CRED vs. EGGY

Last updated Jun 23, 2026

CRED (Columbia Research Enhanced Real Estate ETF) and EGGY (NestYield Dynamic Income ETF) are both exchange-traded funds - CRED is a REIT fund tracking the Beta Advantage Lionstone Research Enhanced REIT Index - Benchmark TR Gross, while EGGY is a Derivative Income fund actively managed by NestYield. CRED is passively managed, while EGGY is actively managed. Over the past year, CRED returned 10.84% vs 62.65% for EGGY. At a 0.03 correlation, their price movements are largely independent. CRED charges 0.33%/yr vs 0.95%/yr for EGGY.

Performance

CRED vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Real Estate ETF (CRED) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRED achieves a 14.93% return, which is significantly lower than EGGY's 50.49% return.

CRED

• 1D: 1.10%
• 1M: 0.50%
• YTD: 14.93%
• 6M: 16.10%
• 1Y: 10.84%
• 3Y*: 10.63%
• 5Y*: —
• 10Y*: —

EGGY

• 1D: 3.47%
• 1M: 17.02%
• YTD: 50.49%
• 6M: 48.12%
• 1Y: 62.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRED vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CRED Columbia Research Enhanced Real Estate ETF	14.93%	-2.30%	-0.55%
EGGY NestYield Dynamic Income ETF	50.49%	16.46%	-0.91%

Correlation

The correlation between CRED and EGGY is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.03

The correlation between CRED and EGGY shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CRED vs. EGGY — Risk / Return Rank

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

CRED

CRED Risk / Return Rank: 24
CRED Sharpe Ratio Rank: 24
CRED Sortino Ratio Rank: 22
CRED Omega Ratio Rank: 22
CRED Calmar Ratio Rank: 27
CRED Martin Ratio Rank: 23

EGGY

EGGY Risk / Return Rank: 59
EGGY Sharpe Ratio Rank: 62
EGGY Sortino Ratio Rank: 51
EGGY Omega Ratio Rank: 58
EGGY Calmar Ratio Rank: 70
EGGY Martin Ratio Rank: 51

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.

CRED vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Real Estate ETF (CRED) and NestYield Dynamic Income ETF (EGGY). 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.

	CRED	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	0.82	1.99	-1.18
Sortino ratio: Return per unit of downside risk	1.18	2.41	-1.23
Omega ratio: Gain probability vs. loss probability	1.15	1.35	-0.20
Calmar ratio: Return relative to maximum drawdown	1.31	3.43	-2.12
Martin ratio: Return relative to average drawdown	2.95	8.52	-5.57

CRED vs. EGGY - Sharpe Ratio Comparison

The current CRED Sharpe Ratio is 0.82, which is lower than the EGGY Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CRED and EGGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRED vs. EGGY - Drawdown Comparison

The maximum CRED drawdown since its inception was -17.59%, roughly equal to the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for CRED and EGGY.

Drawdown Indicators

	CRED	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	-17.59%	-18.34%	+0.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-18.34%	+10.02%
Max Drawdown (3Y) Largest decline over 3 years	-17.59%	—	—
Current Drawdown Current decline from peak	-1.25%	0.00%	-1.25%
Average Drawdown Average peak-to-trough decline	-5.57%	-5.22%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.68%	7.38%	-3.70%

Volatility

CRED vs. EGGY - Volatility Comparison

The current volatility for Columbia Research Enhanced Real Estate ETF (CRED) is 4.69%, while NestYield Dynamic Income ETF (EGGY) has a volatility of 14.36%. This indicates that CRED experiences smaller price fluctuations and is considered to be less risky than EGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRED	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	14.36%	-9.67%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	26.34%	-16.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	31.63%	-18.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	30.04%	-13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.27%	30.04%	-13.77%

CRED vs. EGGY - Expense Ratio Comparison

CRED has a 0.33% expense ratio, which is lower than EGGY's 0.95% expense ratio.

Dividends

CRED vs. EGGY - Dividend Comparison

CRED's dividend yield for the trailing twelve months is around 4.43%, less than EGGY's 23.71% yield.

Position	TTM	2025	2024	2023
CRED Columbia Research Enhanced Real Estate ETF	4.43%	5.50%	4.82%	2.72%
EGGY NestYield Dynamic Income ETF	23.71%	28.26%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CRED and EGGY in my portfolio?

CRED and EGGY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRED or EGGY?

EGGY has higher volatility (14.36%) compared to CRED (4.69%). In terms of maximum drawdown, CRED dropped -17.59% vs EGGY's -18.34%.

Which ETF is better, CRED or EGGY?

On 1-year performance, EGGY leads with 62.65% vs 10.84% for CRED. On fees, CRED is cheaper at 0.33% per year. On volatility, CRED has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CRED or EGGY?

Over the 1-year period, EGGY has performed better with a 62.65% return vs 10.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CRED or EGGY?

CRED is cheaper with a 0.33% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, CRED or EGGY?

EGGY has the higher dividend yield at 23.71%, compared with 4.43% for CRED.

What is the main difference between CRED and EGGY?

CRED is categorized as REIT, while EGGY is Derivative Income. They also come from different issuers: Columbia and NestYield. Their fees differ too: 0.33% for CRED and 0.95% for EGGY.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.99 vs 0.82), 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.