NVDW vs. PLTW
NVDW (Roundhill NVDA WeeklyPay ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, NVDW returned 22.24% vs -18.28% for PLTW. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
NVDW vs. PLTW - Performance Comparison
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Returns By Period
In the year-to-date period, NVDW achieves a 8.10% return, which is significantly higher than PLTW's -34.45% return.
NVDW
- 1D
- -3.94%
- 1M
- -1.20%
- 6M
- 9.42%
- YTD
- 8.10%
- 1Y
- 22.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 2.60%
- 1M
- 1.25%
- 6M
- -34.83%
- YTD
- -34.45%
- 1Y
- -18.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVDW Roundhill NVDA WeeklyPay ETF | 8.10% | 33.44% |
PLTW PLTR WeeklyPay™ ETF | -34.45% | 36.30% |
Correlation
The correlation between NVDW and PLTW is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.36 |
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Return for Risk
NVDW vs. PLTW — Risk / Return Rank
NVDW
PLTW
NVDW vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill NVDA WeeklyPay ETF (NVDW) and PLTR WeeklyPay™ ETF (PLTW). 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 | PLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | -0.32 | +1.19 |
| Martin ratioReturn relative to average drawdown | 1.88 | -0.62 | +2.51 |
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Drawdowns
NVDW vs. PLTW - Drawdown Comparison
The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum PLTW drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for NVDW and PLTW.
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Drawdown Indicators
| NVDW | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -57.27% | +31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -25.54% | -57.27% | +31.73% |
Current DrawdownCurrent decline from peak | -16.71% | -46.39% | +29.68% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -24.32% | +15.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.83% | 29.45% | -17.62% |
Volatility
NVDW vs. PLTW - Volatility Comparison
The current volatility for Roundhill NVDA WeeklyPay ETF (NVDW) is 12.79%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 19.83%. This indicates that NVDW experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDW | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.79% | 19.83% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 32.65% | 47.88% | -15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.80% | 61.99% | -19.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.99% | 74.06% | -32.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.99% | 74.06% | -32.07% |
NVDW vs. PLTW - Expense Ratio Comparison
Both NVDW and PLTW have an expense ratio of 0.99%.
Dividends
NVDW vs. PLTW - Dividend Comparison
NVDW's dividend yield for the trailing twelve months is around 63.66%, less than PLTW's 135.06% yield.
| Position | TTM | 2025 |
|---|---|---|
NVDW Roundhill NVDA WeeklyPay ETF | 63.66% | 38.94% |
PLTW PLTR WeeklyPay™ ETF | 135.06% | 72.40% |
Frequently Asked Questions
NVDW and PLTW have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (19.83%) compared to NVDW (12.79%). In terms of maximum drawdown, NVDW dropped -25.54% vs PLTW's -57.27%.
On 1-year performance, NVDW leads with 22.24% vs -18.28% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, NVDW has been the lower-risk option at 12.79%. 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 22.24% return vs -18.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NVDW and PLTW have the same expense ratio: 0.99% per year.
PLTW has the higher dividend yield at 135.06%, compared with 63.66% for NVDW.
NVDW currently has the higher Sharpe Ratio (0.52 vs -0.30), 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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