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NVDD.L vs. YMAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NVDD.L vs. YMAG.L

Last updated Jun 5, 2026

NVDD.L (IncomeShares NVIDIA (NVDA) Options ETP GBP) and YMAG.L (YieldMax Big Tech Option Income UCITS ETF) are both Derivative Income funds. Both are actively managed. Over the past year, NVDD.L returned 37.04% vs 14.99% for YMAG.L. A 0.57 correlation means they provide meaningful diversification when combined. NVDD.L charges 0.55%/yr vs 0.99%/yr for YMAG.L.

Performance

NVDD.L vs. YMAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NVDD.L is traded in GBp, while YMAG.L is traded in USD. To make them comparable, the YMAG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDD.L achieves a 2.34% return, which is significantly lower than YMAG.L's 6.21% return.

NVDD.L

1D
0.98%
1M
3.83%
YTD
2.34%
6M
3.76%
1Y
37.04%
3Y*
—
5Y*
—
10Y*
—

YMAG.L

1D
-1.10%
1M
6.47%
YTD
6.21%
6M
2.69%
1Y
14.99%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDD.L vs. YMAG.L - Yearly Performance Comparison

2026 (YTD)2025
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP		2.34%39.23%
YMAG.L
YieldMax Big Tech Option Income UCITS ETF		6.21%13.11%

Correlation

The correlation between NVDD.L and YMAG.L is 0.53, 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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

0.57

The correlation between NVDD.L and YMAG.L has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

IncomeShares NVIDIA (NVDA) Options ETP GBP

YieldMax Big Tech Option Income UCITS ETF

Often compared with NVDD.L:
NVDD.L vs. SOXL.LNVDD.L vs. VUSA.LNVDD.L vs. NVDANVDD.L vs. IUIT.LNVDD.L vs. GOOO.LNVDD.L vs. TSLI.LNVDD.L vs. GOOI.L
Often compared with YMAG.L:
YMAG.L vs. ULTYYMAG.L vs. YMAGYMAG.L vs. JEPQYMAG.L vs. JEQP.LYMAG.L vs. MSTYYMAG.L vs. YMAXYMAG.L vs. EQQQ.L

Return for Risk

NVDD.L vs. YMAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVDD.L
NVDD.L Risk / Return Rank: 3737
Overall Rank
NVDD.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NVDD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
NVDD.L Omega Ratio Rank: 3434
Omega Ratio Rank
NVDD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
NVDD.L Martin Ratio Rank: 3535
Martin Ratio Rank
YMAG.L
YMAG.L Risk / Return Rank: 2020
Overall Rank
YMAG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
YMAG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
YMAG.L Omega Ratio Rank: 2222
Omega Ratio Rank
YMAG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
YMAG.L Martin Ratio Rank: 1717
Martin Ratio Rank
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.

NVDD.L vs. YMAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L). 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.

NVDD.LYMAG.LDifference
Sharpe ratioReturn per unit of total volatility
1.25
0.82

+0.43

Sortino ratioReturn per unit of downside risk
1.69
1.21

+0.47

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

2.42

0.71

+1.71

Martin ratioReturn relative to average drawdown

5.23

1.50

+3.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDD.L vs. YMAG.L - Sharpe Ratio Comparison

The current NVDD.L Sharpe Ratio is 1.25, which is higher than the YMAG.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of NVDD.L and YMAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

NVDD.LYMAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.82

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.78

-0.35

Drawdowns

NVDD.L vs. YMAG.L - Drawdown Comparison

The maximum NVDD.L drawdown since its inception was -34.80%, which is greater than YMAG.L's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for NVDD.L and YMAG.L.

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Drawdown Indicators

NVDD.LYMAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-21.07%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-21.07%

+5.83%

Current Drawdown

Current decline from peak

-10.12%

-3.52%

-6.60%

Average Drawdown

Average peak-to-trough decline

-8.61%

-6.94%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

9.94%

-2.88%

Volatility

NVDD.L vs. YMAG.L - Volatility Comparison

IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) has a higher volatility of 10.14% compared to YieldMax Big Tech Option Income UCITS ETF (YMAG.L) at 5.43%. This indicates that NVDD.L's price experiences larger fluctuations and is considered to be riskier than YMAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NVDD.LYMAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

5.43%

+4.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.56%

12.98%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

29.51%

18.24%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.19%

21.62%

+15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.19%

21.62%

+15.57%

NVDD.L vs. YMAG.L - Expense Ratio Comparison

NVDD.L has a 0.55% expense ratio, which is lower than YMAG.L's 0.99% expense ratio.

Dividends

NVDD.L vs. YMAG.L - Dividend Comparison

NVDD.L's dividend yield for the trailing twelve months is around 35.08%, more than YMAG.L's 25.25% yield.

PositionTTM20252024
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP		35.08%44.17%13.80%
YMAG.L
YieldMax Big Tech Option Income UCITS ETF		25.25%17.22%0.00%

Frequently Asked Questions

NVDD.L and YMAG.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NVDD.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVDD.L is cheaper with a 0.55% expense ratio, compared with 0.99% for YMAG.L.

They also come from different issuers: Leverage Shares and YieldMax. Their fees differ too: 0.55% for NVDD.L and 0.99% for YMAG.L.

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