ODTE vs. EGGY
ODTE (VegaShares SPX NDX RTY Premium Income ETF) and EGGY (NestYield Dynamic Income ETF) are both Derivative Income funds. Both are actively managed. A 0.62 correlation means they provide meaningful diversification when combined. ODTE charges 0.76%/yr vs 0.95%/yr for EGGY.
Performance
ODTE vs. EGGY - Performance Comparison
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Returns By Period
ODTE
- 1D
- -0.88%
- 1M
- -2.97%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGGY
- 1D
- -6.16%
- 1M
- -8.43%
- 6M
- 28.62%
- YTD
- 28.62%
- 1Y
- 32.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ODTE vs. EGGY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ODTE VegaShares SPX NDX RTY Premium Income ETF | 11.25% |
EGGY NestYield Dynamic Income ETF | 33.60% |
Correlation
The correlation between ODTE and EGGY is 0.62, 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 2, 2026 | 0.62 |
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Return for Risk
ODTE vs. EGGY — Risk / Return Rank
ODTE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EGGY
ODTE vs. EGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VegaShares SPX NDX RTY Premium Income ETF (ODTE) and NestYield Dynamic Income ETF (EGGY). 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.
| ODTE | EGGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.80 | — |
| Martin ratioReturn relative to average drawdown | — | 4.38 | — |
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Drawdowns
ODTE vs. EGGY - Drawdown Comparison
The maximum ODTE drawdown since its inception was -4.67%, smaller than the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for ODTE and EGGY.
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Drawdown Indicators
| ODTE | EGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.67% | -18.34% | +13.67% |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.34% | — |
Current DrawdownCurrent decline from peak | -2.97% | -14.53% | +11.56% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -5.26% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.52% | — |
Volatility
ODTE vs. EGGY - Volatility Comparison
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Volatility by Period
| ODTE | EGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 20.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 34.71% | -19.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 32.12% | -16.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 32.12% | -16.61% |
ODTE vs. EGGY - Expense Ratio Comparison
ODTE has a 0.76% expense ratio, which is lower than EGGY's 0.95% expense ratio.
Dividends
ODTE vs. EGGY - Dividend Comparison
ODTE's dividend yield for the trailing twelve months is around 3.27%, less than EGGY's 29.41% yield.
| Position | TTM | 2025 |
|---|---|---|
EGGY NestYield Dynamic Income ETF | 29.41% | 28.26% |
ODTE VegaShares SPX NDX RTY Premium Income ETF | 3.27% | 0.00% |
Frequently Asked Questions
ODTE and EGGY have a correlation of 0.62, 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 0.95% for EGGY.
EGGY has the higher dividend yield at 29.41%, compared with 3.27% for ODTE.
They also come from different issuers: VegaShares and NestYield. Their fees differ too: 0.76% for ODTE and 0.95% for EGGY.
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