PLTW vs. GPTY

Last updated Jul 21, 2026

PLTW (PLTR WeeklyPay™ ETF) and GPTY (YieldMax AI & Tech Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -22.07% vs 25.72% for GPTY. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

PLTW vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLTW achieves a -31.53% return, which is significantly lower than GPTY's 19.56% return.

PLTW

• 1D: 2.24%
• 1M: 5.40%
• 6M: -28.11%
• YTD: -31.53%
• 1Y: -22.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -8.79%

GPTY

• 1D: 1.15%
• 1M: -9.79%
• 6M: 17.11%
• YTD: 19.56%
• 1Y: 25.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.88%

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

PLTW vs. GPTY - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-31.53%	28.26%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	19.56%	18.98%

Correlation

The correlation between PLTW and GPTY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.60

The correlation between PLTW and GPTY has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

PLTW vs. GPTY - Sectors Allocation Comparison

Sectors	PLTW	GPTY
Technology	19.8%	76.4%
Basic Materials	-	-
Communication Services	-	9.5%
Consumer Cyclical	-	7.7%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	4.2%
Healthcare	-	-
Industrials	-	2.2%
Real Estate	-	-
Utilities	-	-

Return for Risk

PLTW vs. GPTY — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 7
PLTW Sharpe Ratio Rank: 6
PLTW Sortino Ratio Rank: 8
PLTW Omega Ratio Rank: 8
PLTW Calmar Ratio Rank: 6
PLTW Martin Ratio Rank: 6

GPTY

GPTY Risk / Return Rank: 34
GPTY Sharpe Ratio Rank: 35
GPTY Sortino Ratio Rank: 35
GPTY Omega Ratio Rank: 35
GPTY Calmar Ratio Rank: 34
GPTY Martin Ratio Rank: 30

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. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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	GPTY	Difference
Sharpe ratio: Return per unit of total volatility	-0.36	0.97	-1.33
Sortino ratio: Return per unit of downside risk	-0.13	1.44	-1.57
Omega ratio: Gain probability vs. loss probability	0.98	1.18	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.39	1.34	-1.72
Martin ratio: Return relative to average drawdown	-0.73	3.28	-4.01

PLTW vs. GPTY - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.36, which is lower than the GPTY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PLTW and GPTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PLTW vs. GPTY - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, which is greater than GPTY's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for PLTW and GPTY.

Drawdown Indicators

	PLTW	GPTY	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-26.62%	-30.65%
Max Drawdown (1Y) Largest decline over 1 year	-57.27%	-19.32%	-37.95%
Current Drawdown Current decline from peak	-44.00%	-13.56%	-30.44%
Average Drawdown Average peak-to-trough decline	-24.60%	-6.67%	-17.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.10%	7.87%	+22.23%

Volatility

PLTW vs. GPTY - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 18.74% compared to YieldMax AI & Tech Portfolio Option Income ETF (GPTY) at 8.81%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than GPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTW	GPTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.74%	8.81%	+9.93%
Volatility (6M) Calculated over the trailing 6-month period	48.11%	21.77%	+26.34%
Volatility (1Y) Calculated over the trailing 1-year period	61.79%	26.60%	+35.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.64%	29.68%	+43.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.64%	29.68%	+43.96%

PLTW vs. GPTY - Expense Ratio Comparison

Both PLTW and GPTY have an expense ratio of 0.99%.

Dividends

PLTW vs. GPTY - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 128.07%, more than GPTY's 38.50% yield.

Position	TTM	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	38.50%	34.23%
PLTW PLTR WeeklyPay™ ETF	128.07%	72.40%

Frequently Asked Questions

Can I hold both PLTW and GPTY in my portfolio?

PLTW and GPTY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLTW or GPTY?

PLTW has higher volatility (18.74%) compared to GPTY (8.81%). In terms of maximum drawdown, PLTW dropped -57.27% vs GPTY's -26.62%.

Which ETF is better, PLTW or GPTY?

On 1-year performance, GPTY leads with 25.72% vs -22.07% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, GPTY has been the lower-risk option at 8.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTW or GPTY?

Over the 1-year period, GPTY has performed better with a 25.72% return vs -22.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTW or GPTY?

PLTW and GPTY have the same expense ratio: 0.99% per year.

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

PLTW has the higher dividend yield at 128.07%, compared with 38.50% for GPTY.

What is the main difference between PLTW and GPTY?

They also come from different issuers: Roundhill and YieldMax.

Which has better risk-adjusted returns?

GPTY currently has the higher Sharpe Ratio (0.97 vs -0.36), 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.