BOXX vs. WEEK

Last updated Jun 5, 2026

BOXX (Alpha Architect 1-3 Month Box ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both Ultrashort Bond funds. BOXX is passively managed, while WEEK is actively managed. Over the past year, BOXX returned 4.09% vs 3.80% for WEEK. At a 0.14 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.

Performance

BOXX vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BOXX achieves a 1.59% return, which is significantly higher than WEEK's 1.43% return.

BOXX

• 1D: 0.01%
• 1M: 0.29%
• YTD: 1.59%
• 6M: 1.98%
• 1Y: 4.09%
• 3Y*: 4.75%
• 5Y*: —
• 10Y*: —

WEEK

• 1D: -0.01%
• 1M: 0.26%
• YTD: 1.43%
• 6M: 1.74%
• 1Y: 3.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BOXX vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
BOXX Alpha Architect 1-3 Month Box ETF	1.59%	3.53%
WEEK Roundhill Weekly T-Bill ETF	1.43%	3.37%

Correlation

The correlation between BOXX and WEEK is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	0.14

Return for Risk

BOXX vs. WEEK — Risk / Return Rank

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

BOXX

BOXX Risk / Return Rank: 100
BOXX Sharpe Ratio Rank: 100
BOXX Sortino Ratio Rank: 100
BOXX Omega Ratio Rank: 100
BOXX Calmar Ratio Rank: 100
BOXX Martin Ratio Rank: 100

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

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.

BOXX vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	BOXX	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	12.81	9.26	+3.55
Sortino ratio: Return per unit of downside risk	37.95	19.07	+18.88
Omega ratio: Gain probability vs. loss probability	9.96	4.61	+5.35
Calmar ratio: Return relative to maximum drawdown	59.63	29.41	+30.23
Martin ratio: Return relative to average drawdown	530.59	262.85	+267.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOXX vs. WEEK - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 12.81, which is higher than the WEEK Sharpe Ratio of 9.26. The chart below compares the historical Sharpe Ratios of BOXX and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BOXX	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	12.81	9.26	+3.55
Sharpe Ratio (All Time) Calculated using the full available price history	12.91	9.99	+2.91

Drawdowns

BOXX vs. WEEK - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum WEEK drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for BOXX and WEEK.

Drawdown Indicators

	BOXX	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-0.12%	-0.13%	+0.01%
Max Drawdown (1Y) Largest decline over 1 year	-0.07%	-0.13%	+0.06%
Max Drawdown (3Y) Largest decline over 3 years	-0.12%	—	—
Current Drawdown Current decline from peak	0.00%	-0.01%	+0.01%
Average Drawdown Average peak-to-trough decline	-0.00%	-0.01%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	0.01%	0.00%

Volatility

BOXX vs. WEEK - Volatility Comparison

Alpha Architect 1-3 Month Box ETF (BOXX) has a higher volatility of 0.09% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.08%. This indicates that BOXX's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOXX	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.09%	0.08%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	0.25%	0.25%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	0.32%	0.41%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.37%	0.39%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.37%	0.39%	-0.02%

BOXX vs. WEEK - Expense Ratio Comparison

Both BOXX and WEEK have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

BOXX vs. WEEK - Dividend Comparison

BOXX has not paid dividends to shareholders, while WEEK's dividend yield for the trailing twelve months is around 3.72%.

Position	TTM	2025	2024
BOXX Alpha Architect 1-3 Month Box ETF	0.00%	0.00%	0.26%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%	0.00%

Frequently Asked Questions

Can I hold both BOXX and WEEK in my portfolio?

BOXX and WEEK have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOXX or WEEK?

BOXX has higher volatility (0.09%) compared to WEEK (0.08%). In terms of maximum drawdown, BOXX dropped -0.12% vs WEEK's -0.13%.

Which ETF is better, BOXX or WEEK?

On 1-year performance, BOXX leads with 4.09% vs 3.80% for WEEK. Both ETFs have the same 0.19% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BOXX or WEEK?

Over the 1-year period, BOXX has performed better with a 4.09% return vs 3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BOXX or WEEK?

BOXX and WEEK have the same expense ratio: 0.19% per year.

Which ETF pays a higher dividend yield, BOXX or WEEK?

WEEK has the higher dividend yield at 3.72%, compared with 0.00% for BOXX.

What is the main difference between BOXX and WEEK?

They also come from different issuers: Alpha Architect and Roundhill.

Which has better risk-adjusted returns?

BOXX currently has the higher Sharpe Ratio (12.81 vs 9.26), 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.