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DISO vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DISO vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) 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


DISO

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

NVDY

1D
2.46%
1M
2.84%
6M
4.02%
YTD
7.94%
1Y
18.52%
3Y*
48.07%
5Y*
10Y*
ALL TIME*
55.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.29M$28.19M$37.25M

DISO vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
DISO
YieldMax DIS Option Income Strategy ETF
-10.18%2.12%14.56%9.17%
NVDY
YieldMax NVDA Option Income Strategy ETF
7.94%27.38%114.23%5.66%

Correlation

The correlation between DISO and NVDY is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2023

0.18

The correlation between DISO and NVDY shifts across timeframes, from 0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DISO vs. NVDY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DISO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


NVDY
NVDY Risk / Return Rank: 2727
Overall Rank
NVDY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 2525
Sortino Ratio Rank
NVDY Omega Ratio Rank: 2424
Omega Ratio Rank
NVDY Calmar Ratio Rank: 3232
Calmar Ratio Rank
NVDY Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DISO vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) 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.

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.


DISONVDYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

1.06

Martin ratioReturn relative to average drawdown

2.43

DISO vs. NVDY - Sharpe Ratio Comparison


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Drawdowns

DISO vs. NVDY - Drawdown Comparison


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Drawdown Indicators


DISONVDYDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

Current Drawdown

Current decline from peak

-10.88%

Average Drawdown

Average peak-to-trough decline

-6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

Volatility

DISO vs. NVDY - Volatility Comparison


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Volatility by Period


DISONVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

Volatility (6M)

Calculated over the trailing 6-month period

22.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.96%

DISO vs. NVDY - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is higher than NVDY's 0.99% expense ratio.


Dividends

DISO vs. NVDY - Dividend Comparison

DISO has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 63.46%.


PositionTTM202520242023
DISO
YieldMax DIS Option Income Strategy ETF
32.86%38.87%37.33%6.87%
NVDY
YieldMax NVDA Option Income Strategy ETF
63.46%83.10%83.65%22.32%

Frequently Asked Questions


DISO and NVDY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NVDY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVDY is cheaper with a 0.99% expense ratio, compared with 1.01% for DISO.

NVDY has the higher dividend yield at 63.46%, compared with 32.86% for DISO.

Their fees differ too: 1.01% for DISO and 0.99% for NVDY.

Portfolio Optimizer

Find the right allocation for DISO and NVDY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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