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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.

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Returns By Period

In the year-to-date period, NVYY achieves a 5.46% return, which is significantly lower than HDV's 13.48% return.


NVYY

1D
0.82%
1M
6.57%
YTD
5.46%
6M
3.18%
1Y
31.98%
3Y*
5Y*
10Y*

HDV

1D
0.70%
1M
0.51%
YTD
13.48%
6M
13.49%
1Y
22.15%
3Y*
15.28%
5Y*
10.47%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVYY vs. HDV - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
5.46%31.62%
HDV
iShares Core High Dividend ETF
13.48%8.89%

Correlation

The correlation between NVYY and HDV is -0.17, 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

-0.17

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

-0.15

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Return for Risk

NVYY vs. HDV — Risk / Return Rank

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

NVYY
NVYY Risk / Return Rank: 3838
Overall Rank
NVYY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NVYY Sortino Ratio Rank: 3333
Sortino Ratio Rank
NVYY Omega Ratio Rank: 3939
Omega Ratio Rank
NVYY Calmar Ratio Rank: 4444
Calmar Ratio Rank
NVYY Martin Ratio Rank: 3333
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7373
Overall Rank
HDV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
HDV Omega Ratio Rank: 6767
Omega Ratio Rank
HDV Calmar Ratio Rank: 8282
Calmar Ratio Rank
HDV Martin Ratio Rank: 6666
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.

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.


NVYYHDVDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

2.16

4.30

-2.14

Martin ratioReturn relative to average drawdown

4.93

11.97

-7.04

NVYY vs. HDV - Sharpe Ratio Comparison

The current NVYY Sharpe Ratio is 1.32, which is lower than the HDV Sharpe Ratio of 2.29. 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.


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Sharpe Ratios by Period


NVYYHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.29

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.73

+0.79

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.


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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

-4.08%

-1.86%

-2.22%

Average Drawdown

Average peak-to-trough decline

-5.00%

-3.09%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

1.86%

+4.64%

Volatility

NVYY vs. HDV - Volatility Comparison

GraniteShares YieldBOOST NVDA ETF (NVYY) has a higher volatility of 4.58% compared to iShares Core High Dividend ETF (HDV) at 3.23%. This indicates that NVYY'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


NVYYHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

3.23%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

16.79%

7.54%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

9.75%

+14.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

12.82%

+11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

15.73%

+8.33%

NVYY vs. HDV - Expense Ratio Comparison

NVYY has a 1.07% 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 146.42%, more than HDV's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.89%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
146.42%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 -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVYY has higher volatility (4.58%) compared to HDV (3.23%). In terms of maximum drawdown, NVYY dropped -14.90% vs HDV's -37.04%.

On 1-year performance, NVYY leads with 31.98% vs 22.15% for HDV. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NVYY has performed better with a 31.98% return vs 22.15%. 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 1.07% for NVYY.

NVYY has the higher dividend yield at 146.42%, compared with 2.89% 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: 1.07% for NVYY and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.29 vs 1.32), 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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