PFFL vs. TSYW
PFFL (ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN) and TSYW (Roundhill Treasury Bond WeeklyPay ETF) are both Leveraged Bonds funds. PFFL is passively managed, while TSYW is actively managed. Their 0.34 correlation means their historical movements had little consistent relationship. PFFL charges 0.85%/yr vs 0.99%/yr for TSYW.
Performance
PFFL vs. TSYW - Performance Comparison
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Returns By Period
In the year-to-date period, PFFL achieves a -2.41% return, which is significantly higher than TSYW's -6.14% return.
PFFL
- 1D
- 1.44%
- 1M
- 0.14%
- 6M
- -5.93%
- YTD
- -2.41%
- 1Y
- -0.58%
- 3Y*
- 3.20%
- 5Y*
- -6.94%
- 10Y*
- —
- ALL TIME*
- -3.94%
TSYW
- 1D
- 0.51%
- 1M
- -4.54%
- 6M
- -5.55%
- YTD
- -6.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.02K | $14.94K | $17.61K | |
| $78.34K | $62.08K | $169.00K |
PFFL vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFFL ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN | -2.41% | -1.58% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -6.14% | -3.37% |
Correlation
The correlation between PFFL and TSYW is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.34 |
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Return for Risk
PFFL vs. TSYW — Risk / Return Rank
PFFL
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFFL vs. TSYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PFFL | TSYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.01 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | — | — |
| Martin ratioReturn relative to average drawdown | -0.10 | — | — |
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Drawdowns
PFFL vs. TSYW - Drawdown Comparison
The maximum PFFL drawdown since its inception was -80.68%, which is greater than TSYW's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for PFFL and TSYW.
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Drawdown Indicators
| PFFL | TSYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.68% | -10.78% | -69.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.51% | — | — |
Current DrawdownCurrent decline from peak | -39.88% | -10.33% | -29.55% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -4.70% | -24.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.08% | — | — |
Volatility
PFFL vs. TSYW - Volatility Comparison
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Volatility by Period
| PFFL | TSYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 10.83% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 10.83% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.80% | 10.83% | +43.97% |
PFFL vs. TSYW - Expense Ratio Comparison
PFFL has a 0.85% expense ratio, which is lower than TSYW's 0.99% expense ratio.
Dividends
PFFL vs. TSYW - Dividend Comparison
PFFL's dividend yield for the trailing twelve months is around 12.61%, more than TSYW's 9.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
PFFL ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN | 12.61% | 13.27% | 13.76% | 13.71% | 13.90% | 8.82% | 9.75% | 11.21% | 2.02% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | 9.98% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PFFL and TSYW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PFFL is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFFL is cheaper with a 0.85% expense ratio, compared with 0.99% for TSYW.
PFFL has the higher dividend yield at 12.61%, compared with 9.98% for TSYW.
They also come from different issuers: UBS and Roundhill. Their fees differ too: 0.85% for PFFL and 0.99% for TSYW.
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