EGGY vs. XRMI

Last updated Jun 24, 2026

EGGY (NestYield Dynamic Income ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. EGGY is actively managed, while XRMI is passively managed. Over the past year, EGGY returned 52.56% vs 9.03% for XRMI. A 0.52 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.60%/yr for XRMI.

Performance

EGGY vs. XRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) and Global X S&P 500 Risk Managed Income ETF (XRMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGY achieves a 41.66% return, which is significantly higher than XRMI's 1.66% return.

EGGY

• 1D: -5.87%
• 1M: 10.15%
• YTD: 41.66%
• 6M: 39.02%
• 1Y: 52.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XRMI

• 1D: -0.52%
• 1M: 0.39%
• YTD: 1.66%
• 6M: 1.20%
• 1Y: 9.03%
• 3Y*: 6.90%
• 5Y*: —
• 10Y*: —

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

EGGY vs. XRMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	41.66%	16.46%	-0.91%
XRMI Global X S&P 500 Risk Managed Income ETF	1.66%	4.60%	-0.49%

Correlation

The correlation between EGGY and XRMI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.52

The correlation between EGGY and XRMI has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Return for Risk

EGGY vs. XRMI — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 49
EGGY Sharpe Ratio Rank: 50
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 61
EGGY Martin Ratio Rank: 45

XRMI

XRMI Risk / Return Rank: 48
XRMI Sharpe Ratio Rank: 51
XRMI Sortino Ratio Rank: 50
XRMI Omega Ratio Rank: 54
XRMI Calmar Ratio Rank: 38
XRMI Martin Ratio Rank: 46

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.

EGGY vs. XRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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.

	EGGY	XRMI	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.65	-0.01
Sortino ratio: Return per unit of downside risk	2.06	2.30	-0.24
Omega ratio: Gain probability vs. loss probability	1.30	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	2.88	1.81	+1.07
Martin ratio: Return relative to average drawdown	7.14	7.28	-0.15

EGGY vs. XRMI - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.64, which is comparable to the XRMI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EGGY and XRMI, 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

EGGY vs. XRMI - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, which is greater than XRMI's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for EGGY and XRMI.

Drawdown Indicators

	EGGY	XRMI	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-15.31%	-3.03%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-5.02%	-13.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.34%	—
Current Drawdown Current decline from peak	-5.87%	-0.52%	-5.35%
Average Drawdown Average peak-to-trough decline	-5.22%	-5.87%	+0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	1.24%	+6.15%

Volatility

EGGY vs. XRMI - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 15.51% compared to Global X S&P 500 Risk Managed Income ETF (XRMI) at 1.71%. This indicates that EGGY's price experiences larger fluctuations and is considered to be riskier than XRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGY	XRMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.51%	1.71%	+13.80%
Volatility (6M) Calculated over the trailing 6-month period	27.05%	4.44%	+22.61%
Volatility (1Y) Calculated over the trailing 1-year period	32.15%	5.52%	+26.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.41%	6.91%	+23.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.41%	6.91%	+23.50%

EGGY vs. XRMI - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than XRMI's 0.60% expense ratio.

Dividends

EGGY vs. XRMI - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 25.18%, more than XRMI's 12.73% yield.

Position	TTM	2025	2024	2023	2022	2021
EGGY NestYield Dynamic Income ETF	25.18%	28.26%	0.00%	0.00%	0.00%	0.00%
XRMI Global X S&P 500 Risk Managed Income ETF	12.73%	12.35%	11.86%	12.62%	12.84%	2.93%

Frequently Asked Questions

Can I hold both EGGY and XRMI in my portfolio?

EGGY and XRMI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or XRMI?

EGGY has higher volatility (15.51%) compared to XRMI (1.71%). In terms of maximum drawdown, EGGY dropped -18.34% vs XRMI's -15.31%.

Which ETF is better, EGGY or XRMI?

On 1-year performance, EGGY leads with 52.56% vs 9.03% for XRMI. On fees, XRMI is cheaper at 0.60% per year. On volatility, XRMI has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or XRMI?

Over the 1-year period, EGGY has performed better with a 52.56% return vs 9.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or XRMI?

XRMI is cheaper with a 0.60% expense ratio, compared with 0.95% for EGGY.

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

EGGY has the higher dividend yield at 25.18%, compared with 12.73% for XRMI.

What is the main difference between EGGY and XRMI?

They also come from different issuers: NestYield and Global X. Their fees differ too: 0.95% for EGGY and 0.60% for XRMI.

Which has better risk-adjusted returns?

XRMI currently has the higher Sharpe Ratio (1.65 vs 1.64), 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.