NVDW vs. TSLW
Compare and contrast key facts about Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Roundhill TSLA WeeklyPay™ ETF (TSLW).
NVDW and TSLW 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. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.
Performance
NVDW vs. TSLW - Performance Comparison
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NVDW vs. TSLW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | -8.24% | 40.00% |
TSLW Roundhill TSLA WeeklyPay™ ETF | -18.99% | 33.77% |
Returns By Period
In the year-to-date period, NVDW achieves a -8.24% return, which is significantly higher than TSLW's -18.99% return.
NVDW
- 1D
- 0.85%
- 1M
- -4.80%
- YTD
- -8.24%
- 6M
- -9.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLW
- 1D
- 3.11%
- 1M
- -6.84%
- YTD
- -18.99%
- 6M
- -22.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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NVDW vs. TSLW - Expense Ratio Comparison
Both NVDW and TSLW have an expense ratio of 0.99%.
Return for Risk
NVDW vs. TSLW - 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 TSLA WeeklyPay™ ETF (TSLW). 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.
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Sharpe Ratios by Period
| NVDW | TSLW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.18 | +0.70 |
Correlation
The correlation between NVDW and TSLW is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NVDW vs. TSLW - Dividend Comparison
NVDW's dividend yield for the trailing twelve months is around 59.87%, less than TSLW's 81.10% yield.
| TTM | 2025 | |
|---|---|---|
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 59.87% | 38.94% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 81.10% | 49.31% |
Drawdowns
NVDW vs. TSLW - Drawdown Comparison
The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum TSLW drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for NVDW and TSLW.
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Drawdown Indicators
| NVDW | TSLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -32.91% | +7.37% |
Current DrawdownCurrent decline from peak | -19.77% | -26.99% | +7.22% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -10.66% | +2.41% |
Volatility
NVDW vs. TSLW - Volatility Comparison
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Volatility by Period
| NVDW | TSLW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 40.04% | 56.67% | -16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.04% | 56.67% | -16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.04% | 56.67% | -16.63% |