GPTY vs. NVII

Last updated Jun 24, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and NVII (REX NVIDIA Growth & Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, GPTY returned 39.93% vs 44.66% for NVII. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

GPTY vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and REX NVIDIA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GPTY achieves a 27.19% return, which is significantly higher than NVII's 6.79% return.

GPTY

• 1D: -2.92%
• 1M: 2.17%
• YTD: 27.19%
• 6M: 25.48%
• 1Y: 39.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVII

• 1D: -5.17%
• 1M: -7.25%
• YTD: 6.79%
• 6M: 5.86%
• 1Y: 44.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. NVII - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	27.19%	18.76%
NVII REX NVIDIA Growth & Income ETF	6.79%	47.63%

Correlation

The correlation between GPTY and NVII is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since May 28, 2025	0.62

The correlation between GPTY and NVII has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.

Return for Risk

GPTY vs. NVII — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 43
GPTY Sharpe Ratio Rank: 47
GPTY Sortino Ratio Rank: 43
GPTY Omega Ratio Rank: 45
GPTY Calmar Ratio Rank: 43
GPTY Martin Ratio Rank: 37

NVII

NVII Risk / Return Rank: 39
NVII Sharpe Ratio Rank: 36
NVII Sortino Ratio Rank: 34
NVII Omega Ratio Rank: 33
NVII Calmar Ratio Rank: 51
NVII Martin Ratio Rank: 38

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.

GPTY vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and REX NVIDIA Growth & Income ETF (NVII). 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.

	GPTY	NVII	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.24	+0.33
Sortino ratio: Return per unit of downside risk	2.11	1.72	+0.39
Omega ratio: Gain probability vs. loss probability	1.28	1.22	+0.06
Calmar ratio: Return relative to maximum drawdown	2.08	2.43	-0.35
Martin ratio: Return relative to average drawdown	5.42	5.78	-0.36

GPTY vs. NVII - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 1.57, which is comparable to the NVII Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GPTY and NVII, 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

GPTY vs. NVII - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, which is greater than NVII's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for GPTY and NVII.

Drawdown Indicators

	GPTY	NVII	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-18.47%	-8.15%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	-18.47%	-0.85%
Current Drawdown Current decline from peak	-8.05%	-15.44%	+7.39%
Average Drawdown Average peak-to-trough decline	-6.50%	-5.79%	-0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	7.75%	-0.36%

Volatility

GPTY vs. NVII - Volatility Comparison

The current volatility for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) is 12.32%, while REX NVIDIA Growth & Income ETF (NVII) has a volatility of 14.72%. This indicates that GPTY experiences smaller price fluctuations and is considered to be less risky than NVII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTY	NVII	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.32%	14.72%	-2.40%
Volatility (6M) Calculated over the trailing 6-month period	20.48%	27.34%	-6.86%
Volatility (1Y) Calculated over the trailing 1-year period	25.61%	36.23%	-10.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.71%	35.73%	-6.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.71%	35.73%	-6.02%

GPTY vs. NVII - Expense Ratio Comparison

Both GPTY and NVII have an expense ratio of 0.99%.

Dividends

GPTY vs. NVII - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 34.91%, less than NVII's 57.45% yield.

Position	TTM	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	34.91%	34.23%
NVII REX NVIDIA Growth & Income ETF	57.45%	29.17%

Frequently Asked Questions

Can I hold both GPTY and NVII in my portfolio?

GPTY and NVII have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPTY or NVII?

NVII has higher volatility (14.72%) compared to GPTY (12.32%). In terms of maximum drawdown, GPTY dropped -26.62% vs NVII's -18.47%.

Which ETF is better, GPTY or NVII?

On 1-year performance, NVII leads with 44.66% vs 39.93% for GPTY. Both ETFs have the same 0.99% expense ratio. On volatility, GPTY has been the lower-risk option at 12.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPTY or NVII?

Over the 1-year period, NVII has performed better with a 44.66% return vs 39.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPTY or NVII?

GPTY and NVII have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, GPTY or NVII?

NVII has the higher dividend yield at 57.45%, compared with 34.91% for GPTY.

What is the main difference between GPTY and NVII?

They also come from different issuers: YieldMax and REX.

Which has better risk-adjusted returns?

GPTY currently has the higher Sharpe Ratio (1.57 vs 1.24), 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.