GPTY vs. ARMW

Last updated Jun 4, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

GPTY vs. ARMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Roundhill ARM WeeklyPay ETF (ARMW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GPTY achieves a 36.39% return, which is significantly lower than ARMW's 363.23% return.

GPTY

• 1D: -1.40%
• 1M: 19.04%
• YTD: 36.39%
• 6M: 32.30%
• 1Y: 55.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMW

• 1D: 3.44%
• 1M: 128.75%
• YTD: 363.23%
• 6M: 245.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. ARMW - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	36.39%	-4.00%
ARMW Roundhill ARM WeeklyPay ETF	363.23%	-40.49%

Correlation

The correlation between GPTY and ARMW is 0.60, 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 Oct 24, 2025	0.60

GPTY vs. ARMW - Sectors Allocation Comparison

Sectors	GPTY	ARMW
Technology	77.9%	36.0%
Communication Services	10.4%	-
Consumer Cyclical	7.6%	-
Financial Services	4.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

GPTY vs. ARMW — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 60
GPTY Sharpe Ratio Rank: 70
GPTY Sortino Ratio Rank: 62
GPTY Omega Ratio Rank: 64
GPTY Calmar Ratio Rank: 57
GPTY Martin Ratio Rank: 46

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.

GPTY vs. ARMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) 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.

	GPTY	ARMW	Difference
Sharpe ratio Return per unit of total volatility	2.33	—	—
Sortino ratio Return per unit of downside risk	2.98	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	2.87	—	—
Martin ratio Return relative to average drawdown	7.65	—	—
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

	GPTY	ARMW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	4.96	-3.52

Drawdowns

GPTY vs. ARMW - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum ARMW drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for GPTY and ARMW.

Drawdown Indicators

	GPTY	ARMW	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-48.47%	+21.85%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	—	—
Current Drawdown Current decline from peak	-1.40%	0.00%	-1.40%
Average Drawdown Average peak-to-trough decline	-6.52%	-26.55%	+20.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	—	—

Volatility

Volatility by Period

	GPTY	ARMW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	88.46%	-64.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	88.46%	-59.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	88.46%	-59.61%

GPTY vs. ARMW - Expense Ratio Comparison

Both GPTY and ARMW have an expense ratio of 0.99%.

Dividends

GPTY vs. ARMW - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 32.54%, more than ARMW's 15.20% yield.

Position	TTM	2025
ARMW Roundhill ARM WeeklyPay ETF	15.20%	16.38%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	32.54%	34.23%

Frequently Asked Questions

Can I hold both GPTY and ARMW in my portfolio?

GPTY and ARMW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GPTY or ARMW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GPTY or ARMW?

GPTY and ARMW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, GPTY or ARMW?

GPTY has the higher dividend yield at 32.54%, compared with 15.20% for ARMW.

What is the main difference between GPTY and ARMW?

They also come from different issuers: YieldMax and Roundhill Investments.