VAIE vs. USOY
VAIE (VegaShares US Equity Autocallable Income ETF) and USOY (Defiance Oil Enhanced Options Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.09, they often move in opposite directions.
Performance
VAIE vs. USOY - Performance Comparison
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Returns By Period
VAIE
- 1D
- -0.25%
- 1M
- -2.99%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USOY
- 1D
- -2.45%
- 1M
- -15.33%
- YTD
- 29.48%
- 6M
- 31.13%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VAIE vs. USOY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VAIE VegaShares US Equity Autocallable Income ETF | -1.07% |
USOY Defiance Oil Enhanced Options Income ETF | -19.39% |
Correlation
The correlation between VAIE and USOY is -0.09, 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 (All Time) Calculated using the full available price history since May 12, 2026 | -0.09 |
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Return for Risk
VAIE vs. USOY — Risk / Return Rank
VAIE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USOY
VAIE vs. USOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VegaShares US Equity Autocallable Income ETF (VAIE) and Defiance Oil Enhanced Options Income ETF (USOY). 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.
| VAIE | USOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.07 | — |
| Martin ratioReturn relative to average drawdown | — | 3.77 | — |
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Drawdowns
VAIE vs. USOY - Drawdown Comparison
The maximum VAIE drawdown since its inception was -4.80%, smaller than the maximum USOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for VAIE and USOY.
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Drawdown Indicators
| VAIE | USOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.80% | -24.40% | +19.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -3.77% | -24.24% | +20.47% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -6.73% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.92% | — |
Volatility
VAIE vs. USOY - Volatility Comparison
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Volatility by Period
| VAIE | USOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 28.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 31.28% | -17.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 26.71% | -12.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.09% | 26.71% | -12.62% |
Dividends
VAIE vs. USOY - Dividend Comparison
VAIE's dividend yield for the trailing twelve months is around 1.89%, less than USOY's 69.64% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
USOY Defiance Oil Enhanced Options Income ETF | 69.64% | 104.32% | 48.60% |
VAIE VegaShares US Equity Autocallable Income ETF | 1.89% | 0.00% | 0.00% |
Frequently Asked Questions
VAIE and USOY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USOY has the higher dividend yield at 69.64%, compared with 1.89% for VAIE.
They also come from different issuers: VegaShares and Defiance.
Find the right allocation for VAIE and USOY
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