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

Performance

NVDI.L vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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 YMAG's 4.47% return.


NVDI.L

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

YMAG

1D
0.64%
1M
2.17%
YTD
4.47%
6M
4.69%
1Y
27.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDI.L vs. YMAG - Yearly Performance Comparison


2026 (YTD)20252024
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
-0.43%16.65%-7.10%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
4.47%18.64%12.41%

Correlation

The correlation between NVDI.L and YMAG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.44

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Return for Risk

NVDI.L vs. YMAG — 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

YMAG
YMAG Risk / Return Rank: 4646
Overall Rank
YMAG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 4848
Sortino Ratio Rank
YMAG Omega Ratio Rank: 4747
Omega Ratio Rank
YMAG Calmar Ratio Rank: 4040
Calmar Ratio Rank
YMAG Martin Ratio Rank: 4242
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. YMAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.LYMAGDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

0.92

1.92

-0.99

Martin ratioReturn relative to average drawdown

2.00

6.73

-4.74

NVDI.L vs. YMAG - Sharpe Ratio Comparison

The current NVDI.L Sharpe Ratio is 0.62, which is lower than the YMAG Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of NVDI.L and YMAG, 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.LYMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.70

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.20

-1.10

Drawdowns

NVDI.L vs. YMAG - Drawdown Comparison

The maximum NVDI.L drawdown since its inception was -31.39%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for NVDI.L and YMAG.


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Drawdown Indicators


NVDI.LYMAGDifference

Max Drawdown

Largest peak-to-trough decline

-31.39%

-25.96%

-5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-21.59%

-14.38%

-7.21%

Current Drawdown

Current decline from peak

-9.62%

-2.08%

-7.54%

Average Drawdown

Average peak-to-trough decline

-10.27%

-4.52%

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

4.09%

+5.89%

Volatility

NVDI.L vs. YMAG - Volatility Comparison

IncomeShares NVIDIA NVDA Options ETP (NVDI.L) has a higher volatility of 10.09% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 3.69%. This indicates that NVDI.L's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDI.LYMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

3.69%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

11.53%

+8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

32.34%

16.19%

+16.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.31%

20.87%

+18.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.31%

20.87%

+18.44%

NVDI.L vs. YMAG - Expense Ratio Comparison

NVDI.L has a 0.55% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Dividends

NVDI.L vs. YMAG - Dividend Comparison

NVDI.L's dividend yield for the trailing twelve months is around 20.63%, less than YMAG's 51.83% yield.


PositionTTM20252024
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
20.63%32.04%2.59%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
51.83%52.27%35.22%

Frequently Asked Questions


NVDI.L and YMAG have a correlation of 0.45, 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 1.28% for YMAG.

NVDI.L is categorized as Options Trading, while YMAG is Derivative Income. They also come from different issuers: Leverage Shares and YieldMax. Their fees differ too: 0.55% for NVDI.L and 1.28% for YMAG.

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