YNVD.NEO vs. YCST.NEO
YNVD.NEO (NVIDIA (NVDA) Yield Shares Purpose ETF) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds from Purpose Investments. Both are actively managed. Over the past year, YNVD.NEO returned 68.73% vs -7.85% for YCST.NEO. At a correlation of -0.13, they often move in opposite directions. YNVD.NEO charges 1.94%/yr vs 0.40%/yr for YCST.NEO.
Performance
YNVD.NEO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YNVD.NEO achieves a 17.05% return, which is significantly higher than YCST.NEO's 12.72% return.
YNVD.NEO
- 1D
- -4.22%
- 1M
- 9.64%
- YTD
- 17.05%
- 6M
- 27.60%
- 1Y
- 68.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YNVD.NEO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YNVD.NEO NVIDIA (NVDA) Yield Shares Purpose ETF | 17.05% | 40.84% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between YNVD.NEO and YCST.NEO is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | -0.13 |
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Return for Risk
YNVD.NEO vs. YCST.NEO — Risk / Return Rank
YNVD.NEO
YCST.NEO
YNVD.NEO vs. YCST.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA (NVDA) Yield Shares Purpose ETF (YNVD.NEO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.
| YNVD.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | -0.38 | +2.34 |
Sortino ratioReturn per unit of downside risk | 2.58 | -0.41 | +2.99 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.95 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | -0.40 | +4.61 |
Martin ratioReturn relative to average drawdown | 11.44 | -0.81 | +12.25 |
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
| YNVD.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | -0.38 | +2.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.50 | -0.18 | +1.69 |
Drawdowns
YNVD.NEO vs. YCST.NEO - Drawdown Comparison
The maximum YNVD.NEO drawdown since its inception was -41.02%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for YNVD.NEO and YCST.NEO.
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Drawdown Indicators
| YNVD.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.02% | -19.70% | -21.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -19.54% | +3.13% |
Current DrawdownCurrent decline from peak | -4.27% | -12.62% | +8.35% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -8.56% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 9.91% | -3.88% |
Volatility
YNVD.NEO vs. YCST.NEO - Volatility Comparison
NVIDIA (NVDA) Yield Shares Purpose ETF (YNVD.NEO) has a higher volatility of 13.09% compared to Costco (COST) Yield Shares Purpose ETF (YCST.NEO) at 10.33%. This indicates that YNVD.NEO's price experiences larger fluctuations and is considered to be riskier than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YNVD.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.09% | 10.33% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 27.53% | 16.64% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.44% | 20.54% | +14.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.47% | 25.22% | +27.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.47% | 25.22% | +27.25% |
YNVD.NEO vs. YCST.NEO - Expense Ratio Comparison
YNVD.NEO has a 1.94% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
YNVD.NEO vs. YCST.NEO - Dividend Comparison
YNVD.NEO's dividend yield for the trailing twelve months is around 21.78%, more than YCST.NEO's 14.01% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% | 0.00% |
YNVD.NEO NVIDIA (NVDA) Yield Shares Purpose ETF | 21.78% | 23.48% | 17.81% |
Frequently Asked Questions
YNVD.NEO and YCST.NEO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 1.94% for YNVD.NEO.
Their fees differ too: 1.94% for YNVD.NEO and 0.40% for YCST.NEO.
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