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METW vs. META
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METW vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Meta Weeklypay ETF (METW) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

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METW vs. META - Yearly Performance Comparison


2026 (YTD)2025
METW
Roundhill Meta Weeklypay ETF
-16.89%-8.20%
META
Meta Platforms, Inc.
-13.25%-4.99%

Returns By Period

In the year-to-date period, METW achieves a -16.89% return, which is significantly lower than META's -13.25% return.


METW

1D
8.09%
1M
-14.38%
YTD
-16.89%
6M
-28.14%
1Y
3Y*
5Y*
10Y*

META

1D
6.67%
1M
-11.66%
YTD
-13.25%
6M
-21.96%
1Y
-0.42%
3Y*
39.60%
5Y*
14.06%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

METW vs. META — Risk / Return Rank

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

METW

META
META Risk / Return Rank: 4040
Overall Rank
META Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
META Sortino Ratio Rank: 3838
Sortino Ratio Rank
META Omega Ratio Rank: 3737
Omega Ratio Rank
META Calmar Ratio Rank: 4242
Calmar Ratio Rank
META Martin Ratio Rank: 4141
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Meta Weeklypay ETF (METW) and Meta Platforms, Inc. (META). 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. META - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METWMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

0.55

-1.25

Correlation

The correlation between METW and META is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

METW vs. META - Dividend Comparison

METW's dividend yield for the trailing twelve months is around 50.71%, more than META's 0.37% yield.


TTM20252024
METW
Roundhill Meta Weeklypay ETF
50.71%30.89%0.00%
META
Meta Platforms, Inc.
0.37%0.32%0.34%

Drawdowns

METW vs. META - Drawdown Comparison

The maximum METW drawdown since its inception was -40.52%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for METW and META.


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Drawdown Indicators


METWMETADifference

Max Drawdown

Largest peak-to-trough decline

-40.52%

-76.74%

+36.22%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-34.06%

-27.41%

-6.65%

Average Drawdown

Average peak-to-trough decline

-15.16%

-15.19%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.13%

Volatility

METW vs. META - Volatility Comparison


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Volatility by Period


METWMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.64%

Volatility (6M)

Calculated over the trailing 6-month period

26.73%

Volatility (1Y)

Calculated over the trailing 1-year period

41.95%

39.91%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.95%

43.77%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.95%

38.46%

+3.49%