TSLW vs. NVDW
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW).
TSLW and NVDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. NVDW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.
Performance
TSLW vs. NVDW - Performance Comparison
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TSLW vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -18.99% | 33.77% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | -8.24% | 40.00% |
Returns By Period
In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than NVDW's -8.24% return.
TSLW
- 1D
- 3.11%
- 1M
- -6.84%
- YTD
- -18.99%
- 6M
- -22.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- 0.85%
- 1M
- -4.80%
- YTD
- -8.24%
- 6M
- -9.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TSLW vs. NVDW - Expense Ratio Comparison
Both TSLW and NVDW have an expense ratio of 0.99%.
Return for Risk
TSLW vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill ETF Trust 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| TSLW | NVDW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.88 | -0.70 |
Correlation
The correlation between TSLW and NVDW is 0.35, 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
TSLW vs. NVDW - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 81.10%, more than NVDW's 59.87% yield.
| TTM | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 81.10% | 49.31% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 59.87% | 38.94% |
Drawdowns
TSLW vs. NVDW - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for TSLW and NVDW.
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Drawdown Indicators
| TSLW | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -25.54% | -7.37% |
Current DrawdownCurrent decline from peak | -26.99% | -19.77% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -8.25% | -2.41% |
Volatility
TSLW vs. NVDW - Volatility Comparison
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Volatility by Period
| TSLW | NVDW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 56.67% | 40.04% | +16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.67% | 40.04% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.67% | 40.04% | +16.63% |