PLTW vs. GOOY
PLTW (PLTR WeeklyPay™ ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -19.94% vs 75.64% for GOOY. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
PLTW vs. GOOY - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -32.11% return, which is significantly lower than GOOY's 13.38% return.
PLTW
- 1D
- 3.57%
- 1M
- 4.87%
- 6M
- -31.99%
- YTD
- -32.11%
- 1Y
- -19.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- 1.38%
- 1M
- -0.47%
- 6M
- 7.62%
- YTD
- 13.38%
- 1Y
- 75.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -32.11% | 28.26% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 13.38% | 56.11% |
Correlation
The correlation between PLTW and GOOY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.34 |
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Return for Risk
PLTW vs. GOOY — Risk / Return Rank
PLTW
GOOY
PLTW vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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 | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.40 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.54 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 4.71 | -5.06 |
| Martin ratioReturn relative to average drawdown | -0.68 | 14.87 | -15.54 |
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Drawdowns
PLTW vs. GOOY - Drawdown Comparison
The maximum PLTW drawdown since its inception was -57.27%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for PLTW and GOOY.
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Drawdown Indicators
| PLTW | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -24.40% | -32.87% |
Max Drawdown (1Y)Largest decline over 1 year | -57.27% | -16.15% | -41.12% |
Current DrawdownCurrent decline from peak | -44.47% | -8.80% | -35.67% |
Average DrawdownAverage peak-to-trough decline | -24.37% | -6.35% | -18.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.58% | 5.10% | +24.48% |
Volatility
PLTW vs. GOOY - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 20.13% compared to YieldMax GOOGL Option Income Strategy ETF (GOOY) at 7.99%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTW | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.13% | 7.99% | +12.14% |
Volatility (6M)Calculated over the trailing 6-month period | 48.04% | 18.31% | +29.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.97% | 23.97% | +38.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.02% | 23.42% | +50.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.02% | 23.42% | +50.60% |
PLTW vs. GOOY - Expense Ratio Comparison
Both PLTW and GOOY have an expense ratio of 0.99%.
Dividends
PLTW vs. GOOY - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 127.02%, more than GOOY's 51.25% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 51.25% | 41.50% | 36.74% | 7.90% |
PLTW PLTR WeeklyPay™ ETF | 127.02% | 72.40% | 0.00% | 0.00% |
Frequently Asked Questions
PLTW and GOOY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (20.13%) compared to GOOY (7.99%). In terms of maximum drawdown, PLTW dropped -57.27% vs GOOY's -24.40%.
On 1-year performance, GOOY leads with 75.64% vs -19.94% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, GOOY has been the lower-risk option at 7.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GOOY has performed better with a 75.64% return vs -19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW and GOOY have the same expense ratio: 0.99% per year.
PLTW has the higher dividend yield at 127.02%, compared with 51.25% for GOOY.
They also come from different issuers: Roundhill and YieldMax.
GOOY currently has the higher Sharpe Ratio (3.17 vs -0.32), 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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