NVDG vs. NVDW

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW).

NVDG and NVDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDG is an actively managed fund by Leverage Shares. It was launched on Dec 12, 2024. NVDW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.

Performance

NVDG vs. NVDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NVDA Daily ETF (NVDG) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW). The values are adjusted to include any dividend payments, if applicable.

NVDG vs. NVDW - Yearly Performance Comparison

	2026 (YTD)	2025
NVDG Leverage Shares 2X Long NVDA Daily ETF	-17.87%	62.23%
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	-9.02%	40.00%

Returns By Period

In the year-to-date period, NVDG achieves a -17.87% return, which is significantly lower than NVDW's -9.02% return.

NVDG

• 1D: 11.02%
• 1M: -5.35%
• YTD: -17.87%
• 6M: -22.83%
• 1Y: 93.26%
• 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)

NVDG vs. NVDW - Expense Ratio Comparison

NVDG has a 0.75% expense ratio, which is lower than NVDW's 0.99% expense ratio.

NVDW

Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF

NVDG

Leverage Shares 2X Long NVDA Daily ETF

Return for Risk

NVDG vs. NVDW — Risk / Return Rank

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

NVDG

NVDG Risk / Return Rank: 68
NVDG Sharpe Ratio Rank: 67
NVDG Sortino Ratio Rank: 76
NVDG Omega Ratio Rank: 66
NVDG Calmar Ratio Rank: 79
NVDG Martin Ratio Rank: 53

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.

NVDG vs. NVDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NVDA Daily ETF (NVDG) 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.

	NVDG	NVDW	Difference
Sharpe ratio Return per unit of total volatility	1.15	—	—
Sortino ratio Return per unit of downside risk	1.91	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.11	—	—
Martin ratio Return relative to average drawdown	5.07	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	NVDG	NVDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.85	-0.78

Correlation

The correlation between NVDG and NVDW is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

NVDG vs. NVDW - Dividend Comparison

NVDG's dividend yield for the trailing twelve months is around 14.38%, less than NVDW's 60.38% yield.

	TTM	2025
NVDG Leverage Shares 2X Long NVDA Daily ETF	14.38%	11.81%
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	60.38%	38.94%

Drawdowns

NVDG vs. NVDW - Drawdown Comparison

The maximum NVDG drawdown since its inception was -66.19%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for NVDG and NVDW.

Drawdown Indicators

	NVDG	NVDW	Difference
Max Drawdown Largest peak-to-trough decline	-66.19%	-25.54%	-40.65%
Max Drawdown (1Y) Largest decline over 1 year	-42.72%	—	—
Current Drawdown Current decline from peak	-36.40%	-20.45%	-15.95%
Average Drawdown Average peak-to-trough decline	-24.00%	-8.20%	-15.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.77%	—	—

Volatility

Volatility by Period

	NVDG	NVDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	81.33%	40.13%	+41.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.52%	40.13%	+52.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.52%	40.13%	+52.39%