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ODTE vs. CHPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ODTE vs. CHPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VegaShares SPX NDX RTY Premium Income ETF (ODTE) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ODTE

1D
-3.53%
1M
-1.06%
YTD
6M
1Y
3Y*
5Y*
10Y*

CHPY

1D
4.74%
1M
10.94%
YTD
73.28%
6M
71.52%
1Y
129.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ODTE vs. CHPY - Yearly Performance Comparison


Correlation

The correlation between ODTE and CHPY is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 6, 2026

0.74

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Return for Risk

ODTE vs. CHPY — Risk / Return Rank

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

ODTE

CHPY
CHPY Risk / Return Rank: 9696
Overall Rank
CHPY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CHPY Sortino Ratio Rank: 9494
Sortino Ratio Rank
CHPY Omega Ratio Rank: 9595
Omega Ratio Rank
CHPY Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHPY Martin Ratio Rank: 9797
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.

ODTE vs. CHPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VegaShares SPX NDX RTY Premium Income ETF (ODTE) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.


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

ODTE vs. CHPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ODTECHPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.39

Sharpe Ratio (All Time)

Calculated using the full available price history

4.46

4.14

+0.33

Drawdowns

ODTE vs. CHPY - Drawdown Comparison

The maximum ODTE drawdown since its inception was -3.86%, smaller than the maximum CHPY drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for ODTE and CHPY.


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Drawdown Indicators


ODTECHPYDifference

Max Drawdown

Largest peak-to-trough decline

-3.86%

-12.17%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

Current Drawdown

Current decline from peak

-3.86%

-6.73%

+2.87%

Average Drawdown

Average peak-to-trough decline

-0.47%

-2.03%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

Volatility

ODTE vs. CHPY - Volatility Comparison


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Volatility by Period


ODTECHPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.72%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

29.71%

-15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

34.55%

-19.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

34.55%

-19.88%

ODTE vs. CHPY - Expense Ratio Comparison

ODTE has a 0.76% expense ratio, which is lower than CHPY's 0.99% expense ratio.


Dividends

ODTE vs. CHPY - Dividend Comparison

ODTE's dividend yield for the trailing twelve months is around 2.19%, less than CHPY's 30.01% yield.


Frequently Asked Questions


ODTE and CHPY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ODTE is cheaper at 0.76% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ODTE is cheaper with a 0.76% expense ratio, compared with 0.99% for CHPY.

CHPY has the higher dividend yield at 30.01%, compared with 2.19% for ODTE.

They also come from different issuers: VegaShares and YieldMax. Their fees differ too: 0.76% for ODTE and 0.99% for CHPY.

Portfolio Optimizer

Find the right allocation for ODTE and CHPY

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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