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NVII vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVII vs. GDXW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX NVDA Growth & Income ETF (NVII) and Roundhill Gold Miners Weeklypay ETF (GDXW). The values are adjusted to include any dividend payments, if applicable.

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NVII vs. GDXW - Yearly Performance Comparison


2026 (YTD)2025
NVII
REX NVDA Growth & Income ETF
-4.80%-6.72%
GDXW
Roundhill Gold Miners Weeklypay ETF
5.38%21.25%

Returns By Period

In the year-to-date period, NVII achieves a -4.80% return, which is significantly lower than GDXW's 5.38% return.


NVII

1D
6.41%
1M
0.12%
YTD
-4.80%
6M
-5.03%
1Y
3Y*
5Y*
10Y*

GDXW

1D
8.44%
1M
-25.76%
YTD
5.38%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVII vs. GDXW - Expense Ratio Comparison

Both NVII and GDXW have an expense ratio of 0.99%.


Return for Risk

NVII vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX NVDA Growth & Income ETF (NVII) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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.

NVII vs. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVIIGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

1.29

+0.19

Correlation

The correlation between NVII and GDXW is 0.23, 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

NVII vs. GDXW - Dividend Comparison

NVII's dividend yield for the trailing twelve months is around 47.99%, more than GDXW's 23.26% yield.


Drawdowns

NVII vs. GDXW - Drawdown Comparison

The maximum NVII drawdown since its inception was -18.47%, smaller than the maximum GDXW drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for NVII and GDXW.


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Drawdown Indicators


NVIIGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-36.83%

+18.36%

Current Drawdown

Current decline from peak

-13.24%

-25.76%

+12.52%

Average Drawdown

Average peak-to-trough decline

-5.62%

-8.15%

+2.53%

Volatility

NVII vs. GDXW - Volatility Comparison


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Volatility by Period


NVIIGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

34.50%

64.01%

-29.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

64.01%

-29.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.50%

64.01%

-29.51%