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DHS vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHS achieves a 11.10% return, which is significantly lower than NVDY's 14.49% return.


DHS

1D
1.10%
1M
0.51%
YTD
11.10%
6M
11.95%
1Y
22.85%
3Y*
17.04%
5Y*
10.83%
10Y*
9.55%

NVDY

1D
1.27%
1M
7.84%
YTD
14.49%
6M
17.01%
1Y
47.85%
3Y*
55.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
DHS
WisdomTree US High Dividend Fund
11.10%12.87%18.02%8.63%
NVDY
YieldMax NVDA Option Income Strategy ETF
14.49%27.38%114.23%42.02%

Correlation

The correlation between DHS and NVDY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since May 12, 2023

0.00

The correlation between DHS and NVDY shifts across timeframes, from -0.12 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DHS vs. NVDY — Risk / Return Rank

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

DHS
DHS Risk / Return Rank: 7272
Overall Rank
DHS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7777
Sortino Ratio Rank
DHS Omega Ratio Rank: 6767
Omega Ratio Rank
DHS Calmar Ratio Rank: 7474
Calmar Ratio Rank
DHS Martin Ratio Rank: 7272
Martin Ratio Rank

NVDY
NVDY Risk / Return Rank: 5656
Overall Rank
NVDY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4848
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4848
Omega Ratio Rank
NVDY Calmar Ratio Rank: 7676
Calmar Ratio Rank
NVDY Martin Ratio Rank: 5454
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.

DHS vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.


DHSNVDYDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.10

Calmar ratioReturn relative to maximum drawdown

3.64

3.75

-0.11

Martin ratioReturn relative to average drawdown

13.37

9.22

+4.15

DHS vs. NVDY - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.29, which is higher than the NVDY Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DHS and NVDY, 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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Sharpe Ratios by Period


DHSNVDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.76

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.65

-1.24

Drawdowns

DHS vs. NVDY - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for DHS and NVDY.


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Drawdown Indicators


DHSNVDYDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-34.08%

-33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-12.81%

+6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-34.08%

+22.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-1.52%

-5.47%

+3.95%

Average Drawdown

Average peak-to-trough decline

-9.55%

-6.15%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

5.21%

-3.50%

Volatility

DHS vs. NVDY - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.05%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.43%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSNVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

9.43%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

20.71%

-13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

27.33%

-17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

38.22%

-24.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

38.22%

-22.14%

DHS vs. NVDY - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is lower than NVDY's 0.99% expense ratio.


Dividends

DHS vs. NVDY - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.32%, less than NVDY's 62.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.32%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
NVDY
YieldMax NVDA Option Income Strategy ETF
62.14%83.10%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DHS and NVDY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDY has higher volatility (9.43%) compared to DHS (3.05%). In terms of maximum drawdown, DHS dropped -67.25% vs NVDY's -34.08%.

On 3-year performance, NVDY leads with 55.07% vs 17.04% for DHS. On fees, DHS is cheaper at 0.38% per year. On volatility, DHS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NVDY has performed better with a 55.07% return vs 17.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DHS is cheaper with a 0.38% expense ratio, compared with 0.99% for NVDY.

NVDY has the higher dividend yield at 62.14%, compared with 3.32% for DHS.

DHS is categorized as Large Cap Value Equities, while NVDY is Derivative Income. They also come from different issuers: WisdomTree and YieldMax. Their fees differ too: 0.38% for DHS and 0.99% for NVDY.

DHS currently has the higher Sharpe Ratio (2.29 vs 1.76), 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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