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PLT vs. PLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLT vs. PLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long + Income PLTR ETF (PLT) and PLTR WeeklyPay™ ETF (PLTW). The values are adjusted to include any dividend payments, if applicable.

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PLT vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
PLT
Defiance Leveraged Long + Income PLTR ETF
-11.99%13.15%
PLTW
PLTR WeeklyPay™ ETF
-22.36%11.92%

Returns By Period

In the year-to-date period, PLT achieves a -11.99% return, which is significantly higher than PLTW's -22.36% return.


PLT

1D
0.00%
1M
0.00%
YTD
-11.99%
6M
-22.31%
1Y
3Y*
5Y*
10Y*

PLTW

1D
7.69%
1M
6.93%
YTD
-22.36%
6M
-26.84%
1Y
75.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLT vs. PLTW - Expense Ratio Comparison

PLT has a 1.51% expense ratio, which is higher than PLTW's 0.99% expense ratio.


Return for Risk

PLT vs. PLTW — Risk / Return Rank

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

PLT

PLTW
PLTW Risk / Return Rank: 6161
Overall Rank
PLTW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLTW Omega Ratio Rank: 6565
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4040
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.

PLT vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income PLTR ETF (PLT) and PLTR WeeklyPay™ ETF (PLTW). 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.

PLT vs. PLTW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTPLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.29

-0.30

Correlation

The correlation between PLT and PLTW is 0.74, 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

PLT vs. PLTW - Dividend Comparison

PLT's dividend yield for the trailing twelve months is around 38.02%, less than PLTW's 114.73% yield.


Drawdowns

PLT vs. PLTW - Drawdown Comparison

The maximum PLT drawdown since its inception was -43.74%, roughly equal to the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for PLT and PLTW.


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Drawdown Indicators


PLTPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-43.74%

-45.33%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

Current Drawdown

Current decline from peak

-38.06%

-36.49%

-1.57%

Average Drawdown

Average peak-to-trough decline

-21.80%

-16.36%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

Volatility

PLT vs. PLTW - Volatility Comparison


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Volatility by Period


PLTPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

Volatility (1Y)

Calculated over the trailing 1-year period

69.38%

69.45%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.38%

73.38%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.38%

73.38%

-4.00%