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NVDW vs. AVGW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDW vs. AVGW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Roundhill AVGO WeeklyPay™ ETF (AVGW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDW achieves a 15.96% return, which is significantly lower than AVGW's 43.84% return.


NVDW

1D
-4.20%
1M
9.65%
YTD
15.96%
6M
20.80%
1Y
56.88%
3Y*
5Y*
10Y*

AVGW

1D
-1.38%
1M
17.30%
YTD
43.84%
6M
27.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDW vs. AVGW - Yearly Performance Comparison


Correlation

The correlation between NVDW and AVGW is 0.49, 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 Jul 25, 2025

0.49

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Return for Risk

NVDW vs. AVGW — Risk / Return Rank

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

NVDW
NVDW Risk / Return Rank: 3838
Overall Rank
NVDW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NVDW Sortino Ratio Rank: 3838
Sortino Ratio Rank
NVDW Omega Ratio Rank: 3535
Omega Ratio Rank
NVDW Calmar Ratio Rank: 4545
Calmar Ratio Rank
NVDW Martin Ratio Rank: 3535
Martin Ratio Rank

AVGW
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.

NVDW vs. AVGW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Roundhill AVGO WeeklyPay™ ETF (AVGW). 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.


NVDWAVGWDifference

Sharpe ratio

Return per unit of total volatility

1.39

Sortino ratio

Return per unit of downside risk

1.99

Omega ratio

Gain probability vs. loss probability

1.24

Calmar ratio

Return relative to maximum drawdown

2.24

Martin ratio

Return relative to average drawdown

5.44

NVDW vs. AVGW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVDWAVGWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

1.69

-0.18

Drawdowns

NVDW vs. AVGW - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum AVGW drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for NVDW and AVGW.


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Drawdown Indicators


NVDWAVGWDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-34.65%

+9.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.54%

Current Drawdown

Current decline from peak

-10.65%

-1.38%

-9.27%

Average Drawdown

Average peak-to-trough decline

-8.19%

-12.19%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.49%

Volatility

NVDW vs. AVGW - Volatility Comparison


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Volatility by Period


NVDWAVGWDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.04%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

Volatility (1Y)

Calculated over the trailing 1-year period

41.15%

53.65%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.15%

53.65%

-12.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.15%

53.65%

-12.50%

NVDW vs. AVGW - Expense Ratio Comparison

Both NVDW and AVGW have an expense ratio of 0.99%.


Dividends

NVDW vs. AVGW - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 58.16%, more than AVGW's 44.45% yield.


Frequently Asked Questions


NVDW and AVGW have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NVDW and AVGW have the same expense ratio: 0.99% per year.

NVDW has the higher dividend yield at 58.16%, compared with 44.45% for AVGW.

Portfolio Optimizer

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