PLTW vs. DRAM

Last updated Jun 24, 2026

PLTW (PLTR WeeklyPay™ ETF) and DRAM (Roundhill Memory ETF) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while DRAM is a Technology Equities fund actively managed by Roundhill. Both are actively managed. At a 0.16 correlation, their price movements are largely independent. PLTW charges 0.99%/yr vs 0.65%/yr for DRAM.

Performance

PLTW vs. DRAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Roundhill Memory ETF (DRAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PLTW

• 1D: -3.23%
• 1M: -18.15%
• YTD: -42.11%
• 6M: -48.01%
• 1Y: -26.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRAM

• 1D: -14.25%
• 1M: 31.05%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. DRAM - Yearly Performance Comparison

	2026 (YTD)
PLTW PLTR WeeklyPay™ ETF	-25.50%
DRAM Roundhill Memory ETF	156.37%

Correlation

The correlation between PLTW and DRAM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	0.16

PLTW vs. DRAM - Sectors Allocation Comparison

Sectors	PLTW	DRAM
Technology	20.0%	100.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

PLTW vs. DRAM — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 5
PLTW Sharpe Ratio Rank: 5
PLTW Sortino Ratio Rank: 6
PLTW Omega Ratio Rank: 6
PLTW Calmar Ratio Rank: 5
PLTW Martin Ratio Rank: 4

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PLTW vs. DRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Roundhill Memory ETF (DRAM). 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	DRAM	Difference
Sharpe ratio: Return per unit of total volatility	-0.43	—	—
Sortino ratio: Return per unit of downside risk	-0.26	—	—
Omega ratio: Gain probability vs. loss probability	0.97	—	—
Calmar ratio: Return relative to maximum drawdown	-0.51	—	—
Martin ratio: Return relative to average drawdown	-0.98	—	—

Drawdowns

PLTW vs. DRAM - Drawdown Comparison

The maximum PLTW drawdown since its inception was -52.65%, which is greater than DRAM's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for PLTW and DRAM.

Drawdown Indicators

	PLTW	DRAM	Difference
Max Drawdown Largest peak-to-trough decline	-52.65%	-19.97%	-32.68%
Max Drawdown (1Y) Largest decline over 1 year	-52.65%	—	—
Current Drawdown Current decline from peak	-52.65%	-14.25%	-38.40%
Average Drawdown Average peak-to-trough decline	-23.35%	-3.09%	-20.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.25%	—	—

Volatility

Volatility by Period

	PLTW	DRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.72%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	61.56%	93.22%	-31.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.29%	93.22%	-18.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.29%	93.22%	-18.93%

PLTW vs. DRAM - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is higher than DRAM's 0.65% expense ratio.

Dividends

PLTW vs. DRAM - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 151.83%, while DRAM has not paid dividends to shareholders.

Position	TTM	2025
DRAM Roundhill Memory ETF	0.00%	0.00%
PLTW PLTR WeeklyPay™ ETF	151.83%	72.40%

Frequently Asked Questions

Can I hold both PLTW and DRAM in my portfolio?

PLTW and DRAM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PLTW or DRAM?

On fees, DRAM is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLTW or DRAM?

DRAM is cheaper with a 0.65% expense ratio, compared with 0.99% for PLTW.

Which ETF pays a higher dividend yield, PLTW or DRAM?

PLTW has the higher dividend yield at 151.83%, compared with 0.00% for DRAM.

What is the main difference between PLTW and DRAM?

PLTW is categorized as Derivative Income, while DRAM is Technology Equities. Their fees differ too: 0.99% for PLTW and 0.65% for DRAM.