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NFLW vs. NVYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLW vs. NVYY - Performance Comparison

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

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NFLW vs. NVYY - Yearly Performance Comparison


2026 (YTD)2025
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-29.02%
NVYY
GraniteShares YieldBOOST NVDA ETF
-4.02%18.94%

Returns By Period

In the year-to-date period, NFLW achieves a 1.96% return, which is significantly higher than NVYY's -4.02% return.


NFLW

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

NVYY

1D
2.60%
1M
-3.32%
YTD
-4.02%
6M
-3.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLW vs. NVYY - Expense Ratio Comparison

NFLW has a 0.99% expense ratio, which is lower than NVYY's 1.07% expense ratio.


Return for Risk

NFLW vs. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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. NVYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NFLWNVYYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

1.20

-2.05

Correlation

The correlation between NFLW and NVYY is 0.14, 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. NVYY - Dividend Comparison

NFLW's dividend yield for the trailing twelve months is around 50.49%, less than NVYY's 128.36% yield.


Drawdowns

NFLW vs. NVYY - Drawdown Comparison

The maximum NFLW drawdown since its inception was -50.73%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for NFLW and NVYY.


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Drawdown Indicators


NFLWNVYYDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-14.90%

-35.83%

Current Drawdown

Current decline from peak

-35.06%

-12.70%

-22.36%

Average Drawdown

Average peak-to-trough decline

-24.28%

-4.63%

-19.65%

Volatility

NFLW vs. NVYY - Volatility Comparison


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Volatility by Period


NFLWNVYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

40.36%

25.42%

+14.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.36%

25.42%

+14.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.36%

25.42%

+14.94%