LLII vs. AMDW

Last updated Jun 4, 2026

LLII (REX LLY Growth & Income ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.07 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

LLII vs. AMDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX LLY Growth & Income ETF (LLII) 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, LLII achieves a -4.28% return, which is significantly lower than AMDW's 192.40% return.

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 1Y: —
• 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)

LLII vs. AMDW - Yearly Performance Comparison

	2026 (YTD)	2025
LLII REX LLY Growth & Income ETF	-4.28%	19.03%
AMDW Roundhill AMD WeeklyPay ETF	192.40%	-18.24%

Correlation

The correlation between LLII and AMDW is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.07

Return for Risk

LLII vs. AMDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LLII	AMDW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	4.83	-4.12

Drawdowns

LLII vs. AMDW - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for LLII and AMDW.

Drawdown Indicators

	LLII	AMDW	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	-34.64%	+10.68%
Current Drawdown Current decline from peak	-6.88%	0.00%	-6.88%
Average Drawdown Average peak-to-trough decline	-9.28%	-14.66%	+5.38%

Volatility

Volatility by Period

	LLII	AMDW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	36.42%	81.56%	-45.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.42%	81.56%	-45.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.42%	81.56%	-45.14%

LLII vs. AMDW - Expense Ratio Comparison

Both LLII and AMDW have an expense ratio of 0.99%.

Dividends

LLII vs. AMDW - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.95%, less than AMDW's 28.98% yield.

Position	TTM	2025
AMDW Roundhill AMD WeeklyPay ETF	28.98%	34.78%
LLII REX LLY Growth & Income ETF	25.95%	5.13%

Frequently Asked Questions

Can I hold both LLII and AMDW in my portfolio?

LLII and AMDW have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LLII or AMDW?

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, LLII or AMDW?

LLII and AMDW have the same expense ratio: 0.99% per year.

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

AMDW has the higher dividend yield at 28.98%, compared with 25.95% for LLII.

What is the main difference between LLII and AMDW?

They also come from different issuers: REX and Roundhill.