PLTW vs. CHPY
PLTW (PLTR WeeklyPay™ ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -26.59% vs 134.57% for CHPY. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
PLTW vs. CHPY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PLTW achieves a -42.11% return, which is significantly lower than CHPY's 82.68% return.
PLTW
- 1D
- -3.23%
- 1M
- -18.15%
- YTD
- -42.11%
- 6M
- -48.01%
- 1Y
- -26.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHPY
- 1D
- -6.97%
- 1M
- 10.89%
- YTD
- 82.68%
- 6M
- 81.99%
- 1Y
- 134.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -42.11% | 116.77% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 82.68% | 56.76% |
Correlation
The correlation between PLTW and CHPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PLTW vs. CHPY — Risk / Return Rank
PLTW
CHPY
PLTW vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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 | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.59 | ||
| Sortino ratioReturn per unit of downside risk | -4.56 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.64 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 11.13 | -11.63 |
| Martin ratioReturn relative to average drawdown | -0.98 | 39.19 | -40.17 |
Loading charts...
Drawdowns
PLTW vs. CHPY - Drawdown Comparison
The maximum PLTW drawdown since its inception was -52.65%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for PLTW and CHPY.
Loading charts...
Drawdown Indicators
| PLTW | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.65% | -12.19% | -40.46% |
Max Drawdown (1Y)Largest decline over 1 year | -52.65% | -12.17% | -40.48% |
Current DrawdownCurrent decline from peak | -52.65% | -6.97% | -45.68% |
Average DrawdownAverage peak-to-trough decline | -23.35% | -2.14% | -21.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.25% | 3.45% | +23.80% |
Volatility
PLTW vs. CHPY - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 23.13% compared to YieldMax Semiconductor Portfolio Option Income ETF (CHPY) at 19.72%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PLTW | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 19.72% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 46.72% | 27.95% | +18.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 32.57% | +28.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 36.37% | +37.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.29% | 36.37% | +37.92% |
PLTW vs. CHPY - Expense Ratio Comparison
Both PLTW and CHPY have an expense ratio of 0.99%.
Dividends
PLTW vs. CHPY - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 151.83%, more than CHPY's 29.64% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 29.64% | 28.19% |
PLTW PLTR WeeklyPay™ ETF | 151.83% | 72.40% |
Frequently Asked Questions
PLTW and CHPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (23.13%) compared to CHPY (19.72%). In terms of maximum drawdown, PLTW dropped -52.65% vs CHPY's -12.19%.
On 1-year performance, CHPY leads with 134.57% vs -26.59% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, CHPY has been the lower-risk option at 19.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CHPY has performed better with a 134.57% return vs -26.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW and CHPY have the same expense ratio: 0.99% per year.
PLTW has the higher dividend yield at 151.83%, compared with 29.64% for CHPY.
They also come from different issuers: Roundhill and YieldMax.
CHPY currently has the higher Sharpe Ratio (4.16 vs -0.43), 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.
Find the right allocation for PLTW and CHPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer