LDRT vs. NVDW
LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and NVDW (Roundhill NVDA WeeklyPay ETF) are both exchange-traded funds - LDRT is a Government Bonds fund tracking the BlackRock iBonds® 1-5 Year Treasury Ladder Index, while NVDW is a Derivative Income fund actively managed by Roundhill. LDRT is passively managed, while NVDW is actively managed. Over the past year, LDRT returned 3.31% vs 40.81% for NVDW. At a correlation of -0.05, they often move in opposite directions. LDRT charges 0.07%/yr vs 0.99%/yr for NVDW.
Performance
LDRT vs. NVDW - Performance Comparison
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Returns By Period
In the year-to-date period, LDRT achieves a 0.70% return, which is significantly lower than NVDW's 6.30% return.
LDRT
- 1D
- -0.04%
- 1M
- 0.12%
- YTD
- 0.70%
- 6M
- 0.88%
- 1Y
- 3.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- -4.59%
- 1M
- -8.60%
- YTD
- 6.30%
- 6M
- 4.41%
- 1Y
- 40.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRT vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.70% | 3.02% |
NVDW Roundhill NVDA WeeklyPay ETF | 6.30% | 33.44% |
Correlation
The correlation between LDRT and NVDW is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | -0.05 |
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Return for Risk
LDRT vs. NVDW — Risk / Return Rank
LDRT
NVDW
LDRT vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) 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.
| LDRT | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 1.61 | +1.38 |
| Martin ratioReturn relative to average drawdown | 7.70 | 3.72 | +3.99 |
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Drawdowns
LDRT vs. NVDW - Drawdown Comparison
The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum NVDW drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for LDRT and NVDW.
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Drawdown Indicators
| LDRT | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.11% | -25.54% | +24.43% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -25.54% | +24.43% |
Current DrawdownCurrent decline from peak | -0.54% | -18.09% | +17.55% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -8.50% | +8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 11.01% | -10.58% |
Volatility
LDRT vs. NVDW - Volatility Comparison
The current volatility for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) is 0.79%, while Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 15.16%. This indicates that LDRT 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
| LDRT | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 15.16% | -14.37% |
Volatility (6M)Calculated over the trailing 6-month period | 1.64% | 32.09% | -30.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.79% | 42.50% | -39.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 42.02% | -39.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.76% | 42.02% | -39.26% |
LDRT vs. NVDW - Expense Ratio Comparison
LDRT has a 0.07% expense ratio, which is lower than NVDW's 0.99% expense ratio.
Dividends
LDRT vs. NVDW - Dividend Comparison
LDRT's dividend yield for the trailing twelve months is around 4.09%, less than NVDW's 63.83% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.09% | 3.86% | 0.69% |
NVDW Roundhill NVDA WeeklyPay ETF | 63.83% | 38.94% | 0.00% |
Frequently Asked Questions
LDRT and NVDW have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDW has higher volatility (15.16%) compared to LDRT (0.79%). In terms of maximum drawdown, LDRT dropped -1.11% vs NVDW's -25.54%.
On 1-year performance, NVDW leads with 40.81% vs 3.31% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, LDRT has been the lower-risk option at 0.79%. 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 40.81% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRT is cheaper with a 0.07% expense ratio, compared with 0.99% for NVDW.
NVDW has the higher dividend yield at 63.83%, compared with 4.09% for LDRT.
LDRT is categorized as Government Bonds, while NVDW is Derivative Income. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.07% for LDRT and 0.99% for NVDW.
LDRT currently has the higher Sharpe Ratio (1.19 vs 0.96), 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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