TSLW vs. NVYY

Last updated Apr 2, 2026

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

TSLW and NVYY 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. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025.

Performance

TSLW vs. NVYY - Performance Comparison

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

TSLW vs. NVYY - Yearly Performance Comparison

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

Returns By Period

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

TSLW

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

NVYY

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

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

TSLW vs. NVYY - Expense Ratio Comparison

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

NVYY

GraniteShares YieldBOOST NVDA ETF

TSLW

Roundhill TSLA WeeklyPay™ ETF

Return for Risk

TSLW vs. NVYY - Risk-Adjusted Trends Comparison

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

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

Correlation

The correlation between TSLW and NVYY 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

TSLW vs. NVYY - Dividend Comparison

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

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

Drawdowns

TSLW vs. NVYY - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

Volatility by Period

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