CUSD vs. WEEK

Last updated Jun 24, 2026

CUSD (CrossingBridge Ultra-Short Duration ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, CUSD returned 6.58% vs 3.72% for WEEK. At a correlation of -0.04, they often move in opposite directions. CUSD charges 0.81%/yr vs 0.19%/yr for WEEK.

Performance

CUSD vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Ultra-Short Duration ETF (CUSD) 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, CUSD achieves a 4.97% return, which is significantly higher than WEEK's 1.56% return.

CUSD

• 1D: 3.80%
• 1M: 3.10%
• YTD: 4.97%
• 6M: 5.87%
• 1Y: 6.58%
• 3Y*: 5.80%
• 5Y*: —
• 10Y*: —

WEEK

• 1D: -0.09%
• 1M: 0.24%
• YTD: 1.56%
• 6M: 1.70%
• 1Y: 3.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CUSD vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
CUSD CrossingBridge Ultra-Short Duration ETF	4.97%	3.92%
WEEK Roundhill Weekly T-Bill ETF	1.56%	3.37%

Correlation

The correlation between CUSD and WEEK is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	-0.04

Return for Risk

CUSD vs. WEEK — Risk / Return Rank

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

CUSD

CUSD Risk / Return Rank: 20
CUSD Sharpe Ratio Rank: 16
CUSD Sortino Ratio Rank: 16
CUSD Omega Ratio Rank: 19
CUSD Calmar Ratio Rank: 26
CUSD Martin Ratio Rank: 25

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.

CUSD vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Ultra-Short Duration ETF (CUSD) 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.

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.

	CUSD	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	0.45	8.53	-8.08
Sortino ratio: Return per unit of downside risk	0.80	16.60	-15.80
Omega ratio: Gain probability vs. loss probability	1.13	4.07	-2.94
Calmar ratio: Return relative to maximum drawdown	1.22	28.78	-27.56
Martin ratio: Return relative to average drawdown	3.09	233.16	-230.07

CUSD vs. WEEK - Sharpe Ratio Comparison

The current CUSD Sharpe Ratio is 0.45, which is lower than the WEEK Sharpe Ratio of 8.53. The chart below compares the historical Sharpe Ratios of CUSD 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.

Drawdowns

CUSD vs. WEEK - Drawdown Comparison

The maximum CUSD drawdown since its inception was -5.42%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for CUSD and WEEK.

Drawdown Indicators

	CUSD	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-5.42%	-0.13%	-5.29%
Max Drawdown (1Y) Largest decline over 1 year	-5.42%	-0.13%	-5.29%
Max Drawdown (3Y) Largest decline over 3 years	-5.42%	—	—
Current Drawdown Current decline from peak	0.00%	-0.09%	+0.09%
Average Drawdown Average peak-to-trough decline	-0.48%	-0.01%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	0.02%	+2.12%

Volatility

CUSD vs. WEEK - Volatility Comparison

CrossingBridge Ultra-Short Duration ETF (CUSD) has a higher volatility of 6.15% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.16%. This indicates that CUSD'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

	CUSD	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	0.16%	+5.99%
Volatility (6M) Calculated over the trailing 6-month period	11.99%	0.29%	+11.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	0.44%	+14.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.39%	0.40%	+6.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.39%	0.40%	+6.99%

CUSD vs. WEEK - Expense Ratio Comparison

CUSD has a 0.81% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

CUSD vs. WEEK - Dividend Comparison

CUSD's dividend yield for the trailing twelve months is around 13.39%, more than WEEK's 3.70% yield.

Position	TTM	2025	2024	2023	2022
CUSD CrossingBridge Ultra-Short Duration ETF	13.39%	14.05%	7.10%	3.62%	1.14%
WEEK Roundhill Weekly T-Bill ETF	3.70%	3.27%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CUSD and WEEK in my portfolio?

CUSD and WEEK have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CUSD or WEEK?

CUSD has higher volatility (6.15%) compared to WEEK (0.16%). In terms of maximum drawdown, CUSD dropped -5.42% vs WEEK's -0.13%.

Which ETF is better, CUSD or WEEK?

On 1-year performance, CUSD leads with 6.58% vs 3.72% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CUSD or WEEK?

Over the 1-year period, CUSD has performed better with a 6.58% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CUSD or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.81% for CUSD.

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

CUSD has the higher dividend yield at 13.39%, compared with 3.70% for WEEK.

What is the main difference between CUSD and WEEK?

They also come from different issuers: CrossingBridge and Roundhill. Their fees differ too: 0.81% for CUSD and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (8.53 vs 0.45), 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.