LFGY vs. NVDW

Last updated Jul 21, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and NVDW (Roundhill NVDA WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LFGY returned -9.94% vs 15.35% for NVDW. At a 0.45 correlation, their price movements are largely independent. LFGY charges 1.02%/yr vs 0.99%/yr for NVDW.

Performance

LFGY vs. NVDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and Roundhill NVDA WeeklyPay ETF (NVDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFGY achieves a 8.72% return, which is significantly higher than NVDW's 7.47% return.

LFGY

• 1D: 3.97%
• 1M: -9.03%
• 6M: -2.03%
• YTD: 8.72%
• 1Y: -9.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -0.96%

NVDW

• 1D: -0.21%
• 1M: -4.86%
• 6M: 7.94%
• YTD: 7.47%
• 1Y: 15.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 37.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. NVDW - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	8.72%	-3.89%
NVDW Roundhill NVDA WeeklyPay ETF	7.47%	33.44%

Correlation

The correlation between LFGY and NVDW is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025	0.45

Return for Risk

LFGY vs. NVDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LFGY

LFGY Risk / Return Rank: 8
LFGY Sharpe Ratio Rank: 7
LFGY Sortino Ratio Rank: 8
LFGY Omega Ratio Rank: 8
LFGY Calmar Ratio Rank: 7
LFGY Martin Ratio Rank: 7

NVDW

NVDW Risk / Return Rank: 18
NVDW Sharpe Ratio Rank: 17
NVDW Sortino Ratio Rank: 19
NVDW Omega Ratio Rank: 18
NVDW Calmar Ratio Rank: 19
NVDW Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LFGY vs. NVDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) 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.

	LFGY	NVDW	Difference
Sharpe ratio: Return per unit of total volatility	-0.25	0.36	-0.61
Sortino ratio: Return per unit of downside risk	-0.09	0.81	-0.90
Omega ratio: Gain probability vs. loss probability	0.99	1.09	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.28	0.60	-0.88
Martin ratio: Return relative to average drawdown	-0.58	1.28	-1.86

LFGY vs. NVDW - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is -0.25, which is lower than the NVDW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of LFGY and NVDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFGY vs. NVDW - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for LFGY and NVDW.

Drawdown Indicators

	LFGY	NVDW	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-25.54%	-10.40%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-25.54%	-10.40%
Current Drawdown Current decline from peak	-16.95%	-17.20%	+0.25%
Average Drawdown Average peak-to-trough decline	-14.06%	-9.09%	-4.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.19%	12.01%	+5.18%

Volatility

LFGY vs. NVDW - Volatility Comparison

The current volatility for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) is 11.39%, while Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 12.90%. This indicates that LFGY 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.

Volatility by Period

	LFGY	NVDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	12.90%	-1.51%
Volatility (6M) Calculated over the trailing 6-month period	32.38%	33.04%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	39.55%	42.96%	-3.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.27%	42.01%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.27%	42.01%	+0.26%

LFGY vs. NVDW - Expense Ratio Comparison

LFGY has a 1.02% expense ratio, which is higher than NVDW's 0.99% expense ratio.

Dividends

LFGY vs. NVDW - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 85.09%, more than NVDW's 64.55% yield.

Position	TTM	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	85.09%	94.90%
NVDW Roundhill NVDA WeeklyPay ETF	64.55%	38.94%

Frequently Asked Questions

Can I hold both LFGY and NVDW in my portfolio?

LFGY and NVDW have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or NVDW?

NVDW has higher volatility (12.90%) compared to LFGY (11.39%). In terms of maximum drawdown, LFGY dropped -35.94% vs NVDW's -25.54%.

Which ETF is better, LFGY or NVDW?

On 1-year performance, NVDW leads with 15.35% vs -9.94% for LFGY. On fees, NVDW is cheaper at 0.99% per year. On volatility, LFGY has been the lower-risk option at 11.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFGY or NVDW?

Over the 1-year period, NVDW has performed better with a 15.35% return vs -9.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFGY or NVDW?

NVDW is cheaper with a 0.99% expense ratio, compared with 1.02% for LFGY.

Which ETF pays a higher dividend yield, LFGY or NVDW?

LFGY has the higher dividend yield at 85.09%, compared with 64.55% for NVDW.

What is the main difference between LFGY and NVDW?

They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 1.02% for LFGY and 0.99% for NVDW.

Which has better risk-adjusted returns?

NVDW currently has the higher Sharpe Ratio (0.36 vs -0.25), 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.