NVYY vs. TSLW

Last updated Apr 2, 2026

Compare and contrast key facts about GraniteShares YieldBOOST NVDA ETF (NVYY) and Roundhill TSLA WeeklyPay™ ETF (TSLW).

NVYY and TSLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.

Performance

NVYY vs. TSLW - Performance Comparison

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

NVYY vs. TSLW - Yearly Performance Comparison

	2026 (YTD)	2025
NVYY GraniteShares YieldBOOST NVDA ETF	-3.53%	26.95%
TSLW Roundhill TSLA WeeklyPay™ ETF	-18.99%	33.77%

Returns By Period

In the year-to-date period, NVYY achieves a -3.53% return, which is significantly higher than TSLW's -18.99% return.

NVYY

• 1D: 0.50%
• 1M: -3.38%
• YTD: -3.53%
• 6M: -3.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLW

• 1D: 3.11%
• 1M: -6.84%
• YTD: -18.99%
• 6M: -22.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVYY vs. TSLW - Expense Ratio Comparison

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

NVYY

GraniteShares YieldBOOST NVDA ETF

TSLW

Roundhill TSLA WeeklyPay™ ETF

Return for Risk

NVYY vs. TSLW - Risk-Adjusted Trends Comparison

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

	NVYY	TSLW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	0.18	+1.05

Correlation

The correlation between NVYY and TSLW is 0.32, 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

NVYY vs. TSLW - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 127.72%, more than TSLW's 81.10% yield.

	TTM	2025
NVYY GraniteShares YieldBOOST NVDA ETF	127.72%	75.30%
TSLW Roundhill TSLA WeeklyPay™ ETF	81.10%	49.31%

Drawdowns

NVYY vs. TSLW - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum TSLW drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for NVYY and TSLW.

Drawdown Indicators

	NVYY	TSLW	Difference
Max Drawdown Largest peak-to-trough decline	-14.90%	-32.91%	+18.01%
Current Drawdown Current decline from peak	-12.26%	-26.99%	+14.73%
Average Drawdown Average peak-to-trough decline	-4.67%	-10.66%	+5.99%

Volatility

Volatility by Period

	NVYY	TSLW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	25.37%	56.67%	-31.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.37%	56.67%	-31.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.37%	56.67%	-31.30%