PLTW vs. NVDW
PLTW (PLTR WeeklyPay™ ETF) and NVDW (Roundhill NVDA WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, PLTW returned -26.59% vs 40.81% for NVDW. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
PLTW vs. NVDW - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -42.11% return, which is significantly lower than NVDW's 6.30% return.
PLTW
- 1D
- -3.23%
- 1M
- -18.15%
- YTD
- -42.11%
- 6M
- -48.01%
- 1Y
- -26.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- -4.59%
- 1M
- -8.60%
- YTD
- 6.30%
- 6M
- 4.41%
- 1Y
- 40.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -42.11% | 36.30% |
NVDW Roundhill NVDA WeeklyPay ETF | 6.30% | 33.44% |
Correlation
The correlation between PLTW and NVDW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.39 |
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Return for Risk
PLTW vs. NVDW — Risk / Return Rank
PLTW
NVDW
PLTW vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Roundhill NVDA WeeklyPay ETF (NVDW). 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.
| PLTW | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 1.61 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.98 | 3.72 | -4.69 |
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Drawdowns
PLTW vs. NVDW - Drawdown Comparison
The maximum PLTW drawdown since its inception was -52.65%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for PLTW and NVDW.
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Drawdown Indicators
| PLTW | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.65% | -25.54% | -27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -52.65% | -25.54% | -27.11% |
Current DrawdownCurrent decline from peak | -52.65% | -18.09% | -34.56% |
Average DrawdownAverage peak-to-trough decline | -23.35% | -8.50% | -14.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.25% | 11.01% | +16.24% |
Volatility
PLTW vs. NVDW - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 23.13% compared to Roundhill NVDA WeeklyPay ETF (NVDW) at 15.16%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than NVDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTW | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 15.16% | +7.97% |
Volatility (6M)Calculated over the trailing 6-month period | 46.72% | 32.09% | +14.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 42.50% | +19.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 42.02% | +32.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.29% | 42.02% | +32.27% |
PLTW vs. NVDW - Expense Ratio Comparison
Both PLTW and NVDW have an expense ratio of 0.99%.
Dividends
PLTW vs. NVDW - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 151.83%, more than NVDW's 63.83% yield.
| Position | TTM | 2025 |
|---|---|---|
NVDW Roundhill NVDA WeeklyPay ETF | 63.83% | 38.94% |
PLTW PLTR WeeklyPay™ ETF | 151.83% | 72.40% |
Frequently Asked Questions
PLTW and NVDW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (23.13%) compared to NVDW (15.16%). In terms of maximum drawdown, PLTW dropped -52.65% vs NVDW's -25.54%.
On 1-year performance, NVDW leads with 40.81% vs -26.59% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, NVDW has been the lower-risk option at 15.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NVDW has performed better with a 40.81% return vs -26.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW and NVDW have the same expense ratio: 0.99% per year.
PLTW has the higher dividend yield at 151.83%, compared with 63.83% for NVDW.
NVDW currently has the higher Sharpe Ratio (0.96 vs -0.43), 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.
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