HIMY vs. NVYY

Last updated Apr 1, 2026

Compare and contrast key facts about Defiance Leveraged Long + Income HIMS ETF (HIMY) and GraniteShares YieldBOOST NVDA ETF (NVYY).

HIMY and NVYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIMY is an actively managed fund by Defiance. It was launched on Aug 18, 2025. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025.

Performance

HIMY vs. NVYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long + Income HIMS ETF (HIMY) and GraniteShares YieldBOOST NVDA ETF (NVYY). The values are adjusted to include any dividend payments, if applicable.

HIMY vs. NVYY - Yearly Performance Comparison

	2026 (YTD)	2025
HIMY Defiance Leveraged Long + Income HIMS ETF	-13.23%	-47.75%
NVYY GraniteShares YieldBOOST NVDA ETF	-4.02%	2.61%

Returns By Period

In the year-to-date period, HIMY achieves a -13.23% return, which is significantly lower than NVYY's -4.02% return.

HIMY

• 1D: 0.00%
• 1M: 0.00%
• YTD: -13.23%
• 6M: -70.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVYY

• 1D: 2.60%
• 1M: -3.32%
• YTD: -4.02%
• 6M: -3.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HIMY vs. NVYY - Expense Ratio Comparison

HIMY has a 1.51% expense ratio, which is higher than NVYY's 1.07% expense ratio.

HIMY

Defiance Leveraged Long + Income HIMS ETF

NVYY

GraniteShares YieldBOOST NVDA ETF

Return for Risk

HIMY vs. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income HIMS ETF (HIMY) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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.

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

Sharpe Ratios by Period

	HIMY	NVYY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.71	1.20	-1.91

Correlation

The correlation between HIMY and NVYY is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HIMY vs. NVYY - Dividend Comparison

HIMY's dividend yield for the trailing twelve months is around 102.38%, less than NVYY's 128.36% yield.

	TTM	2025
HIMY Defiance Leveraged Long + Income HIMS ETF	102.38%	81.61%
NVYY GraniteShares YieldBOOST NVDA ETF	128.36%	75.30%

Drawdowns

HIMY vs. NVYY - Drawdown Comparison

The maximum HIMY drawdown since its inception was -76.38%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for HIMY and NVYY.

Drawdown Indicators

	HIMY	NVYY	Difference
Max Drawdown Largest peak-to-trough decline	-76.38%	-14.90%	-61.48%
Current Drawdown Current decline from peak	-74.01%	-12.70%	-61.31%
Average Drawdown Average peak-to-trough decline	-47.33%	-4.63%	-42.70%

Volatility

Volatility by Period

	HIMY	NVYY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	106.47%	25.42%	+81.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.47%	25.42%	+81.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.47%	25.42%	+81.05%