PLTW vs. BILT
PLTW (PLTR WeeklyPay™ ETF) and BILT (iShares Infrastructure Active ETF) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while BILT is a Infrastructure Equities fund actively managed by iShares. Both are actively managed. Over the past year, PLTW returned -28.95% vs 17.39% for BILT. Their -0.13 correlation means they have often moved in opposite directions in the past. PLTW charges 0.99%/yr vs 0.60%/yr for BILT.
Performance
PLTW vs. BILT - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -37.29% return, which is significantly lower than BILT's 13.73% return.
PLTW
- 1D
- 2.04%
- 1M
- -4.02%
- 6M
- -20.95%
- YTD
- -37.29%
- 1Y
- -28.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -13.93%
BILT
- 1D
- -0.50%
- 1M
- -1.54%
- 6M
- 9.37%
- YTD
- 13.73%
- 1Y
- 17.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.26M | $1.67M | $1.68M | |
| $2.58M | $2.73M | $3.69M |
PLTW vs. BILT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -37.29% | 9.96% |
BILT iShares Infrastructure Active ETF | 13.73% | 4.16% |
Correlation
The correlation between PLTW and BILT is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2025 | -0.13 |
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Return for Risk
PLTW vs. BILT — Risk / Return Rank
PLTW
BILT
PLTW vs. BILT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and iShares Infrastructure Active ETF (BILT). 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.
| PLTW | BILT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 3.25 | -3.75 |
| Martin ratioReturn relative to average drawdown | -0.92 | 9.73 | -10.65 |
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Drawdowns
PLTW vs. BILT - Drawdown Comparison
The maximum PLTW drawdown since its inception was -57.27%, which is greater than BILT's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for PLTW and BILT.
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Drawdown Indicators
| PLTW | BILT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -5.38% | -51.89% |
Max Drawdown (1Y)Largest decline over 1 year | -57.27% | -5.38% | -51.89% |
Current DrawdownCurrent decline from peak | -48.71% | -2.73% | -45.98% |
Average DrawdownAverage peak-to-trough decline | -25.26% | -1.37% | -23.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.63% | 1.79% | +29.84% |
Volatility
PLTW vs. BILT - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 15.51% compared to iShares Infrastructure Active ETF (BILT) at 2.62%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than BILT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTW | BILT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.51% | 2.62% | +12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 48.86% | 8.46% | +40.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.65% | 10.32% | +52.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.45% | 10.30% | +63.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.45% | 10.30% | +63.15% |
PLTW vs. BILT - Expense Ratio Comparison
PLTW has a 0.99% expense ratio, which is higher than BILT's 0.60% expense ratio.
Dividends
PLTW vs. BILT - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 137.47%, more than BILT's 5.73% yield.
| Position | TTM | 2025 |
|---|---|---|
BILT iShares Infrastructure Active ETF | 5.73% | 0.99% |
PLTW PLTR WeeklyPay™ ETF | 137.47% | 72.40% |
Frequently Asked Questions
PLTW and BILT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (15.51%) compared to BILT (2.62%). In terms of maximum drawdown, PLTW dropped -57.27% vs BILT's -5.38%.
On 1-year performance, BILT leads with 17.39% vs -28.95% for PLTW. On fees, BILT is cheaper at 0.60% per year. On volatility, BILT has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BILT has performed better with a 17.39% return vs -28.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BILT is cheaper with a 0.60% expense ratio, compared with 0.99% for PLTW.
PLTW has the higher dividend yield at 137.47%, compared with 5.73% for BILT.
PLTW is categorized as Derivative Income, while BILT is Infrastructure Equities. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for PLTW and 0.60% for BILT.
BILT currently has the higher Sharpe Ratio (1.70 vs -0.46), 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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