NYYY vs. AMDW

Last updated Jul 28, 2026

NYYY (xETFs NVDA Daily Income ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.99% expense ratio.

Performance

NYYY vs. AMDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in xETFs NVDA Daily Income ETF (NYYY) and Roundhill AMD WeeklyPay ETF (AMDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NYYY

• 1D: -4.71%
• 1M: 1.24%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AMDW

• 1D: -6.02%
• 1M: -6.60%
• 6M: 114.94%
• YTD: 158.28%
• 1Y: 236.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 249.40%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AMDW Roundhill AMD WeeklyPay ETF	$9.15M	$8.83M	$8.05M
NYYY xETFs NVDA Daily Income ETF	$7.82K	$8.28K	$21.37K

NYYY vs. AMDW - Yearly Performance Comparison

	2026 (YTD)
NYYY xETFs NVDA Daily Income ETF	-13.14%
AMDW Roundhill AMD WeeklyPay ETF	10.38%

Correlation

The correlation between NYYY and AMDW is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 15, 2026	0.54

Return for Risk

NYYY vs. AMDW — Risk / Return Rank

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

NYYY

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

AMDW

AMDW Risk / Return Rank: 92
AMDW Sharpe Ratio Rank: 95
AMDW Sortino Ratio Rank: 91
AMDW Omega Ratio Rank: 89
AMDW Calmar Ratio Rank: 96
AMDW Martin Ratio Rank: 89

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.

NYYY vs. AMDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for xETFs NVDA Daily Income ETF (NYYY) and Roundhill AMD WeeklyPay ETF (AMDW). 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.

	NYYY	AMDW	Difference
Sharpe ratio: Return per unit of total volatility	—	2.85	—
Sortino ratio: Return per unit of downside risk	—	3.20	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	6.86	—
Martin ratio: Return relative to average drawdown	—	13.70	—

Drawdowns

NYYY vs. AMDW - Drawdown Comparison

The maximum NYYY drawdown since its inception was -14.30%, smaller than the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for NYYY and AMDW.

Drawdown Indicators

	NYYY	AMDW	Difference
Max Drawdown Largest peak-to-trough decline	-14.30%	-34.64%	+20.34%
Max Drawdown (1Y) Largest decline over 1 year	—	-34.64%	—
Current Drawdown Current decline from peak	-13.24%	-17.72%	+4.48%
Average Drawdown Average peak-to-trough decline	-7.96%	-13.80%	+5.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	17.32%	—

Volatility

Volatility by Period

	NYYY	AMDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	25.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	64.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	36.53%	83.71%	-47.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.53%	83.42%	-46.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.53%	83.42%	-46.89%

NYYY vs. AMDW - Expense Ratio Comparison

Both NYYY and AMDW have an expense ratio of 0.99%.

Dividends

NYYY vs. AMDW - Dividend Comparison

NYYY's dividend yield for the trailing twelve months is around 3.69%, less than AMDW's 51.03% yield.

Position	TTM	2025
AMDW Roundhill AMD WeeklyPay ETF	51.03%	34.78%
NYYY xETFs NVDA Daily Income ETF	3.69%	0.00%

Frequently Asked Questions

Can I hold both NYYY and AMDW in my portfolio?

NYYY and AMDW have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NYYY or AMDW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NYYY or AMDW?

NYYY and AMDW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, NYYY or AMDW?

AMDW has the higher dividend yield at 51.03%, compared with 3.69% for NYYY.

What is the main difference between NYYY and AMDW?

They also come from different issuers: xETFs and Roundhill.