NYYY vs. XYLD
NYYY (xETFs NVDA Daily Income ETF) and XYLD (Global X S&P 500 Covered Call ETF) are both Derivative Income funds. NYYY is actively managed, while XYLD is passively managed. Their 0.58 correlation means they have sometimes moved together and sometimes differently. NYYY charges 0.99%/yr vs 0.60%/yr for XYLD.
Performance
NYYY vs. XYLD - Performance Comparison
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Returns By Period
NYYY
- 1D
- -4.71%
- 1M
- 1.24%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
XYLD
- 1D
- 0.07%
- 1M
- 2.43%
- 6M
- 5.85%
- YTD
- 7.06%
- 1Y
- 16.68%
- 3Y*
- 11.20%
- 5Y*
- 7.72%
- 10Y*
- 8.17%
- ALL TIME*
- 8.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.82K | $8.28K | $21.37K | |
| $38.30M | $37.42M | $31.92M |
NYYY vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NYYY xETFs NVDA Daily Income ETF | -13.14% |
XYLD Global X S&P 500 Covered Call ETF | 3.30% |
Correlation
The correlation between NYYY and XYLD is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 15, 2026 | 0.58 |
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Return for Risk
NYYY vs. XYLD — Risk / Return Rank
NYYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XYLD
NYYY vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for xETFs NVDA Daily Income ETF (NYYY) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| NYYY | XYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.54 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.17 | — |
| Martin ratioReturn relative to average drawdown | — | 16.47 | — |
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Drawdowns
NYYY vs. XYLD - Drawdown Comparison
The maximum NYYY drawdown since its inception was -14.30%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for NYYY and XYLD.
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Drawdown Indicators
| NYYY | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -33.46% | +19.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -13.24% | -0.44% | -12.80% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -3.68% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.02% | — |
Volatility
NYYY vs. XYLD - Volatility Comparison
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Volatility by Period
| NYYY | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.53% | 7.00% | +29.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.53% | 11.25% | +25.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.53% | 14.15% | +22.38% |
NYYY vs. XYLD - Expense Ratio Comparison
NYYY has a 0.99% expense ratio, which is higher than XYLD's 0.60% expense ratio.
Dividends
NYYY vs. XYLD - Dividend Comparison
NYYY's dividend yield for the trailing twelve months is around 3.69%, less than XYLD's 10.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYYY xETFs NVDA Daily Income ETF | 3.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.63% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Frequently Asked Questions
NYYY and XYLD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYLD is cheaper with a 0.60% expense ratio, compared with 0.99% for NYYY.
XYLD has the higher dividend yield at 10.63%, compared with 3.69% for NYYY.
They also come from different issuers: xETFs and Global X. Their fees differ too: 0.99% for NYYY and 0.60% for XYLD.
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