NVYY vs. COIW

Last updated Jun 5, 2026

NVYY (GraniteShares YieldBOOST NVDA ETF) and COIW (COIN WeeklyPay™ ETF) are both exchange-traded funds - NVYY is a Leveraged Equities fund actively managed by GraniteShares, while COIW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. Over the past year, NVYY returned 31.98% vs -46.46% for COIW. At a 0.37 correlation, their price movements are largely independent. NVYY charges 1.07%/yr vs 0.99%/yr for COIW.

Performance

NVYY vs. COIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST NVDA ETF (NVYY) and COIN WeeklyPay™ ETF (COIW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NVYY achieves a 5.46% return, which is significantly higher than COIW's -33.93% return.

NVYY

• 1D: 0.82%
• 1M: 6.57%
• YTD: 5.46%
• 6M: 3.18%
• 1Y: 31.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIW

• 1D: 0.92%
• 1M: -20.57%
• YTD: -33.93%
• 6M: -47.79%
• 1Y: -46.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVYY vs. COIW - Yearly Performance Comparison

	2026 (YTD)	2025
NVYY GraniteShares YieldBOOST NVDA ETF	5.46%	31.62%
COIW COIN WeeklyPay™ ETF	-33.93%	-20.35%

Correlation

The correlation between NVYY and COIW 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 May 14, 2025	0.37

Return for Risk

NVYY vs. COIW — Risk / Return Rank

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

NVYY

NVYY Risk / Return Rank: 38
NVYY Sharpe Ratio Rank: 38
NVYY Sortino Ratio Rank: 33
NVYY Omega Ratio Rank: 39
NVYY Calmar Ratio Rank: 44
NVYY Martin Ratio Rank: 33

COIW

COIW Risk / Return Rank: 5
COIW Sharpe Ratio Rank: 5
COIW Sortino Ratio Rank: 5
COIW Omega Ratio Rank: 5
COIW Calmar Ratio Rank: 4
COIW Martin Ratio Rank: 4

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.

NVYY vs. COIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and COIN WeeklyPay™ ETF (COIW). 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.

	NVYY	COIW	Difference
Sharpe ratio: Return per unit of total volatility	1.32	-0.55	+1.87
Sortino ratio: Return per unit of downside risk	1.74	-0.48	+2.22
Omega ratio: Gain probability vs. loss probability	1.25	0.95	+0.30
Calmar ratio: Return relative to maximum drawdown	2.16	-0.63	+2.78
Martin ratio: Return relative to average drawdown	4.93	-0.99	+5.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVYY vs. COIW - Sharpe Ratio Comparison

The current NVYY Sharpe Ratio is 1.32, which is higher than the COIW Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of NVYY and COIW, 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

	NVYY	COIW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	-0.55	+1.87
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	-0.46	+1.97

Drawdowns

NVYY vs. COIW - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for NVYY and COIW.

Drawdown Indicators

	NVYY	COIW	Difference
Max Drawdown Largest peak-to-trough decline	-14.90%	-74.55%	+59.65%
Max Drawdown (1Y) Largest decline over 1 year	-14.90%	-74.55%	+59.65%
Current Drawdown Current decline from peak	-4.08%	-70.08%	+66.00%
Average Drawdown Average peak-to-trough decline	-5.00%	-37.82%	+32.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.50%	46.91%	-40.41%

Volatility

NVYY vs. COIW - Volatility Comparison

The current volatility for GraniteShares YieldBOOST NVDA ETF (NVYY) is 4.58%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 22.47%. This indicates that NVYY experiences smaller price fluctuations and is considered to be less risky than COIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVYY	COIW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	22.47%	-17.89%
Volatility (6M) Calculated over the trailing 6-month period	16.79%	61.92%	-45.13%
Volatility (1Y) Calculated over the trailing 1-year period	24.27%	84.69%	-60.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.06%	90.93%	-66.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.06%	90.93%	-66.87%

NVYY vs. COIW - Expense Ratio Comparison

NVYY has a 1.07% expense ratio, which is higher than COIW's 0.99% expense ratio.

Dividends

NVYY vs. COIW - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 146.42%, less than COIW's 224.62% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	224.62%	120.37%
NVYY GraniteShares YieldBOOST NVDA ETF	146.42%	75.30%

Frequently Asked Questions

Can I hold both NVYY and COIW in my portfolio?

NVYY and COIW 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.

Which is riskier, NVYY or COIW?

COIW has higher volatility (22.47%) compared to NVYY (4.58%). In terms of maximum drawdown, NVYY dropped -14.90% vs COIW's -74.55%.

Which ETF is better, NVYY or COIW?

On 1-year performance, NVYY leads with 31.98% vs -46.46% for COIW. On fees, COIW is cheaper at 0.99% per year. On volatility, NVYY has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NVYY or COIW?

Over the 1-year period, NVYY has performed better with a 31.98% return vs -46.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NVYY or COIW?

COIW is cheaper with a 0.99% expense ratio, compared with 1.07% for NVYY.

Which ETF pays a higher dividend yield, NVYY or COIW?

COIW has the higher dividend yield at 224.62%, compared with 146.42% for NVYY.

What is the main difference between NVYY and COIW?

NVYY is categorized as Leveraged Equities, while COIW is Derivative Income. They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for NVYY and 0.99% for COIW.

Which has better risk-adjusted returns?

NVYY currently has the higher Sharpe Ratio (1.32 vs -0.55), 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.