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NYYY vs. TLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYYY vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in xETFs NVDA Daily Income ETF (NYYY) and Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NYYY

1D
0.39%
1M
-4.80%
6M
YTD
1Y
3Y*
5Y*
10Y*

TLTX

1D
-0.85%
1M
-0.76%
6M
-0.47%
YTD
-0.74%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYYY vs. TLTX - Yearly Performance Comparison


Correlation

The correlation between NYYY and TLTX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 15, 2026

0.20

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Return for Risk

NYYY vs. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for xETFs NVDA Daily Income ETF (NYYY) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.


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

NYYY vs. TLTX - Sharpe Ratio Comparison


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Drawdowns

NYYY vs. TLTX - Drawdown Comparison

The maximum NYYY drawdown since its inception was -14.30%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for NYYY and TLTX.


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Drawdown Indicators


NYYYTLTXDifference

Max Drawdown

Largest peak-to-trough decline

-14.30%

-6.35%

-7.95%

Current Drawdown

Current decline from peak

-13.19%

-4.42%

-8.77%

Average Drawdown

Average peak-to-trough decline

-7.53%

-2.30%

-5.23%

Volatility

NYYY vs. TLTX - Volatility Comparison


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Volatility by Period


NYYYTLTXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

34.44%

9.36%

+25.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.44%

9.36%

+25.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.44%

9.36%

+25.08%

NYYY vs. TLTX - Expense Ratio Comparison

NYYY has a 0.99% expense ratio, which is higher than TLTX's 0.29% expense ratio.


Dividends

NYYY vs. TLTX - Dividend Comparison

NYYY's dividend yield for the trailing twelve months is around 2.47%, less than TLTX's 17.57% yield.


Frequently Asked Questions


NYYY and TLTX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLTX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLTX is cheaper with a 0.29% expense ratio, compared with 0.99% for NYYY.

TLTX has the higher dividend yield at 17.57%, compared with 2.47% for NYYY.

NYYY is categorized as Derivative Income, while TLTX is Government Bonds. They also come from different issuers: xETFs and Global X. Their fees differ too: 0.99% for NYYY and 0.29% for TLTX.

Portfolio Optimizer

Find the right allocation for NYYY and TLTX

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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