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METW vs. IDGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, METW achieves a -8.79% return, which is significantly lower than IDGT's 53.90% return.


METW

1D
5.19%
1M
2.24%
YTD
-8.79%
6M
-5.41%
1Y
3Y*
5Y*
10Y*

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

METW vs. IDGT - Yearly Performance Comparison


Correlation

The correlation between METW and IDGT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.27

METW vs. IDGT - Sectors Allocation Comparison


Sectors
METW
IDGT

Communication Services

23.2%
4.8%

Basic Materials

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

34.3%

Technology

-

60.7%

Utilities

-

-

Communication Services

METW
23.2%
IDGT
4.8%

Basic Materials

METW

-

IDGT

-

Consumer Cyclical

METW

-

IDGT

-

Consumer Defensive

METW

-

IDGT

-

Energy

METW

-

IDGT

-

Financial Services

METW

-

IDGT

-

Healthcare

METW

-

IDGT

-

Industrials

METW

-

IDGT

-

Real Estate

METW

-

IDGT
34.3%

Technology

METW

-

IDGT
60.7%

Utilities

METW

-

IDGT

-

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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: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
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

3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.18

-0.58

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

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

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

-27.63%

-1.58%

-26.05%

Average Drawdown

Average peak-to-trough decline

-17.31%

-19.91%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

METW vs. IDGT - Volatility Comparison


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Volatility by Period


METWIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

Volatility (1Y)

Calculated over the trailing 1-year period

42.57%

20.41%

+22.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.57%

23.20%

+19.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.57%

23.29%

+19.28%

METW vs. IDGT - Expense Ratio Comparison

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


Dividends

METW vs. IDGT - Dividend Comparison

METW's dividend yield for the trailing twelve months is around 55.37%, more than IDGT's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
METW
Roundhill Meta Weeklypay ETF
55.37%30.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


METW and IDGT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDGT is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.59% for METW.

METW has the higher dividend yield at 55.37%, compared with 0.72% for IDGT.

METW tracks Ball Metaverse Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.59% for METW and 0.41% for IDGT.

Portfolio Optimizer

Find the right allocation for METW and IDGT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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