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CHPY vs. RDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPY vs. RDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Semiconductor Portfolio Option Income ETF (CHPY) and Invesco S&P Ultra Dividend Revenue ETF (RDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHPY achieves a 88.78% return, which is significantly higher than RDIV's 14.73% return.


CHPY

1D
5.00%
1M
22.07%
YTD
88.78%
6M
92.44%
1Y
148.83%
3Y*
5Y*
10Y*

RDIV

1D
-1.73%
1M
5.67%
YTD
14.73%
6M
12.64%
1Y
29.81%
3Y*
18.46%
5Y*
10.99%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHPY vs. RDIV - Yearly Performance Comparison


Correlation

The correlation between CHPY and RDIV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2025

0.25

The correlation between CHPY and RDIV shifts across timeframes, from 0.15 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHPY vs. RDIV — Risk / Return Rank

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

CHPY
CHPY Risk / Return Rank: 9797
Overall Rank
CHPY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CHPY Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHPY Omega Ratio Rank: 9696
Omega Ratio Rank
CHPY Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPY Martin Ratio Rank: 9797
Martin Ratio Rank

RDIV
RDIV Risk / Return Rank: 8484
Overall Rank
RDIV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RDIV Sortino Ratio Rank: 8383
Sortino Ratio Rank
RDIV Omega Ratio Rank: 7474
Omega Ratio Rank
RDIV Calmar Ratio Rank: 9494
Calmar Ratio Rank
RDIV Martin Ratio Rank: 8989
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.

CHPY vs. RDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Semiconductor Portfolio Option Income ETF (CHPY) and Invesco S&P Ultra Dividend Revenue ETF (RDIV). 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.


CHPYRDIVDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.73

1.39

+0.34

Calmar ratioReturn relative to maximum drawdown

12.31

6.18

+6.13

Martin ratioReturn relative to average drawdown

43.93

18.36

+25.57

CHPY vs. RDIV - Sharpe Ratio Comparison

The current CHPY Sharpe Ratio is 4.83, which is higher than the RDIV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of CHPY and RDIV, 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

CHPY vs. RDIV - Drawdown Comparison

The maximum CHPY drawdown since its inception was -12.19%, smaller than the maximum RDIV drawdown of -49.97%. Use the drawdown chart below to compare losses from any high point for CHPY and RDIV.


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Drawdown Indicators


CHPYRDIVDifference

Max Drawdown

Largest peak-to-trough decline

-12.19%

-49.97%

+37.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-4.84%

-7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.97%

Current Drawdown

Current decline from peak

0.00%

-1.73%

+1.73%

Average Drawdown

Average peak-to-trough decline

-2.12%

-5.85%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

1.63%

+1.77%

Volatility

CHPY vs. RDIV - Volatility Comparison

YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a higher volatility of 17.55% compared to Invesco S&P Ultra Dividend Revenue ETF (RDIV) at 4.07%. This indicates that CHPY's price experiences larger fluctuations and is considered to be riskier than RDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPYRDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.55%

4.07%

+13.48%

Volatility (6M)

Calculated over the trailing 6-month period

26.62%

8.83%

+17.79%

Volatility (1Y)

Calculated over the trailing 1-year period

31.06%

13.26%

+17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.45%

17.56%

+17.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.45%

21.90%

+13.55%

CHPY vs. RDIV - Expense Ratio Comparison

CHPY has a 0.99% expense ratio, which is higher than RDIV's 0.39% expense ratio.


Dividends

CHPY vs. RDIV - Dividend Comparison

CHPY's dividend yield for the trailing twelve months is around 28.02%, more than RDIV's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
CHPY
YieldMax Semiconductor Portfolio Option Income ETF
28.02%28.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDIV
Invesco S&P Ultra Dividend Revenue ETF
3.57%3.94%4.08%3.93%3.44%3.31%4.93%3.84%4.32%4.26%2.20%4.49%

Frequently Asked Questions


CHPY and RDIV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHPY has higher volatility (17.55%) compared to RDIV (4.07%). In terms of maximum drawdown, CHPY dropped -12.19% vs RDIV's -49.97%.

On 1-year performance, CHPY leads with 148.83% vs 29.81% for RDIV. On fees, RDIV is cheaper at 0.39% per year. On volatility, RDIV has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CHPY has performed better with a 148.83% return vs 29.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDIV is cheaper with a 0.39% expense ratio, compared with 0.99% for CHPY.

CHPY has the higher dividend yield at 28.02%, compared with 3.57% for RDIV.

CHPY is categorized as Derivative Income, while RDIV is Mid Cap Value Equities. They also come from different issuers: YieldMax and Invesco. Their fees differ too: 0.99% for CHPY and 0.39% for RDIV.

CHPY currently has the higher Sharpe Ratio (4.83 vs 2.26), 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.

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