NVDY vs. ECH
NVDY (YieldMax NVDA Option Income Strategy ETF) and ECH (iShares MSCI Chile ETF) are both exchange-traded funds - NVDY is a Derivative Income fund actively managed by YieldMax, while ECH is a Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index. NVDY is actively managed, while ECH is passively managed. Over the past 3 years, NVDY returned 52.53%/yr vs 14.33%/yr for ECH. At a 0.21 correlation, their price movements are largely independent. NVDY charges 0.99%/yr vs 0.59%/yr for ECH.
Performance
NVDY vs. ECH - Performance Comparison
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Returns By Period
In the year-to-date period, NVDY achieves a 11.48% return, which is significantly higher than ECH's 2.23% return.
NVDY
- 1D
- 1.89%
- 1M
- -4.04%
- YTD
- 11.48%
- 6M
- 14.39%
- 1Y
- 38.93%
- 3Y*
- 52.53%
- 5Y*
- —
- 10Y*
- —
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
NVDY vs. ECH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 11.48% | 27.38% | 114.23% | 41.31% |
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | -1.23% |
Correlation
The correlation between NVDY and ECH is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.21 |
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Return for Risk
NVDY vs. ECH — Risk / Return Rank
NVDY
ECH
NVDY vs. ECH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and iShares MSCI Chile ETF (ECH). 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.
| NVDY | ECH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.86 | +1.19 |
| Martin ratioReturn relative to average drawdown | 7.04 | 4.41 | +2.63 |
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Drawdowns
NVDY vs. ECH - Drawdown Comparison
The maximum NVDY drawdown since its inception was -34.08%, smaller than the maximum ECH drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for NVDY and ECH.
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Drawdown Indicators
| NVDY | ECH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -74.08% | +40.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -19.74% | +6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -34.08% | -25.59% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.89% | — |
Current DrawdownCurrent decline from peak | -7.97% | -24.03% | +16.06% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -37.48% | +31.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 8.33% | -2.79% |
Volatility
NVDY vs. ECH - Volatility Comparison
YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 9.77% compared to iShares MSCI Chile ETF (ECH) at 9.09%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDY | ECH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 9.09% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 21.68% | 21.20% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.13% | 25.51% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.18% | 27.63% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.18% | 27.27% | +10.91% |
NVDY vs. ECH - Expense Ratio Comparison
NVDY has a 0.99% expense ratio, which is higher than ECH's 0.59% expense ratio.
Dividends
NVDY vs. ECH - Dividend Comparison
NVDY's dividend yield for the trailing twelve months is around 66.89%, more than ECH's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
NVDY YieldMax NVDA Option Income Strategy ETF | 66.89% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NVDY and ECH have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (9.77%) compared to ECH (9.09%). In terms of maximum drawdown, NVDY dropped -34.08% vs ECH's -74.08%.
On 3-year performance, NVDY leads with 52.53% vs 14.33% for ECH. On fees, ECH is cheaper at 0.59% per year. On volatility, ECH has been the lower-risk option at 9.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, NVDY has performed better with a 52.53% return vs 14.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ECH is cheaper with a 0.59% expense ratio, compared with 0.99% for NVDY.
NVDY has the higher dividend yield at 66.89%, compared with 1.93% for ECH.
NVDY is categorized as Derivative Income, while ECH is Foreign Large Cap Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for NVDY and 0.59% for ECH.
ECH currently has the higher Sharpe Ratio (1.44 vs 1.39), 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.
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