PLTW vs. MSTW

Last updated Jul 12, 2026

PLTW (PLTR WeeklyPay™ ETF) and MSTW (Roundhill MSTR WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

PLTW vs. MSTW - Performance Comparison

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

Returns By Period

In the year-to-date period, PLTW achieves a -36.12% return, which is significantly higher than MSTW's -48.07% return.

PLTW

• 1D: -1.88%
• 1M: -1.31%
• 6M: -35.87%
• YTD: -36.12%
• 1Y: -20.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTW

• 1D: 1.46%
• 1M: -29.73%
• 6M: -50.16%
• YTD: -48.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTW vs. MSTW - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-36.12%	13.39%
MSTW Roundhill MSTR WeeklyPay ETF	-48.07%	-71.40%

Correlation

The correlation between PLTW and MSTW is 0.43, 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 Jul 24, 2025	0.43

Return for Risk

PLTW vs. MSTW — 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: 7
PLTW Omega Ratio Rank: 7
PLTW Calmar Ratio Rank: 6
PLTW Martin Ratio Rank: 6

MSTW

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. MSTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Roundhill MSTR WeeklyPay ETF (MSTW). 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	MSTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.33	—	—
Sortino ratio: Return per unit of downside risk	-0.09	—	—
Omega ratio: Gain probability vs. loss probability	0.99	—	—
Calmar ratio: Return relative to maximum drawdown	-0.36	—	—
Martin ratio: Return relative to average drawdown	-0.70	—	—

Drawdowns

PLTW vs. MSTW - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, smaller than the maximum MSTW drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for PLTW and MSTW.

Drawdown Indicators

	PLTW	MSTW	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-87.29%	+30.02%
Max Drawdown (1Y) Largest decline over 1 year	-57.27%	—	—
Current Drawdown Current decline from peak	-47.75%	-85.16%	+37.41%
Average Drawdown Average peak-to-trough decline	-24.25%	-57.16%	+32.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.30%	—	—

Volatility

Volatility by Period

	PLTW	MSTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	47.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	61.81%	91.22%	-29.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.14%	91.22%	-17.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.14%	91.22%	-17.08%

PLTW vs. MSTW - Expense Ratio Comparison

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

Dividends

PLTW vs. MSTW - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 135.07%, less than MSTW's 385.30% yield.

Position	TTM	2025
MSTW Roundhill MSTR WeeklyPay ETF	385.30%	106.94%
PLTW PLTR WeeklyPay™ ETF	135.07%	72.40%

Frequently Asked Questions

Can I hold both PLTW and MSTW in my portfolio?

PLTW and MSTW have a correlation of 0.43, 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 MSTW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLTW or MSTW?

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

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

MSTW has the higher dividend yield at 385.30%, compared with 135.07% for PLTW.