NANR vs. WEEK
NANR (SPDR S&P North American Natural Resources ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - NANR is a Commodity Producers Equities fund tracking the S&P BMI North American Natural Resources Index, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. NANR is passively managed, while WEEK is actively managed. Over the past year, NANR returned 54.85% vs 3.80% for WEEK. At a correlation of -0.09, they often move in opposite directions. NANR charges 0.35%/yr vs 0.19%/yr for WEEK.
Performance
NANR vs. WEEK - Performance Comparison
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Returns By Period
In the year-to-date period, NANR achieves a 24.36% return, which is significantly higher than WEEK's 1.43% return.
NANR
- 1D
- 0.24%
- 1M
- 1.75%
- YTD
- 24.36%
- 6M
- 26.46%
- 1Y
- 54.85%
- 3Y*
- 21.11%
- 5Y*
- 16.27%
- 10Y*
- 12.38%
WEEK
- 1D
- -0.01%
- 1M
- 0.26%
- YTD
- 1.43%
- 6M
- 1.74%
- 1Y
- 3.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NANR vs. WEEK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NANR SPDR S&P North American Natural Resources ETF | 24.36% | 31.61% |
WEEK Roundhill Weekly T-Bill ETF | 1.43% | 3.37% |
Correlation
The correlation between NANR and WEEK is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025 | -0.09 |
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Return for Risk
NANR vs. WEEK — Risk / Return Rank
NANR
WEEK
NANR vs. WEEK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P North American Natural Resources ETF (NANR) and Roundhill Weekly T-Bill ETF (WEEK). 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.
| NANR | WEEK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.21 | ||
| Sortino ratioReturn per unit of downside risk | -15.29 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 4.61 | -3.11 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 29.41 | -23.24 |
| Martin ratioReturn relative to average drawdown | 21.74 | 262.85 | -241.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NANR | WEEK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.04 | 9.26 | -6.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 9.99 | -9.36 |
Drawdowns
NANR vs. WEEK - Drawdown Comparison
The maximum NANR drawdown since its inception was -49.15%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for NANR and WEEK.
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Drawdown Indicators
| NANR | WEEK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -0.13% | -49.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -0.13% | -8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.15% | — | — |
Current DrawdownCurrent decline from peak | -2.12% | -0.01% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -0.01% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.01% | +2.52% |
Volatility
NANR vs. WEEK - Volatility Comparison
SPDR S&P North American Natural Resources ETF (NANR) has a higher volatility of 4.86% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.08%. This indicates that NANR's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NANR | WEEK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 0.08% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 0.25% | +14.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 0.41% | +17.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 0.39% | +22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 0.39% | +23.14% |
NANR vs. WEEK - Expense Ratio Comparison
NANR has a 0.35% expense ratio, which is higher than WEEK's 0.19% expense ratio.
Dividends
NANR vs. WEEK - Dividend Comparison
NANR's dividend yield for the trailing twelve months is around 1.69%, less than WEEK's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NANR SPDR S&P North American Natural Resources ETF | 1.69% | 1.77% | 2.20% | 2.78% | 2.70% | 2.61% | 2.73% | 2.02% | 1.95% | 1.83% | 5.01% | 0.01% |
WEEK Roundhill Weekly T-Bill ETF | 3.72% | 3.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NANR and WEEK have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NANR has higher volatility (4.86%) compared to WEEK (0.08%). In terms of maximum drawdown, NANR dropped -49.15% vs WEEK's -0.13%.
On 1-year performance, NANR leads with 54.85% vs 3.80% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NANR has performed better with a 54.85% return vs 3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WEEK is cheaper with a 0.19% expense ratio, compared with 0.35% for NANR.
WEEK has the higher dividend yield at 3.72%, compared with 1.69% for NANR.
NANR is categorized as Commodity Producers Equities, while WEEK is Ultrashort Bond. They also come from different issuers: State Street and Roundhill. Their fees differ too: 0.35% for NANR and 0.19% for WEEK.
WEEK currently has the higher Sharpe Ratio (9.26 vs 3.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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