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NVDS vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDS vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 1.25X NVDA Bear Daily ETF (NVDS) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDS achieves a -24.21% return, which is significantly lower than IUSG's 12.72% return.


NVDS

1D
-4.24%
1M
-10.37%
6M
-24.26%
YTD
-24.21%
1Y
-35.38%
3Y*
-62.25%
5Y*
10Y*
ALL TIME*
-68.81%

IUSG

1D
2.17%
1M
1.92%
6M
11.50%
YTD
12.72%
1Y
24.41%
3Y*
25.35%
5Y*
13.30%
10Y*
17.20%
ALL TIME*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$105.73M$92.27M$99.82M
$5.22M$5.62M$7.37M

NVDS vs. IUSG - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDS
Tradr 1.25X NVDA Bear Daily ETF
-24.21%-58.18%-80.03%-83.15%-16.72%
IUSG
iShares Core S&P U.S. Growth ETF
12.72%21.23%34.70%29.28%-3.28%

Correlation

The correlation between NVDS and IUSG is -0.74, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.74

Correlation (3Y)
Balances recent behavior with more history.

-0.74

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

-0.75

The correlation between NVDS and IUSG has been stable across timeframes, ranging from -0.75 to -0.74 - a consistent structural relationship.

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Return for Risk

NVDS vs. IUSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NVDS
NVDS Risk / Return Rank: 33
Overall Rank
NVDS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NVDS Sortino Ratio Rank: 44
Sortino Ratio Rank
NVDS Omega Ratio Rank: 55
Omega Ratio Rank
NVDS Calmar Ratio Rank: 33
Calmar Ratio Rank
NVDS Martin Ratio Rank: 11
Martin Ratio Rank

IUSG
IUSG Risk / Return Rank: 5454
Overall Rank
IUSG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 5555
Sortino Ratio Rank
IUSG Omega Ratio Rank: 5252
Omega Ratio Rank
IUSG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NVDS vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 1.25X NVDA Bear Daily ETF (NVDS) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NVDSIUSGDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

0.92

1.24

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.75

1.88

-2.63

Martin ratioReturn relative to average drawdown

-1.44

6.96

-8.40

NVDS vs. IUSG - Sharpe Ratio Comparison

The current NVDS Sharpe Ratio is -0.65, which is lower than the IUSG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of NVDS and IUSG, 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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Drawdowns

NVDS vs. IUSG - Drawdown Comparison

The maximum NVDS drawdown since its inception was -99.40%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for NVDS and IUSG.


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Drawdown Indicators


NVDSIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-63.41%

-35.99%

Max Drawdown (1Y)

Largest decline over 1 year

-47.10%

-13.07%

-34.03%

Max Drawdown (3Y)

Largest decline over 3 years

-95.83%

-22.28%

-73.55%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-99.31%

-2.17%

-97.14%

Average Drawdown

Average peak-to-trough decline

-84.02%

-21.33%

-62.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.60%

3.52%

+21.08%

Volatility

NVDS vs. IUSG - Volatility Comparison

Tradr 1.25X NVDA Bear Daily ETF (NVDS) has a higher volatility of 18.42% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 6.24%. This indicates that NVDS's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDSIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.42%

6.24%

+12.18%

Volatility (6M)

Calculated over the trailing 6-month period

43.03%

14.68%

+28.35%

Volatility (1Y)

Calculated over the trailing 1-year period

54.77%

17.84%

+36.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.61%

21.22%

+47.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.61%

20.55%

+48.06%

NVDS vs. IUSG - Expense Ratio Comparison

NVDS has a 1.15% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Dividends

NVDS vs. IUSG - Dividend Comparison

NVDS's dividend yield for the trailing twelve months is around 18.72%, more than IUSG's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
NVDS
Tradr 1.25X NVDA Bear Daily ETF
18.72%14.19%14.11%14.69%5.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVDS and IUSG have a correlation of -0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDS has higher volatility (18.42%) compared to IUSG (6.24%). In terms of maximum drawdown, NVDS dropped -99.40% vs IUSG's -63.41%.

On 3-year performance, IUSG leads with 25.35% vs -62.25% for NVDS. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 6.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IUSG has performed better with a 25.35% return vs -62.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSG is cheaper with a 0.04% expense ratio, compared with 1.15% for NVDS.

NVDS has the higher dividend yield at 18.72%, compared with 0.49% for IUSG.

NVDS is categorized as Inverse Equities, while IUSG is Large Cap Growth Equities. NVDS tracks NVIDIA Corporation (-125%), while IUSG tracks S&P 900 Growth Index. They also come from different issuers: AXS and iShares. Their fees differ too: 1.15% for NVDS and 0.04% for IUSG.

IUSG currently has the higher Sharpe Ratio (1.38 vs -0.65), 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.

Portfolio Optimizer

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