FEAT vs. AMDW

Last updated Jun 4, 2026

FEAT (YieldMax Dorsey Wright Featured 5 Income ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. FEAT is passively managed, while AMDW is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. FEAT charges 1.28%/yr vs 0.99%/yr for AMDW.

Performance

FEAT vs. AMDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and Roundhill AMD WeeklyPay ETF (AMDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEAT achieves a -6.90% return, which is significantly lower than AMDW's 192.40% return.

FEAT

• 1D: -1.95%
• 1M: -1.13%
• YTD: -6.90%
• 6M: -9.68%
• 1Y: -8.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDW

• 1D: 4.91%
• 1M: 72.80%
• YTD: 192.40%
• 6M: 186.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FEAT vs. AMDW - Yearly Performance Comparison

	2026 (YTD)	2025
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	-6.90%	-9.17%
AMDW Roundhill AMD WeeklyPay ETF	192.40%	34.24%

Correlation

The correlation between FEAT and AMDW is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.53

Return for Risk

FEAT vs. AMDW — Risk / Return Rank

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

FEAT

FEAT Risk / Return Rank: 6
FEAT Sharpe Ratio Rank: 6
FEAT Sortino Ratio Rank: 6
FEAT Omega Ratio Rank: 6
FEAT Calmar Ratio Rank: 6
FEAT Martin Ratio Rank: 6

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.

FEAT vs. AMDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) 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.

	FEAT	AMDW	Difference
Sharpe ratio: Return per unit of total volatility	-0.31	—	—
Sortino ratio: Return per unit of downside risk	-0.24	—	—
Omega ratio: Gain probability vs. loss probability	0.97	—	—
Calmar ratio: Return relative to maximum drawdown	-0.28	—	—
Martin ratio: Return relative to average drawdown	-0.56	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FEAT	AMDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	4.83	-5.28

Drawdowns

FEAT vs. AMDW - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, smaller than the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FEAT and AMDW.

Drawdown Indicators

	FEAT	AMDW	Difference
Max Drawdown Largest peak-to-trough decline	-31.68%	-34.64%	+2.96%
Max Drawdown (1Y) Largest decline over 1 year	-31.68%	—	—
Current Drawdown Current decline from peak	-20.14%	0.00%	-20.14%
Average Drawdown Average peak-to-trough decline	-13.20%	-14.66%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.65%	—	—

Volatility

Volatility by Period

	FEAT	AMDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.94%	81.56%	-53.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.33%	81.56%	-51.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.33%	81.56%	-51.23%

FEAT vs. AMDW - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than AMDW's 0.99% expense ratio.

Dividends

FEAT vs. AMDW - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 89.83%, more than AMDW's 28.98% yield.

Position	TTM	2025
AMDW Roundhill AMD WeeklyPay ETF	28.98%	34.78%
FEAT YieldMax Dorsey Wright Featured 5 Income ETF	89.83%	76.35%

Frequently Asked Questions

Can I hold both FEAT and AMDW in my portfolio?

FEAT and AMDW have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FEAT or AMDW?

On fees, AMDW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FEAT or AMDW?

AMDW is cheaper with a 0.99% expense ratio, compared with 1.28% for FEAT.

Which ETF pays a higher dividend yield, FEAT or AMDW?

FEAT has the higher dividend yield at 89.83%, compared with 28.98% for AMDW.

What is the main difference between FEAT and AMDW?

They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 1.28% for FEAT and 0.99% for AMDW.