PLTW vs. YSPY

Last updated Jun 9, 2026

PLTW (PLTR WeeklyPay™ ETF) and YSPY (GraniteShares YieldBOOST SPY ETF) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while YSPY is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. Over the past year, PLTW returned -1.06% vs 23.83% for YSPY. At a 0.47 correlation, their price movements are largely independent. PLTW charges 0.99%/yr vs 1.07%/yr for YSPY.

Performance

PLTW vs. YSPY - Performance Comparison

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

Returns By Period

In the year-to-date period, PLTW achieves a -30.02% return, which is significantly lower than YSPY's 3.10% return.

PLTW

• 1D: 0.62%
• 1M: -2.19%
• YTD: -30.02%
• 6M: -31.89%
• 1Y: -1.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YSPY

• 1D: -0.03%
• 1M: 0.42%
• YTD: 3.10%
• 6M: 4.22%
• 1Y: 23.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTW vs. YSPY - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-30.02%	109.40%
YSPY GraniteShares YieldBOOST SPY ETF	3.10%	9.17%

Correlation

The correlation between PLTW and YSPY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.47

Return for Risk

PLTW vs. YSPY — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 10
PLTW Sharpe Ratio Rank: 9
PLTW Sortino Ratio Rank: 12
PLTW Omega Ratio Rank: 12
PLTW Calmar Ratio Rank: 9
PLTW Martin Ratio Rank: 9

YSPY

YSPY Risk / Return Rank: 39
YSPY Sharpe Ratio Rank: 39
YSPY Sortino Ratio Rank: 32
YSPY Omega Ratio Rank: 47
YSPY Calmar Ratio Rank: 37
YSPY Martin Ratio Rank: 41

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. YSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and GraniteShares YieldBOOST SPY ETF (YSPY). 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	YSPY	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	1.25	-1.26
Sortino ratio: Return per unit of downside risk	0.40	1.58	-1.18
Omega ratio: Gain probability vs. loss probability	1.05	1.27	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.02	1.64	-1.66
Martin ratio: Return relative to average drawdown	-0.04	6.06	-6.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLTW vs. YSPY - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.02, which is lower than the YSPY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PLTW and YSPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PLTW	YSPY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.25	-1.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.46	-0.34

Drawdowns

PLTW vs. YSPY - Drawdown Comparison

The maximum PLTW drawdown since its inception was -46.29%, which is greater than YSPY's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for PLTW and YSPY.

Drawdown Indicators

	PLTW	YSPY	Difference
Max Drawdown Largest peak-to-trough decline	-46.29%	-18.74%	-27.55%
Max Drawdown (1Y) Largest decline over 1 year	-46.29%	-14.60%	-31.69%
Current Drawdown Current decline from peak	-42.76%	-2.73%	-40.03%
Average Drawdown Average peak-to-trough decline	-19.77%	-4.97%	-14.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.60%	3.94%	+21.66%

Volatility

PLTW vs. YSPY - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 20.82% compared to GraniteShares YieldBOOST SPY ETF (YSPY) at 2.68%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than YSPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTW	YSPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.82%	2.68%	+18.14%
Volatility (6M) Calculated over the trailing 6-month period	46.37%	14.35%	+32.02%
Volatility (1Y) Calculated over the trailing 1-year period	60.86%	19.24%	+41.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.69%	21.28%	+51.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.69%	21.28%	+51.41%

PLTW vs. YSPY - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is lower than YSPY's 1.07% expense ratio.

Dividends

PLTW vs. YSPY - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 131.89%, more than YSPY's 57.64% yield.

Position	TTM	2025
PLTW PLTR WeeklyPay™ ETF	131.89%	72.40%
YSPY GraniteShares YieldBOOST SPY ETF	57.64%	45.57%

Frequently Asked Questions

Can I hold both PLTW and YSPY in my portfolio?

PLTW and YSPY have a correlation of 0.44, 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 YSPY?

PLTW has higher volatility (20.82%) compared to YSPY (2.68%). In terms of maximum drawdown, PLTW dropped -46.29% vs YSPY's -18.74%.

Which ETF is better, PLTW or YSPY?

On 1-year performance, YSPY leads with 23.83% vs -1.06% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, YSPY has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTW or YSPY?

Over the 1-year period, YSPY has performed better with a 23.83% return vs -1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTW or YSPY?

PLTW is cheaper with a 0.99% expense ratio, compared with 1.07% for YSPY.

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

PLTW has the higher dividend yield at 131.89%, compared with 57.64% for YSPY.

What is the main difference between PLTW and YSPY?

PLTW is categorized as Derivative Income, while YSPY is Leveraged Equities. They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for PLTW and 1.07% for YSPY.

Which has better risk-adjusted returns?

YSPY currently has the higher Sharpe Ratio (1.25 vs -0.02), 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.