EGGS vs. IVVW
EGGS (NestYield Total Return Guard ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. EGGS is actively managed, while IVVW is passively managed. Over the past year, EGGS returned 32.43% vs 17.28% for IVVW. A 0.64 correlation means they provide meaningful diversification when combined. EGGS charges 0.89%/yr vs 0.25%/yr for IVVW.
Performance
EGGS vs. IVVW - Performance Comparison
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Returns By Period
In the year-to-date period, EGGS achieves a 23.37% return, which is significantly higher than IVVW's 4.01% return.
EGGS
- 1D
- -2.26%
- 1M
- 9.06%
- YTD
- 23.37%
- 6M
- 21.02%
- 1Y
- 32.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVVW
- 1D
- -1.24%
- 1M
- 0.16%
- YTD
- 4.01%
- 6M
- 4.08%
- 1Y
- 17.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGGS vs. IVVW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EGGS NestYield Total Return Guard ETF | 23.37% | 14.41% | -1.62% |
IVVW iShares S&P 500 BuyWrite ETF | 4.01% | 11.71% | -0.86% |
Correlation
The correlation between EGGS and IVVW is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.64 |
The correlation between EGGS and IVVW has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
EGGS vs. IVVW — Risk / Return Rank
EGGS
IVVW
EGGS vs. IVVW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) 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.
| EGGS | IVVW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.47 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.99 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.07 | 15.95 | -11.88 |
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Drawdowns
EGGS vs. IVVW - Drawdown Comparison
The maximum EGGS drawdown since its inception was -18.52%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for EGGS and IVVW.
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Drawdown Indicators
| EGGS | IVVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.52% | -16.79% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.17% | -5.81% | -12.36% |
Current DrawdownCurrent decline from peak | -2.26% | -1.37% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -1.73% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 1.09% | +6.89% |
Volatility
EGGS vs. IVVW - Volatility Comparison
NestYield Total Return Guard ETF (EGGS) has a higher volatility of 10.61% compared to iShares S&P 500 BuyWrite ETF (IVVW) at 3.45%. This indicates that EGGS'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.
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Volatility by Period
| EGGS | IVVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.61% | 3.45% | +7.16% |
Volatility (6M)Calculated over the trailing 6-month period | 20.45% | 6.91% | +13.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 8.05% | +16.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 12.69% | +12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.23% | 12.69% | +12.54% |
EGGS vs. IVVW - Expense Ratio Comparison
EGGS has a 0.89% expense ratio, which is higher than IVVW's 0.25% expense ratio.
Dividends
EGGS vs. IVVW - Dividend Comparison
EGGS's dividend yield for the trailing twelve months is around 14.71%, less than IVVW's 19.86% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EGGS NestYield Total Return Guard ETF | 14.71% | 14.52% | 0.00% |
IVVW iShares S&P 500 BuyWrite ETF | 19.86% | 18.55% | 13.72% |
Frequently Asked Questions
EGGS and IVVW have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGGS has higher volatility (10.61%) compared to IVVW (3.45%). In terms of maximum drawdown, EGGS dropped -18.52% vs IVVW's -16.79%.
On 1-year performance, EGGS leads with 32.43% vs 17.28% for IVVW. On fees, IVVW is cheaper at 0.25% per year. On volatility, IVVW has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EGGS has performed better with a 32.43% return vs 17.28%. 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 EGGS.
IVVW has the higher dividend yield at 19.86%, compared with 14.71% for EGGS.
They also come from different issuers: NestYield and iShares. Their fees differ too: 0.89% for EGGS and 0.25% for IVVW.
IVVW currently has the higher Sharpe Ratio (2.16 vs 1.30), 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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