IBDV vs. NVDW
IBDV (iShares iBonds Dec 2030 Term Corporate ETF) and NVDW (Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF) are both exchange-traded funds - IBDV is a Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while NVDW is a Derivative Income fund actively managed by Roundhill. IBDV is passively managed, while NVDW is actively managed. Over the past year, IBDV returned 4.91% vs 56.88% for NVDW. At a 0.00 correlation, their price movements are largely independent. IBDV charges 0.10%/yr vs 0.99%/yr for NVDW.
Performance
IBDV vs. NVDW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBDV achieves a 0.30% return, which is significantly lower than NVDW's 15.96% return.
IBDV
- 1D
- -0.11%
- 1M
- 0.12%
- YTD
- 0.30%
- 6M
- 0.51%
- 1Y
- 4.91%
- 3Y*
- 5.56%
- 5Y*
- 0.95%
- 10Y*
- —
NVDW
- 1D
- -4.20%
- 1M
- 9.65%
- YTD
- 15.96%
- 6M
- 20.80%
- 1Y
- 56.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDV vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.30% | 4.55% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 15.96% | 40.00% |
Correlation
The correlation between IBDV and NVDW is 0.01, 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 (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2025 | 0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBDV vs. NVDW — Risk / Return Rank
IBDV
NVDW
IBDV vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Roundhill ETF Trust 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.
| IBDV | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.24 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.25 | 5.44 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBDV | NVDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.39 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.52 | -1.35 |
Drawdowns
IBDV vs. NVDW - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum NVDW drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for IBDV and NVDW.
Loading charts...
Drawdown Indicators
| IBDV | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -25.54% | +3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -25.54% | +23.47% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | -10.65% | +9.72% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -8.19% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 10.49% | -9.89% |
Volatility
IBDV vs. NVDW - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.83%, while Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 15.04%. This indicates that IBDV 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.
Loading charts...
Volatility by Period
| IBDV | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 15.04% | -14.21% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 30.74% | -28.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 41.15% | -38.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 41.15% | -34.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.27% | 41.15% | -34.88% |
IBDV vs. NVDW - Expense Ratio Comparison
IBDV has a 0.10% expense ratio, which is lower than NVDW's 0.99% expense ratio.
Dividends
IBDV vs. NVDW - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.60%, less than NVDW's 58.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 58.16% | 38.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBDV and NVDW have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDW has higher volatility (15.04%) compared to IBDV (0.83%). In terms of maximum drawdown, IBDV dropped -21.85% vs NVDW's -25.54%.
On 1-year performance, NVDW leads with 56.88% vs 4.91% for IBDV. On fees, IBDV is cheaper at 0.10% per year. On volatility, IBDV has been the lower-risk option at 0.83%. 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 56.88% return vs 4.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDV is cheaper with a 0.10% expense ratio, compared with 0.99% for NVDW.
NVDW has the higher dividend yield at 58.16%, compared with 4.60% for IBDV.
IBDV is categorized as Corporate Bonds, while NVDW is Derivative Income. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.10% for IBDV and 0.99% for NVDW.
IBDV currently has the higher Sharpe Ratio (1.69 vs 1.39), 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.
Find the right allocation for IBDV and NVDW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer