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BABW vs. WEEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABW vs. WEEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BABA WeeklyPay ETF (BABW) and Peerless Option Income Wheel ETF (WEEL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BABW achieves a -17.38% return, which is significantly lower than WEEL's 5.22% return.


BABW

1D
-2.92%
1M
-5.34%
YTD
-17.38%
6M
-24.96%
1Y
3Y*
5Y*
10Y*

WEEL

1D
-0.40%
1M
0.96%
YTD
5.22%
6M
5.75%
1Y
20.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABW vs. WEEL - Yearly Performance Comparison


2026 (YTD)2025
BABW
Roundhill BABA WeeklyPay ETF
-17.38%-18.22%
WEEL
Peerless Option Income Wheel ETF
5.22%2.42%

Correlation

The correlation between BABW and WEEL is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 24, 2025

0.39

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Return for Risk

BABW vs. WEEL — Risk / Return Rank

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

BABW

WEEL
WEEL Risk / Return Rank: 8484
Overall Rank
WEEL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WEEL Sortino Ratio Rank: 8686
Sortino Ratio Rank
WEEL Omega Ratio Rank: 8585
Omega Ratio Rank
WEEL Calmar Ratio Rank: 8282
Calmar Ratio Rank
WEEL Martin Ratio Rank: 9191
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.

BABW vs. WEEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BABA WeeklyPay ETF (BABW) and Peerless Option Income Wheel ETF (WEEL). 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.

BABW vs. WEEL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BABWWEELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.97

1.01

-1.97

Drawdowns

BABW vs. WEEL - Drawdown Comparison

The maximum BABW drawdown since its inception was -40.29%, which is greater than WEEL's maximum drawdown of -17.45%. Use the drawdown chart below to compare losses from any high point for BABW and WEEL.


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Drawdown Indicators


BABWWEELDifference

Max Drawdown

Largest peak-to-trough decline

-40.29%

-17.45%

-22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

Current Drawdown

Current decline from peak

-35.94%

-0.40%

-35.54%

Average Drawdown

Average peak-to-trough decline

-22.10%

-1.45%

-20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

BABW vs. WEEL - Volatility Comparison


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Volatility by Period


BABWWEELDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

49.61%

8.01%

+41.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.61%

12.84%

+36.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.61%

12.84%

+36.77%

BABW vs. WEEL - Expense Ratio Comparison

Both BABW and WEEL have an expense ratio of 0.99%.


Dividends

BABW vs. WEEL - Dividend Comparison

BABW's dividend yield for the trailing twelve months is around 37.81%, more than WEEL's 12.46% yield.


PositionTTM20252024
BABW
Roundhill BABA WeeklyPay ETF
37.81%10.68%0.00%
WEEL
Peerless Option Income Wheel ETF
12.46%12.72%6.88%

Frequently Asked Questions


BABW and WEEL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BABW and WEEL have the same expense ratio: 0.99% per year.

BABW has the higher dividend yield at 37.81%, compared with 12.46% for WEEL.

They also come from different issuers: Roundhill Investments and Peerless ETFs.

Portfolio Optimizer

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