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METW vs. IDGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METW vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Meta Weeklypay ETF (METW) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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METW vs. IDGT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, METW achieves a -15.94% return, which is significantly lower than IDGT's 17.03% return.


METW

1D
1.15%
1M
-14.03%
YTD
-15.94%
6M
-24.67%
1Y
3Y*
5Y*
10Y*

IDGT

1D
1.53%
1M
1.01%
YTD
17.03%
6M
14.68%
1Y
34.93%
3Y*
12.85%
5Y*
8.66%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METW vs. IDGT - Expense Ratio Comparison

METW has a 0.59% expense ratio, which is higher than IDGT's 0.41% expense ratio.


Return for Risk

METW vs. IDGT — Risk / Return Rank

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

METW

IDGT
IDGT Risk / Return Rank: 8383
Overall Rank
IDGT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDGT Omega Ratio Rank: 7777
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8888
Martin Ratio Rank
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.

METW vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Meta Weeklypay ETF (METW) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.

METW vs. IDGT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METWIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

0.15

-0.82

Correlation

The correlation between METW and IDGT is 0.36, 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

METW vs. IDGT - Dividend Comparison

METW's dividend yield for the trailing twelve months is around 50.14%, more than IDGT's 0.95% yield.


TTM20252024202320222021202020192018201720162015
METW
Roundhill Meta Weeklypay ETF
50.14%30.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.95%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Drawdowns

METW vs. IDGT - Drawdown Comparison

The maximum METW drawdown since its inception was -40.52%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for METW and IDGT.


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Drawdown Indicators


METWIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-40.52%

-77.95%

+37.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-33.30%

-1.06%

-32.24%

Average Drawdown

Average peak-to-trough decline

-15.26%

-20.04%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

METW vs. IDGT - Volatility Comparison


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Volatility by Period


METWIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

Volatility (1Y)

Calculated over the trailing 1-year period

41.86%

21.60%

+20.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.86%

23.03%

+18.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.86%

23.14%

+18.72%