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NVDI.L vs. NVII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDI.L vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and REX NVDA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDI.L achieves a -0.43% return, which is significantly lower than NVII's 18.10% return.


NVDI.L

1D
0.00%
1M
8.35%
YTD
-0.43%
6M
2.01%
1Y
19.99%
3Y*
5Y*
10Y*

NVII

1D
2.26%
1M
9.62%
YTD
18.10%
6M
18.53%
1Y
65.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDI.L vs. NVII - Yearly Performance Comparison


2026 (YTD)2025
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
-0.43%28.72%
NVII
REX NVDA Growth & Income ETF
18.10%48.28%

Correlation

The correlation between NVDI.L and NVII is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.68

The correlation between NVDI.L and NVII has been stable across timeframes, ranging from 0.68 to 0.68 - a consistent structural relationship.

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Return for Risk

NVDI.L vs. NVII — Risk / Return Rank

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

NVDI.L
NVDI.L Risk / Return Rank: 2020
Overall Rank
NVDI.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NVDI.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVDI.L Omega Ratio Rank: 2121
Omega Ratio Rank
NVDI.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
NVDI.L Martin Ratio Rank: 1919
Martin Ratio Rank

NVII
NVII Risk / Return Rank: 5757
Overall Rank
NVII Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NVII Sortino Ratio Rank: 5151
Sortino Ratio Rank
NVII Omega Ratio Rank: 4949
Omega Ratio Rank
NVII Calmar Ratio Rank: 7272
Calmar Ratio Rank
NVII Martin Ratio Rank: 5454
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.

NVDI.L vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) 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.


NVDI.LNVIIDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.13

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

0.92

3.55

-2.63

Martin ratioReturn relative to average drawdown

2.00

9.04

-7.04

NVDI.L vs. NVII - Sharpe Ratio Comparison

The current NVDI.L Sharpe Ratio is 0.62, which is lower than the NVII Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of NVDI.L 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.


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Sharpe Ratios by Period


NVDI.LNVIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.91

-1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.14

-2.03

Drawdowns

NVDI.L vs. NVII - Drawdown Comparison

The maximum NVDI.L drawdown since its inception was -31.39%, which is greater than NVII's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for NVDI.L and NVII.


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Drawdown Indicators


NVDI.LNVIIDifference

Max Drawdown

Largest peak-to-trough decline

-31.39%

-18.47%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.59%

-18.47%

-3.12%

Current Drawdown

Current decline from peak

-9.62%

-6.48%

-3.14%

Average Drawdown

Average peak-to-trough decline

-10.27%

-5.50%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

7.25%

+2.73%

Volatility

NVDI.L vs. NVII - Volatility Comparison

The current volatility for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) is 10.09%, while REX NVDA Growth & Income ETF (NVII) has a volatility of 12.30%. This indicates that NVDI.L 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.


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Volatility by Period


NVDI.LNVIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

12.30%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

25.32%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

32.34%

34.37%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.31%

34.53%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.31%

34.53%

+4.78%

NVDI.L vs. NVII - Expense Ratio Comparison

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


Dividends

NVDI.L vs. NVII - Dividend Comparison

NVDI.L's dividend yield for the trailing twelve months is around 20.63%, less than NVII's 50.41% yield.


PositionTTM20252024
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
20.63%32.04%2.59%
NVII
REX NVDA Growth & Income ETF
50.41%29.17%0.00%

Frequently Asked Questions


NVDI.L and NVII have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

NVDI.L is cheaper with a 0.55% expense ratio, compared with 0.99% for NVII.

NVDI.L is categorized as Options Trading, while NVII is Derivative Income. They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for NVDI.L and 0.99% for NVII.

Portfolio Optimizer

Find the right allocation for NVDI.L and NVII

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