PortfoliosLab logoPortfoliosLab logo
NVYY vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVYY vs. HDV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, NVYY achieves a 2.22% return, which is significantly lower than HDV's 19.66% return.


NVYY

1D
0.07%
1M
0.55%
6M
4.79%
YTD
2.22%
1Y
3.34%
3Y*
5Y*
10Y*
ALL TIME*
27.57%

HDV

1D
-0.24%
1M
3.72%
6M
7.30%
YTD
19.66%
1Y
24.30%
3Y*
15.80%
5Y*
12.00%
10Y*
9.57%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$205.70M$171.89M$116.16M
$411.29K$472.16K$983.08K

NVYY vs. HDV - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
2.22%31.98%
HDV
iShares Core High Dividend ETF
19.66%8.12%

Correlation

The correlation between NVYY and HDV is -0.22, 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.

-0.22

Correlation (All Time)
Calculated using the full available price history since May 13, 2025

-0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NVYY vs. HDV — Risk / Return Rank

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

NVYY
NVYY Risk / Return Rank: 1313
Overall Rank
NVYY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
NVYY Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVYY Omega Ratio Rank: 1313
Omega Ratio Rank
NVYY Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVYY Martin Ratio Rank: 1313
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 8787
Overall Rank
HDV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 9090
Sortino Ratio Rank
HDV Omega Ratio Rank: 8484
Omega Ratio Rank
HDV Calmar Ratio Rank: 9292
Calmar Ratio Rank
HDV Martin Ratio Rank: 8484
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.

NVYY vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) 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.

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.


NVYYHDVDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

1.05

1.40

-0.35

Calmar ratioReturn relative to maximum drawdown

0.22

4.71

-4.49

Martin ratioReturn relative to average drawdown

0.47

12.85

-12.38

NVYY vs. HDV - Sharpe Ratio Comparison

The current NVYY Sharpe Ratio is 0.14, which is lower than the HDV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of NVYY 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.


Loading charts...

Drawdowns

NVYY vs. HDV - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for NVYY and HDV.


Loading charts...

Drawdown Indicators


NVYYHDVDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-37.04%

+22.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-5.18%

-9.72%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

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

-7.03%

-1.72%

-5.31%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.06%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

1.90%

+5.22%

Volatility

NVYY vs. HDV - Volatility Comparison

The current volatility for GraniteShares YieldBOOST NVDA ETF (NVYY) is 3.80%, while iShares Core High Dividend ETF (HDV) has a volatility of 4.12%. This indicates that NVYY experiences smaller price fluctuations and is considered to be less risky than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NVYYHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.12%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

8.54%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.50%

10.80%

+12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

12.94%

+9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

15.78%

+7.11%

NVYY vs. HDV - Expense Ratio Comparison

NVYY has a 1.15% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

NVYY vs. HDV - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 132.51%, more than HDV's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
3.08%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
NVYY
GraniteShares YieldBOOST NVDA ETF
132.51%75.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVYY 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.

HDV has higher volatility (4.12%) compared to NVYY (3.80%). In terms of maximum drawdown, NVYY dropped -14.90% vs HDV's -37.04%.

On 1-year performance, HDV leads with 24.30% vs 3.34% for NVYY. On fees, HDV is cheaper at 0.08% per year. On volatility, NVYY has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HDV has performed better with a 24.30% return vs 3.34%. 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 1.15% for NVYY.

NVYY has the higher dividend yield at 132.51%, compared with 3.08% for HDV.

NVYY is categorized as Leveraged Equities, while HDV is Dividend. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for NVYY and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.26 vs 0.14), 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

Find the right allocation for NVYY and HDV

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

Open Portfolio Optimizer