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 14.95% vs -71.27% for COIW. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
NVDW vs. COIW - Performance Comparison
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Returns By Period
In the year-to-date period, NVDW achieves a 7.69% return, which is significantly higher than COIW's -38.16% return.
NVDW
- 1D
- -2.24%
- 1M
- -1.41%
- 6M
- 8.16%
- YTD
- 7.69%
- 1Y
- 14.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW
- 1D
- -2.97%
- 1M
- -6.46%
- 6M
- -42.90%
- YTD
- -38.16%
- 1Y
- -71.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVDW Roundhill NVDA WeeklyPay ETF | 7.69% | 33.44% |
COIW COIN WeeklyPay™ ETF | -38.16% | -15.63% |
Correlation
The correlation between NVDW and COIW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.40 |
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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 | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.83 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | -0.95 | +1.54 |
| Martin ratioReturn relative to average drawdown | 1.25 | -1.35 | +2.60 |
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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.
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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 | -17.02% | -72.00% | +54.98% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -40.87% | +31.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.96% | 52.78% | -40.82% |
Volatility
NVDW vs. COIW - Volatility Comparison
The current volatility for Roundhill NVDA WeeklyPay ETF (NVDW) is 12.99%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 19.80%. 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.
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Volatility by Period
| NVDW | COIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.99% | 19.80% | -6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 33.14% | 64.31% | -31.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.89% | 82.05% | -39.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.09% | 89.57% | -47.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.09% | 89.57% | -47.48% |
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 62.57%, less than COIW's 229.45% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 229.45% | 120.37% |
NVDW Roundhill NVDA WeeklyPay ETF | 62.57% | 38.94% |
Frequently Asked Questions
NVDW and COIW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIW has higher volatility (19.80%) compared to NVDW (12.99%). In terms of maximum drawdown, NVDW dropped -25.54% vs COIW's -75.01%.
On 1-year performance, NVDW leads with 14.95% vs -71.27% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, NVDW has been the lower-risk option at 12.99%. 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 14.95% return vs -71.27%. 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 229.45%, compared with 62.57% for NVDW.
NVDW currently has the higher Sharpe Ratio (0.35 vs -0.87), 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.
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