NVII vs. PLTW

Last updated Jun 4, 2026

NVII (REX NVDA Growth & Income ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. Over the past year, NVII returned 62.33% vs -0.85% for PLTW. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

NVII vs. PLTW - Performance Comparison

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

Returns By Period

In the year-to-date period, NVII achieves a 15.50% return, which is significantly higher than PLTW's -26.21% return.

NVII

• 1D: -3.35%
• 1M: 6.25%
• YTD: 15.50%
• 6M: 18.61%
• 1Y: 62.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTW

• 1D: -7.81%
• 1M: -4.39%
• YTD: -26.21%
• 6M: -26.03%
• 1Y: -0.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVII vs. PLTW - Yearly Performance Comparison

	2026 (YTD)	2025
NVII REX NVDA Growth & Income ETF	15.50%	48.28%
PLTW PLTR WeeklyPay™ ETF	-26.21%	46.45%

Correlation

The correlation between NVII and PLTW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since May 29, 2025	0.37

Return for Risk

NVII vs. PLTW — Risk / Return Rank

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

NVII

NVII Risk / Return Rank: 52
NVII Sharpe Ratio Rank: 52
NVII Sortino Ratio Rank: 47
NVII Omega Ratio Rank: 46
NVII Calmar Ratio Rank: 67
NVII Martin Ratio Rank: 50

PLTW

PLTW Risk / Return Rank: 9
PLTW Sharpe Ratio Rank: 8
PLTW Sortino Ratio Rank: 11
PLTW Omega Ratio Rank: 11
PLTW Calmar Ratio Rank: 8
PLTW Martin Ratio Rank: 8

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.

NVII vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX NVDA Growth & Income ETF (NVII) 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.

	NVII	PLTW	Difference
Sharpe ratio: Return per unit of total volatility	1.83	-0.01	+1.84
Sortino ratio: Return per unit of downside risk	2.35	0.41	+1.94
Omega ratio: Gain probability vs. loss probability	1.30	1.05	+0.24
Calmar ratio: Return relative to maximum drawdown	3.39	-0.02	+3.41
Martin ratio: Return relative to average drawdown	8.64	-0.03	+8.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVII vs. PLTW - Sharpe Ratio Comparison

The current NVII Sharpe Ratio is 1.83, which is higher than the PLTW Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of NVII and PLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NVII	PLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	-0.01	+1.84
Sharpe Ratio (All Time) Calculated using the full available price history	2.04	0.19	+1.85

Drawdowns

NVII vs. PLTW - Drawdown Comparison

The maximum NVII drawdown since its inception was -18.47%, smaller than the maximum PLTW drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for NVII and PLTW.

Drawdown Indicators

	NVII	PLTW	Difference
Max Drawdown Largest peak-to-trough decline	-18.47%	-46.29%	+27.82%
Max Drawdown (1Y) Largest decline over 1 year	-18.47%	-46.29%	+27.82%
Current Drawdown Current decline from peak	-8.54%	-39.64%	+31.10%
Average Drawdown Average peak-to-trough decline	-5.50%	-19.57%	+14.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.24%	25.21%	-17.97%

Volatility

NVII vs. PLTW - Volatility Comparison

The current volatility for REX NVDA Growth & Income ETF (NVII) is 12.22%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 22.32%. This indicates that NVII 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.

Volatility by Period

	NVII	PLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.22%	22.32%	-10.10%
Volatility (6M) Calculated over the trailing 6-month period	25.24%	46.26%	-21.02%
Volatility (1Y) Calculated over the trailing 1-year period	34.40%	61.73%	-27.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.54%	72.85%	-38.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.54%	72.85%	-38.31%

NVII vs. PLTW - Expense Ratio Comparison

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

Dividends

NVII vs. PLTW - Dividend Comparison

NVII's dividend yield for the trailing twelve months is around 51.55%, less than PLTW's 121.30% yield.

Position	TTM	2025
NVII REX NVDA Growth & Income ETF	51.55%	29.17%
PLTW PLTR WeeklyPay™ ETF	121.30%	72.40%

Frequently Asked Questions

Can I hold both NVII and PLTW in my portfolio?

NVII and PLTW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NVII or PLTW?

PLTW has higher volatility (22.32%) compared to NVII (12.22%). In terms of maximum drawdown, NVII dropped -18.47% vs PLTW's -46.29%.

Which ETF is better, NVII or PLTW?

On 1-year performance, NVII leads with 62.33% vs -0.85% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, NVII has been the lower-risk option at 12.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NVII or PLTW?

Over the 1-year period, NVII has performed better with a 62.33% return vs -0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NVII or PLTW?

NVII and PLTW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, NVII or PLTW?

PLTW has the higher dividend yield at 121.30%, compared with 51.55% for NVII.

What is the main difference between NVII and PLTW?

They also come from different issuers: REX and Roundhill.

Which has better risk-adjusted returns?

NVII currently has the higher Sharpe Ratio (1.83 vs -0.01), 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.