NVDO vs. PSCW
NVDO (Leverage Shares 2x Capped Accelerated NVDA Monthly ETF) and PSCW (Pacer Swan SOS Conservative (April) ETF) are both Defined Outcome funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. NVDO charges 0.77%/yr vs 0.61%/yr for PSCW.
Performance
NVDO vs. PSCW - Performance Comparison
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Returns By Period
In the year-to-date period, NVDO achieves a 16.35% return, which is significantly higher than PSCW's 7.86% return.
NVDO
- 1D
- 0.00%
- 1M
- 1.48%
- 6M
- 16.25%
- YTD
- 16.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCW
- 1D
- -0.17%
- 1M
- 0.70%
- 6M
- 7.33%
- YTD
- 7.86%
- 1Y
- 12.76%
- 3Y*
- 10.85%
- 5Y*
- 7.02%
- 10Y*
- —
NVDO vs. PSCW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVDO Leverage Shares 2x Capped Accelerated NVDA Monthly ETF | 16.35% | 10.05% |
PSCW Pacer Swan SOS Conservative (April) ETF | 7.86% | 3.36% |
Correlation
The correlation between NVDO and PSCW is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 13, 2025 | 0.48 |
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Return for Risk
NVDO vs. PSCW — Risk / Return Rank
NVDO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PSCW
NVDO vs. PSCW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO) and Pacer Swan SOS Conservative (April) ETF (PSCW). 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.
| NVDO | PSCW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.75 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.56 | — |
| Martin ratioReturn relative to average drawdown | — | 39.73 | — |
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Drawdowns
NVDO vs. PSCW - Drawdown Comparison
The maximum NVDO drawdown since its inception was -16.25%, which is greater than PSCW's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for NVDO and PSCW.
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Drawdown Indicators
| NVDO | PSCW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.25% | -11.89% | -4.36% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.50% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.89% | — |
Current DrawdownCurrent decline from peak | -4.73% | -0.17% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -2.14% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.32% | — |
Volatility
NVDO vs. PSCW - Volatility Comparison
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Volatility by Period
| NVDO | PSCW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.20% | 3.79% | +27.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.20% | 7.67% | +23.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.20% | 7.56% | +23.64% |
NVDO vs. PSCW - Expense Ratio Comparison
NVDO has a 0.77% expense ratio, which is higher than PSCW's 0.61% expense ratio.
Dividends
NVDO vs. PSCW - Dividend Comparison
NVDO's dividend yield for the trailing twelve months is around 14.32%, while PSCW has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
NVDO Leverage Shares 2x Capped Accelerated NVDA Monthly ETF | 14.32% | 16.66% |
PSCW Pacer Swan SOS Conservative (April) ETF | 0.00% | 0.00% |
Frequently Asked Questions
NVDO and PSCW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSCW is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSCW is cheaper with a 0.61% expense ratio, compared with 0.77% for NVDO.
NVDO has the higher dividend yield at 14.32%, compared with 0.00% for PSCW.
They also come from different issuers: Leverage Shares and Pacer. Their fees differ too: 0.77% for NVDO and 0.61% for PSCW.
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