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NVIT vs. CDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVIT vs. CDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVIT achieves a 6.98% return, which is significantly lower than CDC's 16.97% return.


NVIT

1D
-1.26%
1M
-9.80%
6M
6.98%
YTD
6.98%
1Y
3Y*
5Y*
10Y*

CDC

1D
1.66%
1M
5.19%
6M
16.97%
YTD
16.97%
1Y
20.62%
3Y*
13.65%
5Y*
6.79%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVIT vs. CDC - Yearly Performance Comparison


Correlation

The correlation between NVIT and CDC 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 (All Time)
Calculated using the full available price history since Nov 18, 2025

-0.22

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Return for Risk

NVIT vs. CDC — Risk / Return Rank

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

NVIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CDC
CDC Risk / Return Rank: 7878
Overall Rank
CDC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 8181
Sortino Ratio Rank
CDC Omega Ratio Rank: 7272
Omega Ratio Rank
CDC Calmar Ratio Rank: 8282
Calmar Ratio Rank
CDC Martin Ratio Rank: 8080
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.

NVIT vs. CDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.


NVITCDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.65

Martin ratioReturn relative to average drawdown

12.84

NVIT vs. CDC - Sharpe Ratio Comparison


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Drawdowns

NVIT vs. CDC - Drawdown Comparison

The maximum NVIT drawdown since its inception was -14.24%, smaller than the maximum CDC drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for NVIT and CDC.


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Drawdown Indicators


NVITCDCDifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-21.37%

+7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-13.60%

0.00%

-13.60%

Average Drawdown

Average peak-to-trough decline

-3.86%

-5.08%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

NVIT vs. CDC - Volatility Comparison


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Volatility by Period


NVITCDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.47%

10.01%

+19.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.47%

12.55%

+16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.47%

13.18%

+16.29%

NVIT vs. CDC - Expense Ratio Comparison

NVIT has a 1.08% expense ratio, which is higher than CDC's 0.37% expense ratio.


Dividends

NVIT vs. CDC - Dividend Comparison

NVIT's dividend yield for the trailing twelve months is around 15.63%, more than CDC's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.06%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%
NVIT
YieldMax NVDA Performance & Distribution Target 25 ETF
15.63%2.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVIT and CDC 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.

On fees, CDC is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CDC is cheaper with a 0.37% expense ratio, compared with 1.08% for NVIT.

NVIT has the higher dividend yield at 15.63%, compared with 3.06% for CDC.

NVIT is categorized as Derivative Income, while CDC is Large Cap Value Equities. They also come from different issuers: YieldMax and Crestview. Their fees differ too: 1.08% for NVIT and 0.37% for CDC.

Portfolio Optimizer

Find the right allocation for NVIT and CDC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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