NVDU vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Roundhill BRKB WeeklyPay ETF (BRKW).

NVDU and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDU is an actively managed fund by Direxion. It was launched on Sep 13, 2023. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

NVDU vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

NVDU vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
NVDU Direxion Daily NVDA Bull 2X Shares ETF	-16.24%	46.03%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, NVDU achieves a -16.24% return, which is significantly lower than BRKW's -6.49% return.

NVDU

• 1D: 1.74%
• 1M: -9.05%
• YTD: -16.24%
• 6M: -21.93%
• 1Y: 92.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDU vs. BRKW - Expense Ratio Comparison

NVDU has a 1.04% expense ratio, which is higher than BRKW's 0.99% expense ratio.

NVDU

Direxion Daily NVDA Bull 2X Shares ETF

BRKW

Roundhill BRKB WeeklyPay ETF

Return for Risk

NVDU vs. BRKW — Risk / Return Rank

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

NVDU

NVDU Risk / Return Rank: 67
NVDU Sharpe Ratio Rank: 62
NVDU Sortino Ratio Rank: 73
NVDU Omega Ratio Rank: 63
NVDU Calmar Ratio Rank: 80
NVDU Martin Ratio Rank: 54

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.

NVDU vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.

	NVDU	BRKW	Difference
Sharpe ratio Return per unit of total volatility	1.14	—	—
Sortino ratio Return per unit of downside risk	1.90	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.32	—	—
Martin ratio Return relative to average drawdown	5.54	—	—
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

	NVDU	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	-0.32	+1.25

Correlation

The correlation between NVDU and BRKW is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

NVDU vs. BRKW - Dividend Comparison

NVDU's dividend yield for the trailing twelve months is around 6.92%, less than BRKW's 20.90% yield.

	TTM	2025	2024	2023
NVDU Direxion Daily NVDA Bull 2X Shares ETF	6.92%	5.68%	16.85%	0.63%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%	0.00%	0.00%

Drawdowns

NVDU vs. BRKW - Drawdown Comparison

The maximum NVDU drawdown since its inception was -67.27%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for NVDU and BRKW.

Drawdown Indicators

	NVDU	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-67.27%	-11.86%	-55.41%
Max Drawdown (1Y) Largest decline over 1 year	-42.27%	—	—
Current Drawdown Current decline from peak	-34.90%	-9.47%	-25.43%
Average Drawdown Average peak-to-trough decline	-19.07%	-4.29%	-14.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.68%	—	—

Volatility

Volatility by Period

	NVDU	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	81.98%	17.90%	+64.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.99%	17.90%	+74.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.99%	17.90%	+74.09%