SCHH vs. NVDY
SCHH (Schwab US REIT ETF) and NVDY (YieldMax NVDA Option Income Strategy ETF) are both exchange-traded funds - SCHH is a REIT fund tracking the Dow Jones Equity All REIT Capped Index, while NVDY is a Derivative Income fund actively managed by YieldMax. SCHH is passively managed, while NVDY is actively managed. Over the past 3 years, SCHH returned 9.97%/yr vs 53.70%/yr for NVDY. At a 0.03 correlation, their price movements are largely independent. SCHH charges 0.07%/yr vs 0.99%/yr for NVDY.
Performance
SCHH vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, SCHH achieves a 12.43% return, which is significantly higher than NVDY's 10.31% return.
SCHH
- 1D
- -1.35%
- 1M
- -0.72%
- YTD
- 12.43%
- 6M
- 12.55%
- 1Y
- 12.92%
- 3Y*
- 9.97%
- 5Y*
- 2.78%
- 10Y*
- 4.14%
NVDY
- 1D
- 1.46%
- 1M
- -2.61%
- YTD
- 10.31%
- 6M
- 11.29%
- 1Y
- 42.27%
- 3Y*
- 53.70%
- 5Y*
- —
- 10Y*
- —
SCHH vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SCHH Schwab US REIT ETF | 12.43% | 2.20% | 4.99% | 9.51% |
NVDY YieldMax NVDA Option Income Strategy ETF | 10.31% | 27.38% | 114.23% | 41.31% |
Correlation
The correlation between SCHH and NVDY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.03 |
The correlation between SCHH and NVDY shifts across timeframes, from -0.07 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SCHH vs. NVDY — Risk / Return Rank
SCHH
NVDY
SCHH vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.
| SCHH | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.31 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.92 | 8.03 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHH | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.53 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.59 | -1.25 |
Drawdowns
SCHH vs. NVDY - Drawdown Comparison
The maximum SCHH drawdown since its inception was -44.22%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for SCHH and NVDY.
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Drawdown Indicators
| SCHH | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -34.08% | -10.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -12.81% | +4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.76% | -34.08% | +16.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.22% | — | — |
Current DrawdownCurrent decline from peak | -2.01% | -8.93% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -6.16% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 5.28% | -2.65% |
Volatility
SCHH vs. NVDY - Volatility Comparison
The current volatility for Schwab US REIT ETF (SCHH) is 4.21%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 10.13%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHH | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 10.13% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 21.34% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 27.86% | -14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 38.29% | -19.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 38.29% | -17.31% |
SCHH vs. NVDY - Expense Ratio Comparison
SCHH has a 0.07% expense ratio, which is lower than NVDY's 0.99% expense ratio.
Dividends
SCHH vs. NVDY - Dividend Comparison
SCHH's dividend yield for the trailing twelve months is around 2.79%, less than NVDY's 64.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 64.50% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHH Schwab US REIT ETF | 2.79% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Frequently Asked Questions
SCHH and NVDY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (10.13%) compared to SCHH (4.21%). In terms of maximum drawdown, SCHH dropped -44.22% vs NVDY's -34.08%.
On 3-year performance, NVDY leads with 53.70% vs 9.97% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, SCHH has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, NVDY has performed better with a 53.70% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHH is cheaper with a 0.07% expense ratio, compared with 0.99% for NVDY.
NVDY has the higher dividend yield at 64.50%, compared with 2.79% for SCHH.
SCHH is categorized as REIT, while NVDY is Derivative Income. They also come from different issuers: Charles Schwab and YieldMax. Their fees differ too: 0.07% for SCHH and 0.99% for NVDY.
NVDY currently has the higher Sharpe Ratio (1.53 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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