CHPY vs. ARMW
CHPY (YieldMax Semiconductor Portfolio Option Income ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their 0.69 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.99% expense ratio.
Performance
CHPY vs. ARMW - Performance Comparison
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Returns By Period
In the year-to-date period, CHPY achieves a 56.70% return, which is significantly lower than ARMW's 133.71% return.
CHPY
- 1D
- 0.77%
- 1M
- -10.41%
- 6M
- 38.53%
- YTD
- 56.70%
- 1Y
- 95.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 96.22%
ARMW
- 1D
- -0.53%
- 1M
- -28.93%
- 6M
- 143.26%
- YTD
- 133.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.40M | $4.54M | $4.17M | |
| $51.63M | $53.85M | $60.48M |
CHPY vs. ARMW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 56.70% | 6.30% |
ARMW Roundhill ARM WeeklyPay ETF | 133.71% | -41.28% |
Correlation
The correlation between CHPY and ARMW is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.69 |
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Return for Risk
CHPY vs. ARMW — Risk / Return Rank
CHPY
ARMW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY vs. ARMW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Semiconductor Portfolio Option Income ETF (CHPY) and Roundhill ARM WeeklyPay ETF (ARMW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHPY | ARMW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | — | — |
| Martin ratioReturn relative to average drawdown | 15.85 | — | — |
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Drawdowns
CHPY vs. ARMW - Drawdown Comparison
The maximum CHPY drawdown since its inception was -27.64%, smaller than the maximum ARMW drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for CHPY and ARMW.
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Drawdown Indicators
| CHPY | ARMW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -56.50% | +28.86% |
Max Drawdown (1Y)Largest decline over 1 year | -27.64% | — | — |
Current DrawdownCurrent decline from peak | -20.20% | -52.96% | +32.76% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -27.31% | +24.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | — | — |
Volatility
CHPY vs. ARMW - Volatility Comparison
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Volatility by Period
| CHPY | ARMW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 33.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 95.78% | -57.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.09% | 95.78% | -56.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.09% | 95.78% | -56.69% |
CHPY vs. ARMW - Expense Ratio Comparison
Both CHPY and ARMW have an expense ratio of 0.99%.
Dividends
CHPY vs. ARMW - Dividend Comparison
CHPY's dividend yield for the trailing twelve months is around 38.40%, less than ARMW's 66.19% yield.
| Position | TTM | 2025 |
|---|---|---|
ARMW Roundhill ARM WeeklyPay ETF | 66.19% | 16.38% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 38.40% | 28.19% |
Frequently Asked Questions
CHPY and ARMW have a correlation of 0.69, 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.
CHPY and ARMW have the same expense ratio: 0.99% per year.
ARMW has the higher dividend yield at 66.19%, compared with 38.40% for CHPY.
They also come from different issuers: YieldMax and Roundhill.
Find the right allocation for CHPY and ARMW
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