IYK vs. NVII

Last updated Jun 4, 2026

IYK (iShares U.S. Consumer Goods ETF) and NVII (REX NVDA Growth & Income ETF) are both exchange-traded funds - IYK is a Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index, while NVII is a Derivative Income fund actively managed by REX. IYK is passively managed, while NVII is actively managed. Over the past year, IYK returned 1.60% vs 62.33% for NVII. At a correlation of -0.30, they often move in opposite directions. IYK charges 0.42%/yr vs 0.99%/yr for NVII.

Performance

IYK vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Goods ETF (IYK) and REX NVDA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IYK achieves a 5.67% return, which is significantly lower than NVII's 15.50% return.

IYK

• 1D: 0.24%
• 1M: -1.01%
• YTD: 5.67%
• 6M: 5.57%
• 1Y: 1.60%
• 3Y*: 4.75%
• 5Y*: 5.55%
• 10Y*: 8.87%

NVII

• 1D: -3.35%
• 1M: 6.25%
• YTD: 15.50%
• 6M: 18.61%
• 1Y: 62.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IYK vs. NVII - Yearly Performance Comparison

	2026 (YTD)	2025
IYK iShares U.S. Consumer Goods ETF	5.67%	-3.38%
NVII REX NVDA Growth & Income ETF	15.50%	48.28%

Correlation

The correlation between IYK and NVII is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.30
Correlation (All Time) Calculated using the full available price history since May 29, 2025	-0.30

Return for Risk

IYK vs. NVII — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 10
IYK Sharpe Ratio Rank: 10
IYK Sortino Ratio Rank: 10
IYK Omega Ratio Rank: 9
IYK Calmar Ratio Rank: 10
IYK Martin Ratio Rank: 10

NVII

NVII Risk / Return Rank: 52
NVII Sharpe Ratio Rank: 52
NVII Sortino Ratio Rank: 47
NVII Omega Ratio Rank: 46
NVII Calmar Ratio Rank: 67
NVII Martin Ratio Rank: 50

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.

IYK vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and REX NVDA 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.

	IYK	NVII	Difference
Sharpe ratio: Return per unit of total volatility	0.13	1.83	-1.69
Sortino ratio: Return per unit of downside risk	0.27	2.35	-2.08
Omega ratio: Gain probability vs. loss probability	1.03	1.30	-0.26
Calmar ratio: Return relative to maximum drawdown	0.15	3.39	-3.24
Martin ratio: Return relative to average drawdown	0.32	8.64	-8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYK vs. NVII - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.13, which is lower than the NVII Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IYK 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.

Sharpe Ratios by Period

	IYK	NVII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	1.83	-1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	2.04	-1.47

Drawdowns

IYK vs. NVII - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, which is greater than NVII's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for IYK and NVII.

Drawdown Indicators

	IYK	NVII	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-18.47%	-24.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-18.47%	+7.79%
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.19%	—	—
Current Drawdown Current decline from peak	-8.92%	-8.54%	-0.38%
Average Drawdown Average peak-to-trough decline	-5.07%	-5.50%	+0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	7.24%	-2.22%

Volatility

IYK vs. NVII - Volatility Comparison

The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 3.54%, while REX NVDA Growth & Income ETF (NVII) has a volatility of 12.22%. This indicates that IYK 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

	IYK	NVII	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	12.22%	-8.68%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	25.24%	-15.85%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	34.40%	-22.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	34.54%	-21.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.50%	34.54%	-19.04%

IYK vs. NVII - Expense Ratio Comparison

IYK has a 0.42% expense ratio, which is lower than NVII's 0.99% expense ratio.

Dividends

IYK vs. NVII - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.68%, less than NVII's 51.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYK iShares U.S. Consumer Goods ETF	2.68%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
NVII REX NVDA Growth & Income ETF	51.55%	29.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IYK and NVII in my portfolio?

IYK and NVII have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYK or NVII?

NVII has higher volatility (12.22%) compared to IYK (3.54%). In terms of maximum drawdown, IYK dropped -42.64% vs NVII's -18.47%.

Which ETF is better, IYK or NVII?

On 1-year performance, NVII leads with 62.33% vs 1.60% for IYK. On fees, IYK is cheaper at 0.42% per year. On volatility, IYK has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYK or NVII?

Over the 1-year period, NVII has performed better with a 62.33% return vs 1.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYK or NVII?

IYK is cheaper with a 0.42% expense ratio, compared with 0.99% for NVII.

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

NVII has the higher dividend yield at 51.55%, compared with 2.68% for IYK.

What is the main difference between IYK and NVII?

IYK is categorized as Consumer Staples Equities, while NVII is Derivative Income. They also come from different issuers: iShares and REX. Their fees differ too: 0.42% for IYK and 0.99% for NVII.

Which has better risk-adjusted returns?

NVII currently has the higher Sharpe Ratio (1.83 vs 0.13), 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.