EGGQ vs. IVVW
EGGQ (NestYield Visionary ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. EGGQ is actively managed, while IVVW is passively managed. Over the past year, EGGQ returned 27.63% vs 19.78% for IVVW. Their 0.66 correlation means they have sometimes moved together and sometimes differently. EGGQ charges 0.89%/yr vs 0.25%/yr for IVVW.
Performance
EGGQ vs. IVVW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGGQ achieves a 18.78% return, which is significantly higher than IVVW's 8.19% return.
EGGQ
- 1D
- 6.04%
- 1M
- -6.16%
- 6M
- 17.47%
- YTD
- 18.78%
- 1Y
- 27.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.09%
IVVW
- 1D
- 1.03%
- 1M
- 2.36%
- 6M
- 6.69%
- YTD
- 8.19%
- 1Y
- 19.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $306.96K | $307.42K | $371.96K | |
| $2.08M | $2.12M | $2.68M |
EGGQ vs. IVVW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EGGQ NestYield Visionary ETF | 18.78% | 25.92% | -0.88% |
IVVW iShares S&P 500 BuyWrite ETF | 8.19% | 11.71% | -0.48% |
Correlation
The correlation between EGGQ and IVVW is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024 | 0.66 |
The correlation between EGGQ and IVVW has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGGQ vs. IVVW — Risk / Return Rank
EGGQ
IVVW
EGGQ vs. IVVW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NestYield Visionary ETF (EGGQ) and iShares S&P 500 BuyWrite ETF (IVVW). 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.
| EGGQ | IVVW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.49 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.42 | -2.59 |
| Martin ratioReturn relative to average drawdown | 2.83 | 17.74 | -14.91 |
Loading charts...
Drawdowns
EGGQ vs. IVVW - Drawdown Comparison
The maximum EGGQ drawdown since its inception was -33.64%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for EGGQ and IVVW.
Loading charts...
Drawdown Indicators
| EGGQ | IVVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -16.79% | -16.85% |
Max Drawdown (1Y)Largest decline over 1 year | -33.64% | -5.81% | -27.83% |
Current DrawdownCurrent decline from peak | -20.31% | 0.00% | -20.31% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -1.68% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 1.12% | +8.66% |
Volatility
EGGQ vs. IVVW - Volatility Comparison
NestYield Visionary ETF (EGGQ) has a higher volatility of 23.31% compared to iShares S&P 500 BuyWrite ETF (IVVW) at 3.05%. This indicates that EGGQ's price experiences larger fluctuations and is considered to be riskier than IVVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGGQ | IVVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.31% | 3.05% | +20.26% |
Volatility (6M)Calculated over the trailing 6-month period | 38.49% | 7.34% | +31.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.60% | 8.58% | +34.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 12.57% | +26.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.18% | 12.57% | +26.61% |
EGGQ vs. IVVW - Expense Ratio Comparison
EGGQ has a 0.89% expense ratio, which is higher than IVVW's 0.25% expense ratio.
Dividends
EGGQ vs. IVVW - Dividend Comparison
EGGQ's dividend yield for the trailing twelve months is around 7.21%, less than IVVW's 18.82% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EGGQ NestYield Visionary ETF | 7.21% | 5.70% | 0.00% |
IVVW iShares S&P 500 BuyWrite ETF | 18.82% | 18.55% | 13.72% |
Frequently Asked Questions
EGGQ and IVVW have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGGQ has higher volatility (23.31%) compared to IVVW (3.05%). In terms of maximum drawdown, EGGQ dropped -33.64% vs IVVW's -16.79%.
On 1-year performance, EGGQ leads with 27.63% vs 19.78% for IVVW. On fees, IVVW is cheaper at 0.25% per year. On volatility, IVVW 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 1-year period, EGGQ has performed better with a 27.63% return vs 19.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVVW is cheaper with a 0.25% expense ratio, compared with 0.89% for EGGQ.
IVVW has the higher dividend yield at 18.82%, compared with 7.21% for EGGQ.
They also come from different issuers: NestYield and iShares. Their fees differ too: 0.89% for EGGQ and 0.25% for IVVW.
IVVW currently has the higher Sharpe Ratio (2.32 vs 0.65), 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.
Find the right allocation for EGGQ and IVVW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer