Roundhill TSLA WeeklyPay™ ETF (TSLW)

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The chart shows the growth of an initial investment of $10,000 in Roundhill TSLA WeeklyPay™ ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jun 2, 2025, TSLW's average daily return is +0.09%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.

Historically, 40% of months were positive and 60% were negative. The best month was Sep 2025 with a return of +40.1%, while the worst month was Mar 2026 at -9.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TSLW closed higher 52% of trading days. The best single day was Jun 23, 2025 with a return of +10.0%, while the worst single day was Jun 5, 2025 at -17.3%.

Roundhill TSLA WeeklyPay™ ETF has an annualized alpha of -8.76%, beta of 2.57, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since June 03, 2025.

• This ETF participated in 193.82% of S&P 500 Index downside but only 122.74% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.29 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

TSLW has a high expense ratio of 0.99%, indicating above-average management fees.

The table below present risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and compare them to a chosen benchmark (S&P 500 Index).

Roundhill TSLA WeeklyPay™ ETF provided a 83.63% dividend yield over the last twelve months, with an annual payout of $19.62 per share.

The table displays the monthly dividend distributions for Roundhill TSLA WeeklyPay™ ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Roundhill TSLA WeeklyPay™ ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Roundhill TSLA WeeklyPay™ ETF was 32.91%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Roundhill TSLA WeeklyPay™ ETF drawdown is 29.20%.

The chart below shows the rolling one-month volatility.