YYYY.DE vs. METY.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and METY.DE (IncomeShares META Options ETP) are both Derivative Income funds. Both are actively managed. Over the past year, YYYY.DE returned 12.54% vs 459.46% for METY.DE. At a 0.39 correlation, their price movements are largely independent. YYYY.DE charges 0.99%/yr vs 0.55%/yr for METY.DE.
Performance
YYYY.DE vs. METY.DE - Performance Comparison
Loading charts...
Different Trading Currencies
YYYY.DE is traded in EUR, while METY.DE is traded in SEK. To make them comparable, the METY.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly lower than METY.DE's 217.46% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.DE
- 1D
- 4.85%
- 1M
- 81.82%
- YTD
- 217.46%
- 6M
- 222.85%
- 1Y
- 459.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. METY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
METY.DE IncomeShares META Options ETP | 217.46% | 429.54% |
Correlation
The correlation between YYYY.DE and METY.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YYYY.DE vs. METY.DE — Risk / Return Rank
YYYY.DE
METY.DE
YYYY.DE vs. METY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) and IncomeShares META Options ETP (METY.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.
| YYYY.DE | METY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -7.72 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 2.22 | -1.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 14.16 | -13.55 |
| Martin ratioReturn relative to average drawdown | 1.36 | 35.59 | -34.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| YYYY.DE | METY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 3.56 | -2.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 5.48 | -4.85 |
Drawdowns
YYYY.DE vs. METY.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, smaller than the maximum METY.DE drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and METY.DE.
Loading charts...
Drawdown Indicators
| YYYY.DE | METY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -32.19% | +11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -32.19% | +11.71% |
Current DrawdownCurrent decline from peak | -2.06% | 0.00% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -7.15% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 12.83% | -3.60% |
Volatility
YYYY.DE vs. METY.DE - Volatility Comparison
The current volatility for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) is 5.74%, while IncomeShares META Options ETP (METY.DE) has a volatility of 51.14%. This indicates that YYYY.DE experiences smaller price fluctuations and is considered to be less risky than METY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YYYY.DE | METY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 51.14% | -45.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 93.84% | -80.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 128.12% | -109.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 156.18% | -134.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 156.18% | -134.19% |
YYYY.DE vs. METY.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than METY.DE's 0.55% expense ratio.
Dividends
YYYY.DE vs. METY.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, less than METY.DE's 203.47% yield.
| Position | TTM | 2025 |
|---|---|---|
METY.DE IncomeShares META Options ETP | 203.47% | 237.78% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% |
Frequently Asked Questions
YYYY.DE and METY.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METY.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METY.DE is cheaper with a 0.55% expense ratio, compared with 0.99% for YYYY.DE.
They also come from different issuers: YieldMax and Leverage Shares. Their fees differ too: 0.99% for YYYY.DE and 0.55% for METY.DE.
Find the right allocation for YYYY.DE and METY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer