BRKW vs. NVDW
BRKW (Roundhill BRKB WeeklyPay ETF) and NVDW (Roundhill NVDA WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, BRKW returned -3.41% vs 26.14% for NVDW. At a correlation of -0.23, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
BRKW vs. NVDW - Performance Comparison
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Returns By Period
In the year-to-date period, BRKW achieves a -5.09% return, which is significantly lower than NVDW's 3.26% return.
BRKW
- 1D
- -1.72%
- 1M
- 0.55%
- YTD
- -5.09%
- 6M
- -4.87%
- 1Y
- -3.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- -1.74%
- 1M
- -10.84%
- YTD
- 3.26%
- 6M
- 2.08%
- 1Y
- 26.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRKW vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | -5.09% | 1.85% |
NVDW Roundhill NVDA WeeklyPay ETF | 3.26% | 32.42% |
Correlation
The correlation between BRKW and NVDW is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.23 |
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Return for Risk
BRKW vs. NVDW — Risk / Return Rank
BRKW
NVDW
BRKW vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill NVDA WeeklyPay ETF (NVDW). 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.
| BRKW | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.03 | -1.30 |
| Martin ratioReturn relative to average drawdown | -0.54 | 2.35 | -2.90 |
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Drawdowns
BRKW vs. NVDW - Drawdown Comparison
The maximum BRKW drawdown since its inception was -12.64%, smaller than the maximum NVDW drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for BRKW and NVDW.
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Drawdown Indicators
| BRKW | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -25.54% | +12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.64% | -25.54% | +12.90% |
Current DrawdownCurrent decline from peak | -8.12% | -20.44% | +12.32% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -8.59% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 11.15% | -4.88% |
Volatility
BRKW vs. NVDW - Volatility Comparison
The current volatility for Roundhill BRKB WeeklyPay ETF (BRKW) is 4.69%, while Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 15.11%. This indicates that BRKW experiences smaller price fluctuations and is considered to be less risky than NVDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKW | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 15.11% | -10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 31.81% | -19.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 42.48% | -25.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 41.92% | -24.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 41.92% | -24.76% |
BRKW vs. NVDW - Expense Ratio Comparison
Both BRKW and NVDW have an expense ratio of 0.99%.
Dividends
BRKW vs. NVDW - Dividend Comparison
BRKW's dividend yield for the trailing twelve months is around 25.75%, less than NVDW's 65.71% yield.
| Position | TTM | 2025 |
|---|---|---|
BRKW Roundhill BRKB WeeklyPay ETF | 25.75% | 14.45% |
NVDW Roundhill NVDA WeeklyPay ETF | 65.71% | 38.94% |
Frequently Asked Questions
BRKW and NVDW have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDW has higher volatility (15.11%) compared to BRKW (4.69%). In terms of maximum drawdown, BRKW dropped -12.64% vs NVDW's -25.54%.
On 1-year performance, NVDW leads with 26.14% vs -3.41% for BRKW. Both ETFs have the same 0.99% expense ratio. On volatility, BRKW has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NVDW has performed better with a 26.14% return vs -3.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BRKW and NVDW have the same expense ratio: 0.99% per year.
NVDW has the higher dividend yield at 65.71%, compared with 25.75% for BRKW.
NVDW currently has the higher Sharpe Ratio (0.62 vs -0.20), 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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