NVDY vs. VTV
NVDY (YieldMax NVDA Option Income Strategy ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - NVDY is a Derivative Income fund actively managed by YieldMax, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. NVDY is actively managed, while VTV is passively managed. Over the past 3 years, NVDY returned 53.70%/yr vs 17.72%/yr for VTV. At a 0.22 correlation, their price movements are largely independent. NVDY charges 0.99%/yr vs 0.04%/yr for VTV.
Performance
NVDY vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, NVDY achieves a 10.31% return, which is significantly lower than VTV's 11.91% return.
NVDY
- 1D
- 1.46%
- 1M
- -2.61%
- YTD
- 10.31%
- 6M
- 11.29%
- 1Y
- 42.27%
- 3Y*
- 53.70%
- 5Y*
- —
- 10Y*
- —
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
NVDY vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 10.31% | 27.38% | 114.23% | 41.31% |
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 10.91% |
Correlation
The correlation between NVDY and VTV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
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 | 0.22 |
The correlation between NVDY and VTV shifts across timeframes, from 0.11 (1 year) to 0.22 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
NVDY vs. VTV — Risk / Return Rank
NVDY
VTV
NVDY vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and Vanguard Value ETF (VTV). 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.
| NVDY | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 4.03 | -0.72 |
| Martin ratioReturn relative to average drawdown | 8.03 | 15.20 | -7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVDY | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.52 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.51 | +1.08 |
Drawdowns
NVDY vs. VTV - Drawdown Comparison
The maximum NVDY drawdown since its inception was -34.08%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NVDY and VTV.
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Drawdown Indicators
| NVDY | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -59.27% | +25.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -6.35% | -6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -34.08% | -14.52% | -19.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | -8.93% | -1.11% | -7.82% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -7.87% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 1.68% | +3.60% |
Volatility
NVDY vs. VTV - Volatility Comparison
YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 10.13% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDY | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 2.65% | +7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 7.67% | +13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.86% | 10.18% | +17.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.29% | 13.89% | +24.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 16.68% | +21.61% |
NVDY vs. VTV - Expense Ratio Comparison
NVDY has a 0.99% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
NVDY vs. VTV - Dividend Comparison
NVDY's dividend yield for the trailing twelve months is around 64.50%, more than VTV's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 64.50% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
NVDY and VTV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (10.13%) compared to VTV (2.65%). In terms of maximum drawdown, NVDY dropped -34.08% vs VTV's -59.27%.
On 3-year performance, NVDY leads with 53.70% vs 17.72% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.65%. 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 53.70% return vs 17.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTV is cheaper with a 0.04% expense ratio, compared with 0.99% for NVDY.
NVDY has the higher dividend yield at 64.50%, compared with 1.87% for VTV.
NVDY is categorized as Derivative Income, while VTV is Large Cap Value Equities. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 0.99% for NVDY and 0.04% for VTV.
VTV currently has the higher Sharpe Ratio (2.52 vs 1.53), 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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