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NFLW vs. AAPW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLW vs. AAPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill NFLX WeeklyPay ETF (NFLW) and AAPL WeeklyPay™ ETF (AAPW). The values are adjusted to include any dividend payments, if applicable.

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NFLW vs. AAPW - Yearly Performance Comparison


2026 (YTD)2025
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-29.02%
AAPW
AAPL WeeklyPay™ ETF
-9.36%44.31%

Returns By Period

In the year-to-date period, NFLW achieves a 1.96% return, which is significantly higher than AAPW's -9.36% return.


NFLW

1D
3.99%
1M
-0.54%
YTD
1.96%
6M
-25.24%
1Y
3Y*
5Y*
10Y*

AAPW

1D
3.36%
1M
-5.20%
YTD
-9.36%
6M
-2.84%
1Y
11.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLW vs. AAPW - Expense Ratio Comparison

Both NFLW and AAPW have an expense ratio of 0.99%.


Return for Risk

NFLW vs. AAPW — Risk / Return Rank

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

NFLW

AAPW
AAPW Risk / Return Rank: 2424
Overall Rank
AAPW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AAPW Sortino Ratio Rank: 2525
Sortino Ratio Rank
AAPW Omega Ratio Rank: 2626
Omega Ratio Rank
AAPW Calmar Ratio Rank: 2424
Calmar Ratio Rank
AAPW Martin Ratio Rank: 2323
Martin Ratio Rank
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.

NFLW vs. AAPW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) and AAPL WeeklyPay™ ETF (AAPW). 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.

NFLW vs. AAPW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NFLWAAPWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

-0.04

-0.80

Correlation

The correlation between NFLW and AAPW is 0.18, 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

NFLW vs. AAPW - Dividend Comparison

NFLW's dividend yield for the trailing twelve months is around 50.49%, more than AAPW's 37.45% yield.


TTM2025
NFLW
Roundhill NFLX WeeklyPay ETF
50.49%38.89%
AAPW
AAPL WeeklyPay™ ETF
37.45%28.83%

Drawdowns

NFLW vs. AAPW - Drawdown Comparison

The maximum NFLW drawdown since its inception was -50.73%, which is greater than AAPW's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for NFLW and AAPW.


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Drawdown Indicators


NFLWAAPWDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-36.28%

-14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-27.54%

Current Drawdown

Current decline from peak

-35.06%

-14.58%

-20.48%

Average Drawdown

Average peak-to-trough decline

-24.28%

-12.12%

-12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

Volatility

NFLW vs. AAPW - Volatility Comparison


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Volatility by Period


NFLWAAPWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

Volatility (1Y)

Calculated over the trailing 1-year period

40.36%

35.79%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.36%

35.74%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.36%

35.74%

+4.62%