PPLT vs. WEEK

Last updated Jun 4, 2026

PPLT (Aberdeen Standard Physical Platinum Shares ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - PPLT is a Precious Metals fund tracking the Platinum London PM Fix ($/ozt), while WEEK is a Ultrashort Bond fund actively managed by Roundhill. PPLT is passively managed, while WEEK is actively managed. Over the past year, PPLT returned 71.46% vs 3.81% for WEEK. At a correlation of -0.15, they often move in opposite directions. PPLT charges 0.60%/yr vs 0.19%/yr for WEEK.

Performance

PPLT vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PPLT achieves a -9.46% return, which is significantly lower than WEEK's 1.44% return.

PPLT

• 1D: -3.71%
• 1M: -4.22%
• YTD: -9.46%
• 6M: 11.32%
• 1Y: 71.46%
• 3Y*: 22.13%
• 5Y*: 9.07%
• 10Y*: 5.97%

WEEK

• 1D: 0.02%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.74%
• 1Y: 3.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PPLT vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
PPLT Aberdeen Standard Physical Platinum Shares ETF	-9.46%	110.73%
WEEK Roundhill Weekly T-Bill ETF	1.44%	3.37%

Correlation

The correlation between PPLT and WEEK is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	-0.15

Return for Risk

PPLT vs. WEEK — Risk / Return Rank

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

PPLT

PPLT Risk / Return Rank: 36
PPLT Sharpe Ratio Rank: 39
PPLT Sortino Ratio Rank: 33
PPLT Omega Ratio Rank: 39
PPLT Calmar Ratio Rank: 42
PPLT Martin Ratio Rank: 29

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK 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.

PPLT vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	PPLT	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	1.42	9.29	-7.88
Sortino ratio: Return per unit of downside risk	1.81	19.14	-17.34
Omega ratio: Gain probability vs. loss probability	1.26	4.65	-3.39
Calmar ratio: Return relative to maximum drawdown	2.09	29.49	-27.40
Martin ratio: Return relative to average drawdown	4.41	263.82	-259.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PPLT vs. WEEK - Sharpe Ratio Comparison

The current PPLT Sharpe Ratio is 1.42, which is lower than the WEEK Sharpe Ratio of 9.29. The chart below compares the historical Sharpe Ratios of PPLT and WEEK, 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

	PPLT	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	9.29	-7.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	10.05	-10.03

Drawdowns

PPLT vs. WEEK - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for PPLT and WEEK.

Drawdown Indicators

	PPLT	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-70.73%	-0.13%	-70.60%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	-0.13%	-34.28%
Max Drawdown (3Y) Largest decline over 3 years	-34.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.41%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.14%	—	—
Current Drawdown Current decline from peak	-33.08%	0.00%	-33.08%
Average Drawdown Average peak-to-trough decline	-39.95%	-0.01%	-39.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.24%	0.01%	+16.23%

Volatility

PPLT vs. WEEK - Volatility Comparison

Aberdeen Standard Physical Platinum Shares ETF (PPLT) has a higher volatility of 11.22% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.07%. This indicates that PPLT's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PPLT	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.22%	0.07%	+11.15%
Volatility (6M) Calculated over the trailing 6-month period	44.68%	0.25%	+44.43%
Volatility (1Y) Calculated over the trailing 1-year period	50.72%	0.41%	+50.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.49%	0.39%	+32.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.00%	0.39%	+28.61%

PPLT vs. WEEK - Expense Ratio Comparison

PPLT has a 0.60% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

PPLT vs. WEEK - Dividend Comparison

PPLT has not paid dividends to shareholders, while WEEK's dividend yield for the trailing twelve months is around 3.72%.

Position	TTM	2025
PPLT Aberdeen Standard Physical Platinum Shares ETF	0.00%	0.00%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%

Frequently Asked Questions

Can I hold both PPLT and WEEK in my portfolio?

PPLT and WEEK have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PPLT or WEEK?

PPLT has higher volatility (11.22%) compared to WEEK (0.07%). In terms of maximum drawdown, PPLT dropped -70.73% vs WEEK's -0.13%.

Which ETF is better, PPLT or WEEK?

On 1-year performance, PPLT leads with 71.46% vs 3.81% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PPLT or WEEK?

Over the 1-year period, PPLT has performed better with a 71.46% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PPLT or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.60% for PPLT.

Which ETF pays a higher dividend yield, PPLT or WEEK?

WEEK has the higher dividend yield at 3.72%, compared with 0.00% for PPLT.

What is the main difference between PPLT and WEEK?

PPLT is categorized as Precious Metals, while WEEK is Ultrashort Bond. They also come from different issuers: Aberdeen and Roundhill. Their fees differ too: 0.60% for PPLT and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.29 vs 1.42), 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.