NVDW vs. COIW

Last updated Jun 5, 2026

NVDW (Roundhill ETF Trust 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 59.61% vs -46.46% for COIW. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

NVDW vs. COIW - Performance Comparison

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

Returns By Period

In the year-to-date period, NVDW achieves a 18.30% return, which is significantly higher than COIW's -33.93% return.

NVDW

• 1D: 2.02%
• 1M: 13.37%
• YTD: 18.30%
• 6M: 20.44%
• 1Y: 59.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIW

• 1D: 0.92%
• 1M: -20.57%
• YTD: -33.93%
• 6M: -47.79%
• 1Y: -46.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVDW vs. COIW - Yearly Performance Comparison

	2026 (YTD)	2025
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	18.30%	40.00%
COIW COIN WeeklyPay™ ETF	-33.93%	-15.70%

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 3, 2025	0.41

Return for Risk

NVDW vs. COIW — Risk / Return Rank

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

NVDW

NVDW Risk / Return Rank: 41
NVDW Sharpe Ratio Rank: 42
NVDW Sortino Ratio Rank: 41
NVDW Omega Ratio Rank: 38
NVDW Calmar Ratio Rank: 48
NVDW Martin Ratio Rank: 37

COIW

COIW Risk / Return Rank: 5
COIW Sharpe Ratio Rank: 5
COIW Sortino Ratio Rank: 5
COIW Omega Ratio Rank: 5
COIW Calmar Ratio Rank: 4
COIW Martin Ratio Rank: 4

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. COIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust 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.

	NVDW	COIW	Difference
Sharpe ratio: Return per unit of total volatility	1.46	-0.55	+2.01
Sortino ratio: Return per unit of downside risk	2.06	-0.48	+2.53
Omega ratio: Gain probability vs. loss probability	1.25	0.95	+0.30
Calmar ratio: Return relative to maximum drawdown	2.35	-0.63	+2.97
Martin ratio: Return relative to average drawdown	5.69	-0.99	+6.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDW vs. COIW - Sharpe Ratio Comparison

The current NVDW Sharpe Ratio is 1.46, which is higher than the COIW Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of NVDW and COIW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NVDW	COIW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	-0.55	+2.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.59	-0.46	+2.05

Drawdowns

NVDW vs. COIW - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for NVDW and COIW.

Drawdown Indicators

	NVDW	COIW	Difference
Max Drawdown Largest peak-to-trough decline	-25.54%	-74.55%	+49.01%
Max Drawdown (1Y) Largest decline over 1 year	-25.54%	-74.55%	+49.01%
Current Drawdown Current decline from peak	-8.85%	-70.08%	+61.23%
Average Drawdown Average peak-to-trough decline	-8.19%	-37.82%	+29.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.51%	46.91%	-36.40%

Volatility

NVDW vs. COIW - Volatility Comparison

The current volatility for Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) is 14.99%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 22.47%. 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.

Volatility by Period

	NVDW	COIW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.99%	22.47%	-7.48%
Volatility (6M) Calculated over the trailing 6-month period	30.78%	61.92%	-31.14%
Volatility (1Y) Calculated over the trailing 1-year period	41.06%	84.69%	-43.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.11%	90.93%	-49.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.11%	90.93%	-49.82%

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 57.01%, less than COIW's 224.62% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	224.62%	120.37%
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	57.01%	38.94%

Frequently Asked Questions

Can I hold both NVDW and COIW in my portfolio?

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.

Which is riskier, NVDW or COIW?

COIW has higher volatility (22.47%) compared to NVDW (14.99%). In terms of maximum drawdown, NVDW dropped -25.54% vs COIW's -74.55%.

Which ETF is better, NVDW or COIW?

On 1-year performance, NVDW leads with 59.61% vs -46.46% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, NVDW has been the lower-risk option at 14.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NVDW or COIW?

Over the 1-year period, NVDW has performed better with a 59.61% return vs -46.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NVDW or COIW?

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

Which ETF pays a higher dividend yield, NVDW or COIW?

COIW has the higher dividend yield at 224.62%, compared with 57.01% for NVDW.

Which has better risk-adjusted returns?

NVDW currently has the higher Sharpe Ratio (1.46 vs -0.55), 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.