NVDW vs. COIW
NVDW (Roundhill NVDA WeeklyPay ETF) and COIW (COIN WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, NVDW returned 26.14% vs -69.57% for COIW. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
NVDW vs. COIW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NVDW achieves a 3.26% return, which is significantly higher than COIW's -44.80% return.
NVDW
- 1D
- -1.74%
- 1M
- -10.84%
- YTD
- 3.26%
- 6M
- 2.08%
- 1Y
- 26.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW
- 1D
- -6.25%
- 1M
- -25.28%
- YTD
- -44.80%
- 6M
- -48.64%
- 1Y
- -69.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVDW Roundhill NVDA WeeklyPay ETF | 3.26% | 33.44% |
COIW COIN WeeklyPay™ ETF | -44.80% | -15.63% |
Correlation
The correlation between NVDW and COIW is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NVDW vs. COIW — Risk / Return Rank
NVDW
COIW
NVDW vs. COIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill NVDA WeeklyPay ETF (NVDW) and COIN WeeklyPay™ ETF (COIW). 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.
| NVDW | COIW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.84 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.93 | +1.96 |
| Martin ratioReturn relative to average drawdown | 2.35 | -1.40 | +3.75 |
Loading charts...
Drawdowns
NVDW vs. COIW - Drawdown Comparison
The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum COIW drawdown of -75.01%. Use the drawdown chart below to compare losses from any high point for NVDW and COIW.
Loading charts...
Drawdown Indicators
| NVDW | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -75.01% | +49.47% |
Max Drawdown (1Y)Largest decline over 1 year | -25.54% | -75.01% | +49.47% |
Current DrawdownCurrent decline from peak | -20.44% | -75.01% | +54.57% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -39.52% | +30.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 49.83% | -38.68% |
Volatility
NVDW vs. COIW - Volatility Comparison
The current volatility for Roundhill NVDA WeeklyPay ETF (NVDW) is 15.11%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 23.13%. This indicates that NVDW experiences smaller price fluctuations and is considered to be less risky than COIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NVDW | COIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.11% | 23.13% | -8.02% |
Volatility (6M)Calculated over the trailing 6-month period | 31.81% | 63.51% | -31.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.48% | 82.07% | -39.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.92% | 90.41% | -48.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.92% | 90.41% | -48.49% |
NVDW vs. COIW - Expense Ratio Comparison
Both NVDW and COIW have an expense ratio of 0.99%.
Dividends
NVDW vs. COIW - Dividend Comparison
NVDW's dividend yield for the trailing twelve months is around 65.71%, less than COIW's 270.96% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 270.96% | 120.37% |
NVDW Roundhill NVDA WeeklyPay ETF | 65.71% | 38.94% |
Frequently Asked Questions
NVDW and COIW have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIW has higher volatility (23.13%) compared to NVDW (15.11%). In terms of maximum drawdown, NVDW dropped -25.54% vs COIW's -75.01%.
On 1-year performance, NVDW leads with 26.14% vs -69.57% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, NVDW has been the lower-risk option at 15.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NVDW has performed better with a 26.14% return vs -69.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NVDW and COIW have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 270.96%, compared with 65.71% for NVDW.
NVDW currently has the higher Sharpe Ratio (0.62 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NVDW and COIW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer