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NVDW vs. BRKW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDW vs. BRKW - 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 BRKB WeeklyPay ETF (BRKW). 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 21.04% return, which is significantly higher than BRKW's -8.59% return.


NVDW

1D
-0.85%
1M
14.26%
YTD
21.04%
6M
24.66%
1Y
69.46%
3Y*
5Y*
10Y*

BRKW

1D
0.53%
1M
-0.64%
YTD
-8.59%
6M
-9.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDW vs. BRKW - Yearly Performance Comparison


Correlation

The correlation between NVDW and BRKW is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

-0.25

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Return for Risk

NVDW vs. BRKW - 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 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NVDW vs. BRKW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVDWBRKWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

-0.41

+2.11

Drawdowns

NVDW vs. BRKW - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, which is greater than BRKW's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for NVDW and BRKW.


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Drawdown Indicators


NVDWBRKWDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-12.64%

-12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-25.54%

Current Drawdown

Current decline from peak

-6.74%

-11.51%

+4.77%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.32%

-2.86%

Volatility

NVDW vs. BRKW - Volatility Comparison


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Volatility by Period


NVDWBRKWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

40.99%

17.24%

+23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.99%

17.24%

+23.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.99%

17.24%

+23.75%

NVDW vs. BRKW - Expense Ratio Comparison

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


Dividends

NVDW vs. BRKW - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 55.71%, more than BRKW's 25.42% yield.


Frequently Asked Questions


NVDW and BRKW have a correlation of -0.25, 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 BRKW have the same expense ratio: 0.99% per year.

NVDW has the higher dividend yield at 55.71%, compared with 25.42% for BRKW.

Portfolio Optimizer

Find the right allocation for NVDW and BRKW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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