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METW vs. NVDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METW vs. NVDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Meta Weeklypay ETF (METW) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW). The values are adjusted to include any dividend payments, if applicable.

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METW vs. NVDW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, METW achieves a -16.89% return, which is significantly lower than NVDW's -9.02% return.


METW

1D
8.09%
1M
-14.38%
YTD
-16.89%
6M
-28.14%
1Y
3Y*
5Y*
10Y*

NVDW

1D
6.84%
1M
-2.31%
YTD
-9.02%
6M
-10.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METW vs. NVDW - Expense Ratio Comparison

METW has a 0.59% expense ratio, which is lower than NVDW's 0.99% expense ratio.


Return for Risk

METW vs. NVDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Meta Weeklypay ETF (METW) 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.


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

METW vs. NVDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METWNVDWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

0.85

-1.55

Correlation

The correlation between METW and NVDW is 0.39, 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

METW vs. NVDW - Dividend Comparison

METW's dividend yield for the trailing twelve months is around 50.71%, less than NVDW's 60.38% yield.


Drawdowns

METW vs. NVDW - Drawdown Comparison

The maximum METW drawdown since its inception was -40.52%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for METW and NVDW.


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Drawdown Indicators


METWNVDWDifference

Max Drawdown

Largest peak-to-trough decline

-40.52%

-25.54%

-14.98%

Current Drawdown

Current decline from peak

-34.06%

-20.45%

-13.61%

Average Drawdown

Average peak-to-trough decline

-15.16%

-8.20%

-6.96%

Volatility

METW vs. NVDW - Volatility Comparison


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Volatility by Period


METWNVDWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

41.95%

40.13%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.95%

40.13%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.95%

40.13%

+1.82%