PLTI.L vs. PLTW

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and PLTR WeeklyPay™ ETF (PLTW).

PLTI.L and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.

Performance

PLTI.L vs. PLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and PLTR WeeklyPay™ ETF (PLTW). The values are adjusted to include any dividend payments, if applicable.

PLTI.L vs. PLTW - Yearly Performance Comparison

	2026 (YTD)	2025
PLTI.L IncomeShares Palantir (PLTR) Options ETP	-29.13%	-3.11%
PLTW PLTR WeeklyPay™ ETF	-22.36%	30.80%

Returns By Period

In the year-to-date period, PLTI.L achieves a -29.13% return, which is significantly lower than PLTW's -22.36% return.

PLTI.L

• 1D: 0.00%
• 1M: 1.64%
• YTD: -29.13%
• 6M: -40.48%
• 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)

PLTI.L vs. PLTW - Expense Ratio Comparison

PLTI.L has a 0.55% expense ratio, which is lower than PLTW's 0.99% expense ratio.

PLTW

PLTR WeeklyPay™ ETF

PLTI.L

IncomeShares Palantir (PLTR) Options ETP

Return for Risk

PLTI.L vs. PLTW — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 61
PLTW Sharpe Ratio Rank: 65
PLTW Sortino Ratio Rank: 71
PLTW Omega Ratio Rank: 65
PLTW Calmar Ratio Rank: 63
PLTW Martin Ratio Rank: 40

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.

PLTI.L vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Palantir (PLTR) Options ETP (PLTI.L) 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.

Sharpe Ratios by Period

	PLTI.L	PLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.86	0.29	-1.15

Correlation

The correlation between PLTI.L and PLTW is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PLTI.L vs. PLTW - Dividend Comparison

PLTI.L's dividend yield for the trailing twelve months is around 0.72%, less than PLTW's 114.73% yield.

	TTM	2025
PLTI.L IncomeShares Palantir (PLTR) Options ETP	0.72%	0.33%
PLTW PLTR WeeklyPay™ ETF	114.73%	72.40%

Drawdowns

PLTI.L vs. PLTW - Drawdown Comparison

The maximum PLTI.L drawdown since its inception was -51.46%, which is greater than PLTW's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for PLTI.L and PLTW.

Drawdown Indicators

	PLTI.L	PLTW	Difference
Max Drawdown Largest peak-to-trough decline	-51.46%	-45.33%	-6.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-45.33%	—
Current Drawdown Current decline from peak	-45.54%	-36.49%	-9.05%
Average Drawdown Average peak-to-trough decline	-21.31%	-16.36%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	19.06%	—

Volatility

Volatility by Period

	PLTI.L	PLTW	Difference
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	45.34%	69.45%	-24.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.34%	73.38%	-28.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.34%	73.38%	-28.04%