YYYY.DE vs. YGLD.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and YGLD.DE (IncomeShares Gold + Yield ETP) are both Derivative Income funds. Both are actively managed. Over the past year, YYYY.DE returned 12.54% vs 17.39% for YGLD.DE. At a correlation of -0.03, they often move in opposite directions. YYYY.DE charges 0.99%/yr vs 0.35%/yr for YGLD.DE.
Performance
YYYY.DE vs. YGLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly higher than YGLD.DE's -5.17% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGLD.DE
- 1D
- -0.03%
- 1M
- -2.44%
- YTD
- -5.17%
- 6M
- -2.21%
- 1Y
- 17.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. YGLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
YGLD.DE IncomeShares Gold + Yield ETP | -5.17% | 25.07% |
Correlation
The correlation between YYYY.DE and YGLD.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | -0.03 |
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Return for Risk
YYYY.DE vs. YGLD.DE — Risk / Return Rank
YYYY.DE
YGLD.DE
YYYY.DE vs. YGLD.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 Gold + Yield ETP (YGLD.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 | YGLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.99 | -0.38 |
| Martin ratioReturn relative to average drawdown | 1.36 | 1.95 | -0.60 |
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
| YYYY.DE | YGLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.56 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.59 | +0.05 |
Drawdowns
YYYY.DE vs. YGLD.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, which is greater than YGLD.DE's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and YGLD.DE.
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Drawdown Indicators
| YYYY.DE | YGLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -16.94% | -3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -16.94% | -3.54% |
Current DrawdownCurrent decline from peak | -2.06% | -15.27% | +13.21% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -5.54% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 8.62% | +0.61% |
Volatility
YYYY.DE vs. YGLD.DE - Volatility Comparison
The current volatility for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) is 5.74%, while IncomeShares Gold + Yield ETP (YGLD.DE) has a volatility of 6.19%. This indicates that YYYY.DE experiences smaller price fluctuations and is considered to be less risky than YGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YYYY.DE | YGLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.19% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 17.41% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 29.80% | -11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 26.34% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 26.34% | -4.35% |
YYYY.DE vs. YGLD.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.
Dividends
YYYY.DE vs. YGLD.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, more than YGLD.DE's 6.24% yield.
| Position | TTM | 2025 |
|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | 6.24% | 6.36% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% |
Frequently Asked Questions
YYYY.DE and YGLD.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE is cheaper with a 0.35% 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 0.35% for YGLD.DE.
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