYYY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YMSF.DE achieves a -26.63% return, which is significantly lower than YYYY.DE's -3.33% return.


YMSF.DE

1D
0.00%
1M
-9.65%
YTD
-26.63%
6M
-26.57%
1Y
-27.08%
3Y*
5Y*
10Y*

YYYY.DE

1D
0.00%
1M
-8.19%
YTD
-3.33%
6M
-3.46%
1Y
-0.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMSF.DE vs. YYYY.DE - Yearly Performance Comparison


Correlation

The correlation between YMSF.DE and YYYY.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.51

The correlation between YMSF.DE and YYYY.DE has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

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Return for Risk

YMSF.DE vs. YYYY.DE — Risk / Return Rank

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

YMSF.DE
YMSF.DE Risk / Return Rank: 33
Overall Rank
YMSF.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
YMSF.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
YMSF.DE Omega Ratio Rank: 22
Omega Ratio Rank
YMSF.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
YMSF.DE Martin Ratio Rank: 55
Martin Ratio Rank

YYYY.DE
YYYY.DE Risk / Return Rank: 88
Overall Rank
YYYY.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YYYY.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
YYYY.DE Omega Ratio Rank: 88
Omega Ratio Rank
YYYY.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
YYYY.DE Martin Ratio Rank: 99
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.

YMSF.DE vs. YYYY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) and YieldMax Big Tech Option Income UCITS ETF (YYYY.DE). 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.


YMSF.DEYYYY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.84

1.01

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.04

-0.59

Martin ratioReturn relative to average drawdown

-1.05

-0.09

-0.96

YMSF.DE vs. YYYY.DE - Sharpe Ratio Comparison

The current YMSF.DE Sharpe Ratio is -0.86, which is lower than the YYYY.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of YMSF.DE and YYYY.DE, 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

YMSF.DE vs. YYYY.DE - Drawdown Comparison

The maximum YMSF.DE drawdown since its inception was -42.50%, which is greater than YYYY.DE's maximum drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for YMSF.DE and YYYY.DE.


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Drawdown Indicators


YMSF.DEYYYY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-20.48%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-42.50%

-20.48%

-22.02%

Current Drawdown

Current decline from peak

-41.35%

-11.64%

-29.71%

Average Drawdown

Average peak-to-trough decline

-17.18%

-6.46%

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.75%

9.46%

+16.29%

Volatility

YMSF.DE vs. YYYY.DE - Volatility Comparison

IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) has a higher volatility of 9.50% compared to YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) at 6.72%. This indicates that YMSF.DE's price experiences larger fluctuations and is considered to be riskier than YYYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YMSF.DEYYYY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

6.72%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

14.64%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

31.54%

19.52%

+12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

22.01%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.15%

22.01%

+7.14%

YMSF.DE vs. YYYY.DE - Expense Ratio Comparison

YMSF.DE has a 0.55% expense ratio, which is lower than YYYY.DE's 0.99% expense ratio.


Dividends

YMSF.DE vs. YYYY.DE - Dividend Comparison

YMSF.DE's dividend yield for the trailing twelve months is around 14.68%, less than YYYY.DE's 27.92% yield.


Frequently Asked Questions


YMSF.DE and YYYY.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YMSF.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YMSF.DE is cheaper with a 0.55% expense ratio, compared with 0.99% for YYYY.DE.

They also come from different issuers: Leverage Shares and YieldMax. Their fees differ too: 0.55% for YMSF.DE and 0.99% for YYYY.DE.

Portfolio Optimizer

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