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UX vs. NVDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UX vs. NVDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Uranium ETF (UX) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UX achieves a -0.61% return, which is significantly lower than NVDW's 15.96% return.


UX

1D
-2.53%
1M
-3.11%
YTD
-0.61%
6M
6.59%
1Y
17.18%
3Y*
5Y*
10Y*

NVDW

1D
-4.20%
1M
9.65%
YTD
15.96%
6M
20.80%
1Y
56.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UX vs. NVDW - Yearly Performance Comparison


Correlation

The correlation between UX and NVDW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2025

0.24

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Return for Risk

UX vs. NVDW — Risk / Return Rank

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

UX
UX Risk / Return Rank: 1717
Overall Rank
UX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UX Sortino Ratio Rank: 1818
Sortino Ratio Rank
UX Omega Ratio Rank: 1818
Omega Ratio Rank
UX Calmar Ratio Rank: 1818
Calmar Ratio Rank
UX Martin Ratio Rank: 1616
Martin Ratio Rank

NVDW
NVDW Risk / Return Rank: 3838
Overall Rank
NVDW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NVDW Sortino Ratio Rank: 3838
Sortino Ratio Rank
NVDW Omega Ratio Rank: 3535
Omega Ratio Rank
NVDW Calmar Ratio Rank: 4545
Calmar Ratio Rank
NVDW Martin Ratio Rank: 3535
Martin Ratio Rank
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.

UX vs. NVDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Uranium ETF (UX) 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.


UXNVDWDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.73

2.24

-1.51

Martin ratioReturn relative to average drawdown

1.45

5.44

-3.99

UX vs. NVDW - Sharpe Ratio Comparison

The current UX Sharpe Ratio is 0.50, which is lower than the NVDW Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of UX and NVDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UXNVDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.39

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.52

-1.21

Drawdowns

UX vs. NVDW - Drawdown Comparison

The maximum UX drawdown since its inception was -23.72%, smaller than the maximum NVDW drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for UX and NVDW.


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Drawdown Indicators


UXNVDWDifference

Max Drawdown

Largest peak-to-trough decline

-23.72%

-25.54%

+1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-23.72%

-25.54%

+1.82%

Current Drawdown

Current decline from peak

-19.59%

-10.65%

-8.94%

Average Drawdown

Average peak-to-trough decline

-10.13%

-8.19%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

10.49%

+1.38%

Volatility

UX vs. NVDW - Volatility Comparison

The current volatility for Roundhill Uranium ETF (UX) is 8.07%, while Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) has a volatility of 15.04%. This indicates that UX experiences smaller price fluctuations and is considered to be less risky 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


UXNVDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

15.04%

-6.97%

Volatility (6M)

Calculated over the trailing 6-month period

24.59%

30.74%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

34.45%

41.15%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

41.15%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.20%

41.15%

-4.95%

UX vs. NVDW - Expense Ratio Comparison

UX has a 0.75% expense ratio, which is lower than NVDW's 0.99% expense ratio.


Dividends

UX vs. NVDW - Dividend Comparison

UX's dividend yield for the trailing twelve months is around 1.49%, less than NVDW's 58.16% yield.


Frequently Asked Questions


UX and NVDW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDW has higher volatility (15.04%) compared to UX (8.07%). In terms of maximum drawdown, UX dropped -23.72% vs NVDW's -25.54%.

On 1-year performance, NVDW leads with 56.88% vs 17.18% for UX. On fees, UX is cheaper at 0.75% per year. On volatility, UX has been the lower-risk option at 8.07%. 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 56.88% return vs 17.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UX is cheaper with a 0.75% expense ratio, compared with 0.99% for NVDW.

NVDW has the higher dividend yield at 58.16%, compared with 1.49% for UX.

UX is categorized as Commodity Producers Equities, while NVDW is Derivative Income. Their fees differ too: 0.75% for UX and 0.99% for NVDW.

NVDW currently has the higher Sharpe Ratio (1.39 vs 0.50), 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.

Portfolio Optimizer

Find the right allocation for UX and NVDW

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