VDC vs. NVDY
VDC (Vanguard Consumer Staples ETF) and NVDY (YieldMax NVDA Option Income Strategy ETF) are both exchange-traded funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while NVDY is a Derivative Income fund actively managed by YieldMax. VDC is passively managed, while NVDY is actively managed. Over the past 3 years, VDC returned 7.43%/yr vs 54.54%/yr for NVDY. At a correlation of -0.11, they often move in opposite directions. VDC charges 0.09%/yr vs 0.99%/yr for NVDY.
Performance
VDC vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, VDC achieves a 5.75% return, which is significantly lower than NVDY's 13.06% return.
VDC
- 1D
- 0.61%
- 1M
- -3.32%
- YTD
- 5.75%
- 6M
- 4.31%
- 1Y
- 1.24%
- 3Y*
- 7.43%
- 5Y*
- 6.06%
- 10Y*
- 7.59%
NVDY
- 1D
- -2.22%
- 1M
- 5.54%
- YTD
- 13.06%
- 6M
- 17.67%
- 1Y
- 46.64%
- 3Y*
- 54.54%
- 5Y*
- —
- 10Y*
- —
VDC vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 5.75% | 2.17% | 13.30% | -1.89% |
NVDY YieldMax NVDA Option Income Strategy ETF | 13.06% | 27.38% | 114.23% | 42.02% |
Correlation
The correlation between VDC and NVDY is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | -0.11 |
The correlation between VDC and NVDY shifts across timeframes, from -0.28 (1 year) to -0.10 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VDC vs. NVDY — Risk / Return Rank
VDC
NVDY
VDC vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) 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.
| VDC | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.29 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 3.66 | -3.52 |
| Martin ratioReturn relative to average drawdown | 0.28 | 9.00 | -8.72 |
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
| VDC | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.72 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.64 | -0.97 |
Drawdowns
VDC vs. NVDY - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, roughly equal to the maximum NVDY drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VDC and NVDY.
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Drawdown Indicators
| VDC | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -34.08% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -12.81% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -11.78% | -34.08% | +22.30% |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.31% | — | — |
Current DrawdownCurrent decline from peak | -8.52% | -6.66% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -6.15% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 5.20% | -0.71% |
Volatility
VDC vs. NVDY - Volatility Comparison
The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.09%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.46%. This indicates that VDC 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
| VDC | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 9.46% | -5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 20.68% | -10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 27.35% | -14.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 38.24% | -25.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 38.24% | -23.60% |
VDC vs. NVDY - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than NVDY's 0.99% expense ratio.
Dividends
VDC vs. NVDY - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.17%, less than NVDY's 61.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 61.36% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.17% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
VDC and NVDY have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (9.46%) compared to VDC (4.09%). In terms of maximum drawdown, VDC dropped -34.24% vs NVDY's -34.08%.
On 3-year performance, NVDY leads with 54.54% vs 7.43% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.09%. 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 54.54% return vs 7.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDC is cheaper with a 0.09% expense ratio, compared with 0.99% for NVDY.
NVDY has the higher dividend yield at 61.36%, compared with 2.17% for VDC.
VDC is categorized as Consumer Staples Equities, while NVDY is Derivative Income. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.09% for VDC and 0.99% for NVDY.
NVDY currently has the higher Sharpe Ratio (1.72 vs 0.10), 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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