NVYY vs. MSTW

Last updated Jul 14, 2026

NVYY (GraniteShares YieldBOOST NVDA ETF) and MSTW (Roundhill MSTR WeeklyPay ETF) are both exchange-traded funds - NVYY is a Leveraged Equities fund actively managed by GraniteShares, while MSTW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. At a 0.32 correlation, their price movements are largely independent. NVYY charges 1.07%/yr vs 0.99%/yr for MSTW.

Performance

NVYY vs. MSTW - Performance Comparison

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

Returns By Period

In the year-to-date period, NVYY achieves a 2.44% return, which is significantly higher than MSTW's -49.77% return.

NVYY

• 1D: -0.55%
• 1M: 0.16%
• 6M: 1.42%
• YTD: 2.44%
• 1Y: 13.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTW

• 1D: -3.26%
• 1M: -32.02%
• 6M: -53.37%
• YTD: -49.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVYY vs. MSTW - Yearly Performance Comparison

	2026 (YTD)	2025
NVYY GraniteShares YieldBOOST NVDA ETF	2.44%	8.51%
MSTW Roundhill MSTR WeeklyPay ETF	-49.77%	-71.40%

Correlation

The correlation between NVYY and MSTW is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.32

Return for Risk

NVYY vs. MSTW — Risk / Return Rank

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

NVYY

NVYY Risk / Return Rank: 21
NVYY Sharpe Ratio Rank: 20
NVYY Sortino Ratio Rank: 19
NVYY Omega Ratio Rank: 20
NVYY Calmar Ratio Rank: 23
NVYY Martin Ratio Rank: 21

MSTW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MSTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and Roundhill MSTR WeeklyPay ETF (MSTW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NVYY	MSTW	Difference
Sharpe ratio: Return per unit of total volatility	0.55	—	—
Sortino ratio: Return per unit of downside risk	0.85	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.88	—	—
Martin ratio: Return relative to average drawdown	1.90	—	—

Drawdowns

NVYY vs. MSTW - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum MSTW drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for NVYY and MSTW.

Drawdown Indicators

	NVYY	MSTW	Difference
Max Drawdown Largest peak-to-trough decline	-14.90%	-87.29%	+72.39%
Max Drawdown (1Y) Largest decline over 1 year	-14.90%	—	—
Current Drawdown Current decline from peak	-6.82%	-85.64%	+78.82%
Average Drawdown Average peak-to-trough decline	-5.16%	-57.27%	+52.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.88%	—	—

Volatility

Volatility by Period

	NVYY	MSTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.00%	91.07%	-67.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.31%	91.07%	-67.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.31%	91.07%	-67.76%

NVYY vs. MSTW - Expense Ratio Comparison

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

Dividends

NVYY vs. MSTW - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 138.39%, less than MSTW's 411.61% yield.

Position	TTM	2025
MSTW Roundhill MSTR WeeklyPay ETF	411.61%	106.94%
NVYY GraniteShares YieldBOOST NVDA ETF	138.39%	75.30%

Frequently Asked Questions

Can I hold both NVYY and MSTW in my portfolio?

NVYY and MSTW have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NVYY or MSTW?

On fees, MSTW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NVYY or MSTW?

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

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

MSTW has the higher dividend yield at 411.61%, compared with 138.39% for NVYY.

What is the main difference between NVYY and MSTW?

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