DDDD vs. AMDW
DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their -0.01 correlation means they have often moved in opposite directions in the past. Both charge a 0.99% expense ratio.
Performance
DDDD vs. AMDW - Performance Comparison
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Returns By Period
DDDD
- 1D
- 0.53%
- 1M
- 3.50%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
AMDW
- 1D
- 1.68%
- 1M
- -8.62%
- 6M
- 113.70%
- YTD
- 150.89%
- 1Y
- 214.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 231.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.29M | $9.36M | $8.60M | |
| $365.80K | $291.65K | $204.25K |
DDDD vs. AMDW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 8.50% |
AMDW Roundhill AMD WeeklyPay ETF | 168.31% |
Correlation
The correlation between DDDD and AMDW is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | -0.01 |
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Return for Risk
DDDD vs. AMDW — Risk / Return Rank
DDDD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AMDW
DDDD vs. AMDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) and Roundhill AMD WeeklyPay ETF (AMDW). 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.
| DDDD | AMDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.23 | — |
| Martin ratioReturn relative to average drawdown | — | 12.22 | — |
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Drawdowns
DDDD vs. AMDW - Drawdown Comparison
The maximum DDDD drawdown since its inception was -3.04%, smaller than the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for DDDD and AMDW.
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Drawdown Indicators
| DDDD | AMDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.04% | -34.64% | +31.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -34.64% | — |
Current DrawdownCurrent decline from peak | -0.97% | -20.07% | +19.10% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -13.99% | +13.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 17.63% | — |
Volatility
DDDD vs. AMDW - Volatility Comparison
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Volatility by Period
| DDDD | AMDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 28.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 66.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 85.77% | -75.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.59% | 84.89% | -74.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 84.89% | -74.30% |
DDDD vs. AMDW - Expense Ratio Comparison
Both DDDD and AMDW have an expense ratio of 0.99%.
Dividends
DDDD vs. AMDW - Dividend Comparison
DDDD's dividend yield for the trailing twelve months is around 1.53%, less than AMDW's 55.51% yield.
| Position | TTM | 2025 |
|---|---|---|
AMDW Roundhill AMD WeeklyPay ETF | 55.51% | 34.78% |
DDDD YieldMax U.S. Stocks Target Double Distribution ETF | 1.53% | 0.00% |
Frequently Asked Questions
DDDD and AMDW have a correlation of -0.01, 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.
DDDD and AMDW have the same expense ratio: 0.99% per year.
AMDW has the higher dividend yield at 55.51%, compared with 1.53% for DDDD.
They also come from different issuers: YieldMax and Roundhill.
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