PortfoliosLab logoPortfoliosLab logo
GOOW vs. NVII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) and REX NVDA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GOOW vs. NVII - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%75.51%
NVII
REX NVDA Growth & Income ETF
-4.80%11.47%

Returns By Period

In the year-to-date period, GOOW achieves a -10.57% return, which is significantly lower than NVII's -4.80% return.


GOOW

1D
6.43%
1M
-9.30%
YTD
-10.57%
6M
19.53%
1Y
3Y*
5Y*
10Y*

NVII

1D
6.41%
1M
0.12%
YTD
-4.80%
6M
-5.03%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOOW vs. NVII - Expense Ratio Comparison

Both GOOW and NVII have an expense ratio of 0.99%.


Return for Risk

GOOW vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and REX NVDA Growth & Income ETF (NVII). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOW vs. NVII - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GOOWNVIIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

1.48

+1.18

Correlation

The correlation between GOOW and NVII is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GOOW vs. NVII - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.69%, less than NVII's 47.99% yield.


Drawdowns

GOOW vs. NVII - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, which is greater than NVII's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for GOOW and NVII.


Loading graphics...

Drawdown Indicators


GOOWNVIIDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-18.47%

-6.41%

Current Drawdown

Current decline from peak

-20.04%

-13.24%

-6.80%

Average Drawdown

Average peak-to-trough decline

-4.73%

-5.62%

+0.89%

Volatility

GOOW vs. NVII - Volatility Comparison


Loading graphics...

Volatility by Period


GOOWNVIIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

34.50%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.23%

34.50%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.23%

34.50%

+0.73%