NVDW vs. COSW

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Roundhill COST WeeklyPay ETF (COSW).

NVDW and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

NVDW vs. COSW - 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 COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

NVDW vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	-8.24%	1.71%
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%

Returns By Period

In the year-to-date period, NVDW achieves a -8.24% return, which is significantly lower than COSW's 17.20% return.

NVDW

• 1D: 0.85%
• 1M: -4.80%
• YTD: -8.24%
• 6M: -9.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVDW vs. COSW - Expense Ratio Comparison

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

NVDW

Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

NVDW vs. COSW - 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 COST WeeklyPay ETF (COSW). 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.

Sharpe Ratios by Period

	NVDW	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.44	+0.44

Correlation

The correlation between NVDW and COSW is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

NVDW vs. COSW - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 59.87%, more than COSW's 12.26% yield.

	TTM	2025
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	59.87%	38.94%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%

Drawdowns

NVDW vs. COSW - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for NVDW and COSW.

Drawdown Indicators

	NVDW	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-25.54%	-12.17%	-13.37%
Current Drawdown Current decline from peak	-19.77%	-3.28%	-16.49%
Average Drawdown Average peak-to-trough decline	-8.25%	-4.05%	-4.20%

Volatility

Volatility by Period

	NVDW	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	40.04%	25.36%	+14.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.04%	25.36%	+14.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.04%	25.36%	+14.68%