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NVDY vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDY vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NVDA Option Income Strategy ETF (NVDY) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with NVDY having a 13.06% return and HDV slightly lower at 12.69%.


NVDY

1D
-2.22%
1M
5.54%
YTD
13.06%
6M
17.67%
1Y
46.64%
3Y*
54.54%
5Y*
10Y*

HDV

1D
0.37%
1M
0.29%
YTD
12.69%
6M
12.16%
1Y
20.35%
3Y*
14.94%
5Y*
10.32%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDY vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023
NVDY
YieldMax NVDA Option Income Strategy ETF
13.06%27.38%114.23%42.02%
HDV
iShares Core High Dividend ETF
12.69%11.90%14.16%5.97%

Correlation

The correlation between NVDY and HDV is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since May 12, 2023

-0.07

The correlation between NVDY and HDV shifts across timeframes, from -0.22 (1 year) to -0.07 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

NVDY vs. HDV — Risk / Return Rank

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

NVDY
NVDY Risk / Return Rank: 5252
Overall Rank
NVDY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4545
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4444
Omega Ratio Rank
NVDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
NVDY Martin Ratio Rank: 5252
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 6464
Overall Rank
HDV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDV Omega Ratio Rank: 5757
Omega Ratio Rank
HDV Calmar Ratio Rank: 7676
Calmar Ratio Rank
HDV Martin Ratio Rank: 6161
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.

NVDY vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and iShares Core High Dividend ETF (HDV). 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.


NVDYHDVDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

3.66

3.95

-0.29

Martin ratioReturn relative to average drawdown

9.00

11.02

-2.01

NVDY vs. HDV - Sharpe Ratio Comparison

The current NVDY Sharpe Ratio is 1.72, which is comparable to the HDV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of NVDY and HDV, 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


NVDYHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.10

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.64

0.72

+0.91

Drawdowns

NVDY vs. HDV - Drawdown Comparison

The maximum NVDY drawdown since its inception was -34.08%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for NVDY and HDV.


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Drawdown Indicators


NVDYHDVDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-37.04%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-5.18%

-7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

-10.49%

-23.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-6.66%

-2.54%

-4.12%

Average Drawdown

Average peak-to-trough decline

-6.15%

-3.09%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

1.85%

+3.35%

Volatility

NVDY vs. HDV - Volatility Comparison

YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 9.46% compared to iShares Core High Dividend ETF (HDV) at 3.19%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDYHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

3.19%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.68%

7.56%

+13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

9.73%

+17.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.24%

12.82%

+25.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.24%

15.73%

+22.51%

NVDY vs. HDV - Expense Ratio Comparison

NVDY has a 0.99% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

NVDY vs. HDV - Dividend Comparison

NVDY's dividend yield for the trailing twelve months is around 61.36%, more than HDV's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.91%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
NVDY
YieldMax NVDA Option Income Strategy ETF
61.36%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 HDV have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDY has higher volatility (9.46%) compared to HDV (3.19%). In terms of maximum drawdown, NVDY dropped -34.08% vs HDV's -37.04%.

On 3-year performance, NVDY leads with 54.54% vs 14.94% for HDV. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.19%. 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 54.54% return vs 14.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDV is cheaper with a 0.08% expense ratio, compared with 0.99% for NVDY.

NVDY has the higher dividend yield at 61.36%, compared with 2.91% for HDV.

NVDY is categorized as Derivative Income, while HDV is Dividend. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for NVDY and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.10 vs 1.72), 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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