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BALT vs. NVDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BALT vs. NVDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Defined Wealth Shield ETF (BALT) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BALT achieves a 1.91% return, which is significantly lower than NVDO's 18.85% return.


BALT

1D
-0.06%
1M
0.53%
YTD
1.91%
6M
2.81%
1Y
6.95%
3Y*
7.27%
5Y*
10Y*

NVDO

1D
-2.46%
1M
14.15%
YTD
18.85%
6M
29.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BALT vs. NVDO - Yearly Performance Comparison


Correlation

The correlation between BALT and NVDO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 14, 2025

0.44

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Return for Risk

BALT vs. NVDO — Risk / Return Rank

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

BALT
BALT Risk / Return Rank: 9292
Overall Rank
BALT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BALT Sortino Ratio Rank: 9494
Sortino Ratio Rank
BALT Omega Ratio Rank: 9393
Omega Ratio Rank
BALT Calmar Ratio Rank: 9191
Calmar Ratio Rank
BALT Martin Ratio Rank: 9191
Martin Ratio Rank

NVDO
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.

BALT vs. NVDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Defined Wealth Shield ETF (BALT) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). 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.


BALTNVDODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.67

Calmar ratioReturn relative to maximum drawdown

6.05

Martin ratioReturn relative to average drawdown

22.58

BALT vs. NVDO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BALTNVDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

1.30

+0.50

Drawdowns

BALT vs. NVDO - Drawdown Comparison

The maximum BALT drawdown since its inception was -4.89%, smaller than the maximum NVDO drawdown of -16.25%. Use the drawdown chart below to compare losses from any high point for BALT and NVDO.


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Drawdown Indicators


BALTNVDODifference

Max Drawdown

Largest peak-to-trough decline

-4.89%

-16.25%

+11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-4.89%

Current Drawdown

Current decline from peak

-0.06%

-2.68%

+2.62%

Average Drawdown

Average peak-to-trough decline

-0.34%

-4.99%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

BALT vs. NVDO - Volatility Comparison


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Volatility by Period


BALTNVDODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

2.19%

31.93%

-29.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

31.93%

-28.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

31.93%

-28.61%

BALT vs. NVDO - Expense Ratio Comparison

BALT has a 0.69% expense ratio, which is lower than NVDO's 0.77% expense ratio.


Dividends

BALT vs. NVDO - Dividend Comparison

BALT has not paid dividends to shareholders, while NVDO's dividend yield for the trailing twelve months is around 14.02%.


Frequently Asked Questions


BALT and NVDO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BALT is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BALT is cheaper with a 0.69% expense ratio, compared with 0.77% for NVDO.

NVDO has the higher dividend yield at 14.02%, compared with 0.00% for BALT.

They also come from different issuers: Innovator and Leverage Shares. Their fees differ too: 0.69% for BALT and 0.77% for NVDO.

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