AMDL vs. BRKW

Last updated Apr 2, 2026

Compare and contrast key facts about GraniteShares 2x Long AMD Daily ETF (AMDL) and Roundhill BRKB WeeklyPay ETF (BRKW).

AMDL and BRKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMDL is an actively managed fund by GraniteShares. It was launched on Mar 15, 2024. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025.

Performance

AMDL vs. BRKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AMD Daily ETF (AMDL) and Roundhill BRKB WeeklyPay ETF (BRKW). The values are adjusted to include any dividend payments, if applicable.

AMDL vs. BRKW - Yearly Performance Comparison

	2026 (YTD)	2025
AMDL GraniteShares 2x Long AMD Daily ETF	-16.14%	126.35%
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%

Returns By Period

In the year-to-date period, AMDL achieves a -16.14% return, which is significantly lower than BRKW's -6.49% return.

AMDL

• 1D: 6.80%
• 1M: 8.31%
• YTD: -16.14%
• 6M: 22.90%
• 1Y: 153.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AMDL vs. BRKW - Expense Ratio Comparison

AMDL has a 1.15% expense ratio, which is higher than BRKW's 0.99% expense ratio.

AMDL

GraniteShares 2x Long AMD Daily ETF

BRKW

Roundhill BRKB WeeklyPay ETF

Return for Risk

AMDL vs. BRKW — Risk / Return Rank

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

AMDL

AMDL Risk / Return Rank: 72
AMDL Sharpe Ratio Rank: 65
AMDL Sortino Ratio Rank: 83
AMDL Omega Ratio Rank: 76
AMDL Calmar Ratio Rank: 86
AMDL Martin Ratio Rank: 53

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.

AMDL vs. BRKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AMD Daily ETF (AMDL) and Roundhill BRKB WeeklyPay ETF (BRKW). 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.

	AMDL	BRKW	Difference
Sharpe ratio Return per unit of total volatility	1.19	—	—
Sortino ratio Return per unit of downside risk	2.25	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	2.74	—	—
Martin ratio Return relative to average drawdown	5.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AMDL	BRKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	-0.32	+0.07

Correlation

The correlation between AMDL and BRKW is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

AMDL vs. BRKW - Dividend Comparison

AMDL has not paid dividends to shareholders, while BRKW's dividend yield for the trailing twelve months is around 20.90%.

	TTM	2025
AMDL GraniteShares 2x Long AMD Daily ETF	0.00%	0.00%
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%

Drawdowns

AMDL vs. BRKW - Drawdown Comparison

The maximum AMDL drawdown since its inception was -88.63%, which is greater than BRKW's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for AMDL and BRKW.

Drawdown Indicators

	AMDL	BRKW	Difference
Max Drawdown Largest peak-to-trough decline	-88.63%	-11.86%	-76.77%
Max Drawdown (1Y) Largest decline over 1 year	-56.13%	—	—
Current Drawdown Current decline from peak	-48.88%	-9.47%	-39.41%
Average Drawdown Average peak-to-trough decline	-51.70%	-4.29%	-47.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.83%	—	—

Volatility

Volatility by Period

	AMDL	BRKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	97.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	129.32%	17.90%	+111.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	111.41%	17.90%	+93.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.41%	17.90%	+93.51%