ODTE vs. VAIE
ODTE (VegaShares SPX NDX RTY Premium Income ETF) and VAIE (VegaShares US Equity Autocallable Income ETF) are both Derivative Income funds from VegaShares. Both are actively managed. Their correlation of 0.86 means they have usually moved in the same direction. ODTE charges 0.76%/yr vs 0.74%/yr for VAIE.
Performance
ODTE vs. VAIE - Performance Comparison
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Returns By Period
ODTE
- 1D
- 0.36%
- 1M
- -2.35%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VAIE
- 1D
- 1.59%
- 1M
- 0.32%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.19K | $175.13K | $172.74K | |
| $711.37K | $641.60K | $677.70K |
ODTE vs. VAIE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ODTE VegaShares SPX NDX RTY Premium Income ETF | -2.60% |
VAIE VegaShares US Equity Autocallable Income ETF | 1.02% |
Correlation
The correlation between ODTE and VAIE is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 12, 2026 | 0.86 |
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Return for Risk
ODTE vs. VAIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VegaShares SPX NDX RTY Premium Income ETF (ODTE) and VegaShares US Equity Autocallable Income ETF (VAIE). 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.
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Drawdowns
ODTE vs. VAIE - Drawdown Comparison
The maximum ODTE drawdown since its inception was -7.04%, which is greater than VAIE's maximum drawdown of -4.80%. Use the drawdown chart below to compare losses from any high point for ODTE and VAIE.
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Drawdown Indicators
| ODTE | VAIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.04% | -4.80% | -2.24% |
Current DrawdownCurrent decline from peak | -5.25% | -1.73% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -1.85% | +0.08% |
Volatility
ODTE vs. VAIE - Volatility Comparison
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Volatility by Period
| ODTE | VAIE | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 13.86% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 13.86% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 13.86% | +1.23% |
ODTE vs. VAIE - Expense Ratio Comparison
ODTE has a 0.76% expense ratio, which is higher than VAIE's 0.74% expense ratio.
Dividends
ODTE vs. VAIE - Dividend Comparison
ODTE's dividend yield for the trailing twelve months is around 4.54%, more than VAIE's 3.46% yield.
| Position | TTM |
|---|---|
ODTE VegaShares SPX NDX RTY Premium Income ETF | 4.54% |
VAIE VegaShares US Equity Autocallable Income ETF | 3.46% |
Frequently Asked Questions
ODTE and VAIE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAIE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAIE is cheaper with a 0.74% expense ratio, compared with 0.76% for ODTE.
ODTE has the higher dividend yield at 4.54%, compared with 3.46% for VAIE.
Their fees differ too: 0.76% for ODTE and 0.74% for VAIE.
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