HOOW vs. DUOG
HOOW (Roundhill HOOD WeeklyPay ETF) and DUOG (Leverage Shares 2X Long DUOL Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.30 correlation means their historical movements had little consistent relationship. HOOW charges 0.99%/yr vs 0.75%/yr for DUOG.
Performance
HOOW vs. DUOG - Performance Comparison
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Returns By Period
In the year-to-date period, HOOW achieves a -25.60% return, which is significantly higher than DUOG's -55.92% return.
HOOW
- 1D
- -0.70%
- 1M
- -24.89%
- 6M
- 13.10%
- YTD
- -25.60%
- 1Y
- -22.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.88%
DUOG
- 1D
- -2.61%
- 1M
- 5.22%
- 6M
- 5.42%
- YTD
- -55.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $402.79K | $350.33K | $687.09K | |
| $4.72M | $5.09M | $5.28M |
HOOW vs. DUOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOOW Roundhill HOOD WeeklyPay ETF | -25.60% | -20.32% |
DUOG Leverage Shares 2X Long DUOL Daily ETF | -55.92% | -25.09% |
Correlation
The correlation between HOOW and DUOG is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.30 |
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Return for Risk
HOOW vs. DUOG — Risk / Return Rank
HOOW
DUOG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
HOOW vs. DUOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill HOOD WeeklyPay ETF (HOOW) and Leverage Shares 2X Long DUOL Daily ETF (DUOG). 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.
| HOOW | DUOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | — | — |
| Martin ratioReturn relative to average drawdown | -0.56 | — | — |
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Drawdowns
HOOW vs. DUOG - Drawdown Comparison
The maximum HOOW drawdown since its inception was -65.74%, smaller than the maximum DUOG drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for HOOW and DUOG.
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Drawdown Indicators
| HOOW | DUOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.74% | -83.13% | +17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -65.74% | — | — |
Current DrawdownCurrent decline from peak | -49.47% | -66.98% | +17.51% |
Average DrawdownAverage peak-to-trough decline | -31.35% | -65.01% | +33.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.88% | — | — |
Volatility
HOOW vs. DUOG - Volatility Comparison
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Volatility by Period
| HOOW | DUOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.92% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 64.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 84.70% | 116.50% | -31.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.52% | 116.50% | -32.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.52% | 116.50% | -32.98% |
HOOW vs. DUOG - Expense Ratio Comparison
HOOW has a 0.99% expense ratio, which is higher than DUOG's 0.75% expense ratio.
Dividends
HOOW vs. DUOG - Dividend Comparison
HOOW's dividend yield for the trailing twelve months is around 153.58%, while DUOG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
DUOG Leverage Shares 2X Long DUOL Daily ETF | 0.00% | 0.00% |
HOOW Roundhill HOOD WeeklyPay ETF | 153.58% | 67.92% |
Frequently Asked Questions
HOOW and DUOG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DUOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DUOG is cheaper with a 0.75% expense ratio, compared with 0.99% for HOOW.
HOOW has the higher dividend yield at 153.58%, compared with 0.00% for DUOG.
They also come from different issuers: Roundhill and Leverage Shares. Their fees differ too: 0.99% for HOOW and 0.75% for DUOG.
Find the right allocation for HOOW and DUOG
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