Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) Performance
NVDW total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.1% since Dec 31, 2025
- 1 year
- +12.9% total return
- Since first price
- +48.5% since 2025
NVDW trailing returns vs SPY, QQQ, AGG
| Period | NVDW total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −8.1% | −10.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.2% | −9.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.2% | −15.2% | +7.8% | +8.4% | −1.5% |
| YTD | +11.1% | −21.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.9% | −27.4% | +14.4% | +15.9% | −1.1% |
| Since inceptionFeb 19, 2025 | +48.5% | −33.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: NVDW vs SPY
From Feb 19, 2025: NVDW grew to $14,851, SPY to $12,643.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
NVDW returns by calendar year
2026 is year to date.
NVDW annual returns table
| Year | NVDW | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.1% | −23.4% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
NVDW largest drawdowns
Now 14.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 20, 2025 | −38.6% | Apr 4, 2025 | Jun 10, 2025 | 43 days | 4 months |
| Oct 29, 2025 | −25.5% | Mar 30, 2026 | Apr 27, 2026 | 5 months | 6 months |
| May 14, 2026 | −23.4% | Jul 29, 2026 | not yet | 2 months | 5 months so far |
| Apr 27, 2026 | −11.4% | May 5, 2026 | May 11, 2026 | 8 days | 14 days |
| Aug 12, 2025 | −10.9% | Sep 5, 2025 | Sep 30, 2025 | 24 days | 49 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
NVDW risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +48.6% |
| Volatility (annualized) | 41.1% |
| Sharpe ratio | 1.08 |
| Sortino ratio | 2.12 |
| Best month | +29.6% |
| Worst month | −16.3% |
| Best 12 months | +96.8% |
| Worst 12 months | +10.1% |
| Positive months | 63% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
NVDW rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 9 | −0.3% | +26.2% | +96.8% | 89% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
NVDW performance overview
Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) returned +12.9% over the past year, with distributions reinvested. Since its first recorded price on Feb 19, 2025 it has returned +48.5%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −38.6%, from Feb 20, 2025 to Apr 4, 2025, and it took 2 months to get back to the old high. Volatility has been 41.1% a year.
Related: NVDW chart, NVDW dividends. See the NVDW overview for the latest quote and fund facts.
NVDW performance FAQ
What is the NVDW return over the past year?
NVDW returned +12.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 27.4%.
How much would $10,000 invested in NVDW be worth?
$10,000 invested in NVDW at its first recorded close on February 19, 2025 would be worth about $14,851 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of NVDW?
The largest peak-to-trough decline was −38.6% between February 20, 2025 and April 4, 2025. It recovered to the old high on June 10, 2025, 2 months after the bottom.
How volatile is NVDW?
Over the past history NVDW had an annualized volatility of 41.1% and a Sharpe ratio of 1.08 (excess return over 1–3 month T-bills per unit of risk).