PLTW vs. PLTI.L

Last updated Apr 1, 2026

Compare and contrast key facts about PLTR WeeklyPay™ ETF (PLTW) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L).

PLTW and PLTI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025. PLTI.L is an actively managed fund by Leverage Shares. It was launched on Jun 27, 2025.

Performance

PLTW vs. PLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L). The values are adjusted to include any dividend payments, if applicable.

PLTW vs. PLTI.L - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-22.36%	30.80%
PLTI.L IncomeShares Palantir (PLTR) Options ETP	-29.13%	-3.11%

Returns By Period

In the year-to-date period, PLTW achieves a -22.36% return, which is significantly higher than PLTI.L's -29.13% return.

PLTW

• 1D: 7.69%
• 1M: 6.93%
• YTD: -22.36%
• 6M: -26.84%
• 1Y: 75.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTI.L

• 1D: 0.00%
• 1M: 1.64%
• YTD: -29.13%
• 6M: -40.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTW vs. PLTI.L - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is higher than PLTI.L's 0.55% expense ratio.

PLTW

PLTR WeeklyPay™ ETF

PLTI.L

IncomeShares Palantir (PLTR) Options ETP

Return for Risk

PLTW vs. PLTI.L — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 61
PLTW Sharpe Ratio Rank: 65
PLTW Sortino Ratio Rank: 71
PLTW Omega Ratio Rank: 65
PLTW Calmar Ratio Rank: 63
PLTW Martin Ratio Rank: 40

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. PLTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L). 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.

	PLTW	PLTI.L	Difference
Sharpe ratio Return per unit of total volatility	1.10	—	—
Sortino ratio Return per unit of downside risk	1.72	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.47	—	—
Martin ratio Return relative to average drawdown	3.51	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PLTW	PLTI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	-0.86	+1.15

Correlation

The correlation between PLTW and PLTI.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PLTW vs. PLTI.L - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 114.73%, more than PLTI.L's 0.72% yield.

	TTM	2025
PLTW PLTR WeeklyPay™ ETF	114.73%	72.40%
PLTI.L IncomeShares Palantir (PLTR) Options ETP	0.72%	0.33%

Drawdowns

PLTW vs. PLTI.L - Drawdown Comparison

The maximum PLTW drawdown since its inception was -45.33%, smaller than the maximum PLTI.L drawdown of -51.46%. Use the drawdown chart below to compare losses from any high point for PLTW and PLTI.L.

Drawdown Indicators

	PLTW	PLTI.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.33%	-51.46%	+6.13%
Max Drawdown (1Y) Largest decline over 1 year	-45.33%	—	—
Current Drawdown Current decline from peak	-36.49%	-45.54%	+9.05%
Average Drawdown Average peak-to-trough decline	-16.36%	-21.31%	+4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.06%	—	—

Volatility

Volatility by Period

	PLTW	PLTI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	69.45%	45.34%	+24.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.38%	45.34%	+28.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.38%	45.34%	+28.04%