NVDW vs. YETH

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Roundhill Ether Covered Call Strategy ETF (YETH).

NVDW and YETH 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. YETH is an actively managed fund by Roundhill. It was launched on Sep 4, 2024.

Performance

NVDW vs. YETH - 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 Ether Covered Call Strategy ETF (YETH). The values are adjusted to include any dividend payments, if applicable.

NVDW vs. YETH - Yearly Performance Comparison

	2026 (YTD)	2025
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	-8.24%	40.00%
YETH Roundhill Ether Covered Call Strategy ETF	-22.85%	8.58%

Returns By Period

In the year-to-date period, NVDW achieves a -8.24% return, which is significantly higher than YETH's -22.85% return.

NVDW

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

YETH

• 1D: 1.01%
• 1M: 10.48%
• YTD: -22.85%
• 6M: -40.97%
• 1Y: -19.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVDW vs. YETH - Expense Ratio Comparison

NVDW has a 0.99% expense ratio, which is higher than YETH's 0.95% expense ratio.

NVDW

Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF

YETH

Roundhill Ether Covered Call Strategy ETF

Return for Risk

NVDW vs. YETH — Risk / Return Rank

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

YETH

YETH Risk / Return Rank: 7
YETH Sharpe Ratio Rank: 6
YETH Sortino Ratio Rank: 8
YETH Omega Ratio Rank: 8
YETH Calmar Ratio Rank: 7
YETH Martin Ratio Rank: 7

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. YETH - 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 Ether Covered Call Strategy ETF (YETH). 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	YETH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	-0.42	+1.30

Correlation

The correlation between NVDW and YETH is 0.37, 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. YETH - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 59.87%, less than YETH's 126.49% yield.

	TTM	2025	2024
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	59.87%	38.94%	0.00%
YETH Roundhill Ether Covered Call Strategy ETF	126.49%	109.12%	20.52%

Drawdowns

NVDW vs. YETH - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, smaller than the maximum YETH drawdown of -61.73%. Use the drawdown chart below to compare losses from any high point for NVDW and YETH.

Drawdown Indicators

	NVDW	YETH	Difference
Max Drawdown Largest peak-to-trough decline	-25.54%	-61.73%	+36.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-55.63%	—
Current Drawdown Current decline from peak	-19.77%	-52.86%	+33.09%
Average Drawdown Average peak-to-trough decline	-8.25%	-28.76%	+20.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	25.59%	—

Volatility

Volatility by Period

	NVDW	YETH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	40.04%	59.69%	-19.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.04%	57.06%	-17.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.04%	57.06%	-17.02%