PLTW vs. MUU

Last updated Jul 15, 2026

PLTW (PLTR WeeklyPay™ ETF) and MUU (Direxion Daily MU Bull 2X Shares) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while MUU is a Leveraged Equities fund tracking the Micron Technology, Inc. (200% Daily). PLTW is actively managed, while MUU is passively managed. Over the past year, PLTW returned -19.94% vs 3397.63% for MUU. At a 0.30 correlation, their price movements are largely independent. PLTW charges 0.99%/yr vs 1.01%/yr for MUU.

Performance

PLTW vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLTW achieves a -32.11% return, which is significantly lower than MUU's 640.02% return.

PLTW

• 1D: 3.57%
• 1M: 4.87%
• 6M: -31.99%
• YTD: -32.11%
• 1Y: -19.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MUU

• 1D: 9.50%
• 1M: -10.60%
• 6M: 441.55%
• YTD: 640.02%
• 1Y: 3,397.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTW vs. MUU - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-32.11%	28.26%
MUU Direxion Daily MU Bull 2X Shares	640.02%	365.92%

Correlation

The correlation between PLTW and MUU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.30

Return for Risk

PLTW vs. MUU — 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

MUU

MUU Risk / Return Rank: 99
MUU Sharpe Ratio Rank: 100
MUU Sortino Ratio Rank: 97
MUU Omega Ratio Rank: 97
MUU Calmar Ratio Rank: 100
MUU Martin Ratio Rank: 99

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. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Direxion Daily MU Bull 2X Shares (MUU). 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	MUU	Difference
Sharpe ratio: Return per unit of total volatility	-0.32	29.47	-29.80
Sortino ratio: Return per unit of downside risk	-0.07	5.90	-5.97
Omega ratio: Gain probability vs. loss probability	0.99	1.73	-0.74
Calmar ratio: Return relative to maximum drawdown	-0.35	81.19	-81.54
Martin ratio: Return relative to average drawdown	-0.68	269.76	-270.43

PLTW vs. MUU - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.32, which is lower than the MUU Sharpe Ratio of 29.47. The chart below compares the historical Sharpe Ratios of PLTW and MUU, 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. MUU - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for PLTW and MUU.

Drawdown Indicators

	PLTW	MUU	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-75.07%	+17.80%
Max Drawdown (1Y) Largest decline over 1 year	-57.27%	-52.72%	-4.55%
Current Drawdown Current decline from peak	-44.47%	-30.27%	-14.20%
Average Drawdown Average peak-to-trough decline	-24.37%	-23.44%	-0.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.58%	16.68%	+12.90%

Volatility

PLTW vs. MUU - Volatility Comparison

The current volatility for PLTR WeeklyPay™ ETF (PLTW) is 20.13%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 67.96%. This indicates that PLTW experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTW	MUU	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.13%	67.96%	-47.83%
Volatility (6M) Calculated over the trailing 6-month period	48.04%	115.39%	-67.35%
Volatility (1Y) Calculated over the trailing 1-year period	61.97%	145.68%	-83.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.02%	138.08%	-64.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.02%	138.08%	-64.06%

PLTW vs. MUU - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is lower than MUU's 1.01% expense ratio.

Dividends

PLTW vs. MUU - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 127.02%, more than MUU's 0.64% yield.

Position	TTM	2025	2024
MUU Direxion Daily MU Bull 2X Shares	0.64%	4.27%	0.31%
PLTW PLTR WeeklyPay™ ETF	127.02%	72.40%	0.00%

Frequently Asked Questions

Can I hold both PLTW and MUU in my portfolio?

PLTW and MUU have a correlation of 0.21, 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 MUU?

MUU has higher volatility (67.96%) compared to PLTW (20.13%). In terms of maximum drawdown, PLTW dropped -57.27% vs MUU's -75.07%.

Which ETF is better, PLTW or MUU?

On 1-year performance, MUU leads with 3397.63% vs -19.94% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, PLTW has been the lower-risk option at 20.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTW or MUU?

Over the 1-year period, MUU has performed better with a 3397.63% return vs -19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTW or MUU?

PLTW is cheaper with a 0.99% expense ratio, compared with 1.01% for MUU.

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

PLTW has the higher dividend yield at 127.02%, compared with 0.64% for MUU.

What is the main difference between PLTW and MUU?

PLTW is categorized as Derivative Income, while MUU is Leveraged Equities. They also come from different issuers: Roundhill and Direxion. Their fees differ too: 0.99% for PLTW and 1.01% for MUU.

Which has better risk-adjusted returns?

MUU currently has the higher Sharpe Ratio (29.47 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.