PLTW vs. USD=X
PLTW (PLTR WeeklyPay™ ETF) is Derivative Income fund actively managed by Roundhill, while USD=X (USD Cash) is a currency. Over the past year, PLTW returned -26.59% vs 0.00% for USD=X.
Performance
PLTW vs. USD=X - Performance Comparison
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Returns By Period
PLTW
- 1D
- -3.23%
- 1M
- -18.15%
- YTD
- -42.11%
- 6M
- -48.01%
- 1Y
- -26.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PLTW vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -42.11% | 28.26% |
USD=X USD Cash | 0.00% | 0.00% |
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Return for Risk
PLTW vs. USD=X — Risk / Return Rank
PLTW
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PLTW vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.97 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | — | — |
| Martin ratioReturn relative to average drawdown | -0.98 | — | — |
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Drawdowns
PLTW vs. USD=X - Drawdown Comparison
The maximum PLTW drawdown since its inception was -52.65%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PLTW and USD=X.
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Drawdown Indicators
| PLTW | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.65% | 0.00% | -52.65% |
Max Drawdown (1Y)Largest decline over 1 year | -52.65% | 0.00% | -52.65% |
Max Drawdown (3Y)Largest decline over 3 years | — | 0.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -52.65% | 0.00% | -52.65% |
Average DrawdownAverage peak-to-trough decline | -23.35% | 0.00% | -23.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.25% | 0.00% | +27.25% |
Volatility
PLTW vs. USD=X - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 23.13% compared to USD Cash (USD=X) at 0.00%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTW | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 0.00% | +23.13% |
Volatility (6M)Calculated over the trailing 6-month period | 46.72% | 0.00% | +46.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 0.00% | +61.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 0.00% | +74.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.29% | 0.00% | +74.29% |
Frequently Asked Questions
PLTW has higher volatility (23.13%) compared to USD=X (0.00%). In terms of maximum drawdown, PLTW dropped -52.65% vs USD=X's 0.00%.
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