HIMY vs. PLTW
Compare and contrast key facts about Defiance Leveraged Long + Income HIMS ETF (HIMY) and PLTR WeeklyPay™ ETF (PLTW).
HIMY and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIMY is an actively managed fund by Defiance. It was launched on Aug 18, 2025. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
HIMY vs. PLTW - Performance Comparison
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HIMY vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HIMY Defiance Leveraged Long + Income HIMS ETF | -13.23% | -47.75% |
PLTW PLTR WeeklyPay™ ETF | -22.36% | 11.92% |
Returns By Period
In the year-to-date period, HIMY achieves a -13.23% return, which is significantly higher than PLTW's -22.36% return.
HIMY
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -13.23%
- 6M
- -70.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 7.69%
- 1M
- 6.93%
- YTD
- -22.36%
- 6M
- -26.84%
- 1Y
- 75.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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HIMY vs. PLTW - Expense Ratio Comparison
HIMY has a 1.51% expense ratio, which is higher than PLTW's 0.99% expense ratio.
Return for Risk
HIMY vs. PLTW — Risk / Return Rank
HIMY
PLTW
HIMY vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income HIMS ETF (HIMY) and PLTR WeeklyPay™ ETF (PLTW). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| HIMY | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.71 | 0.29 | -1.00 |
Correlation
The correlation between HIMY and PLTW is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HIMY vs. PLTW - Dividend Comparison
HIMY's dividend yield for the trailing twelve months is around 102.38%, less than PLTW's 114.73% yield.
| TTM | 2025 | |
|---|---|---|
HIMY Defiance Leveraged Long + Income HIMS ETF | 102.38% | 81.61% |
PLTW PLTR WeeklyPay™ ETF | 114.73% | 72.40% |
Drawdowns
HIMY vs. PLTW - Drawdown Comparison
The maximum HIMY drawdown since its inception was -76.38%, which is greater than PLTW's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for HIMY and PLTW.
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Drawdown Indicators
| HIMY | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.38% | -45.33% | -31.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -74.01% | -36.49% | -37.52% |
Average DrawdownAverage peak-to-trough decline | -47.33% | -16.36% | -30.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.06% | — |
Volatility
HIMY vs. PLTW - Volatility Comparison
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Volatility by Period
| HIMY | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 106.47% | 69.45% | +37.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.47% | 73.38% | +33.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.47% | 73.38% | +33.09% |