PTIR vs. PLTW

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares 2x Long PLTR Daily ETF (PTIR) and PLTR WeeklyPay™ ETF (PLTW).

PTIR and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTIR is an actively managed fund by GraniteShares. It was launched on Sep 3, 2024. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.

Performance

PTIR vs. PLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long PLTR Daily ETF (PTIR) and PLTR WeeklyPay™ ETF (PLTW). The values are adjusted to include any dividend payments, if applicable.

PTIR vs. PLTW - Yearly Performance Comparison

	2026 (YTD)	2025
PTIR GraniteShares 2x Long PLTR Daily ETF	-38.76%	62.95%
PLTW PLTR WeeklyPay™ ETF	-22.36%	59.45%

Returns By Period

In the year-to-date period, PTIR achieves a -38.76% return, which is significantly lower than PLTW's -22.36% return.

PTIR

• 1D: 12.66%
• 1M: 10.24%
• YTD: -38.76%
• 6M: -46.96%
• 1Y: 94.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTW

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

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

PTIR vs. PLTW - Expense Ratio Comparison

PTIR has a 1.15% expense ratio, which is higher than PLTW's 0.99% expense ratio.

PTIR

GraniteShares 2x Long PLTR Daily ETF

PLTW

PLTR WeeklyPay™ ETF

Return for Risk

PTIR vs. PLTW — Risk / Return Rank

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

PTIR

PTIR Risk / Return Rank: 54
PTIR Sharpe Ratio Rank: 48
PTIR Sortino Ratio Rank: 70
PTIR Omega Ratio Rank: 64
PTIR Calmar Ratio Rank: 56
PTIR Martin Ratio Rank: 34

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.

PTIR vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long PLTR Daily ETF (PTIR) and PLTR WeeklyPay™ ETF (PLTW). 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.

	PTIR	PLTW	Difference
Sharpe ratio Return per unit of total volatility	0.82	1.10	-0.28
Sortino ratio Return per unit of downside risk	1.71	1.72	-0.01
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.33	1.47	-0.15
Martin ratio Return relative to average drawdown	2.91	3.51	-0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTIR vs. PLTW - Sharpe Ratio Comparison

The current PTIR Sharpe Ratio is 0.82, which is comparable to the PLTW Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PTIR and PLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PTIR	PLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	1.10	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	2.65	0.29	+2.36

Correlation

The correlation between PTIR and PLTW is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PTIR vs. PLTW - Dividend Comparison

PTIR's dividend yield for the trailing twelve months is around 9.49%, less than PLTW's 114.73% yield.

	TTM	2025
PTIR GraniteShares 2x Long PLTR Daily ETF	9.49%	5.81%
PLTW PLTR WeeklyPay™ ETF	114.73%	72.40%

Drawdowns

PTIR vs. PLTW - Drawdown Comparison

The maximum PTIR drawdown since its inception was -69.10%, which is greater than PLTW's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for PTIR and PLTW.

Drawdown Indicators

	PTIR	PLTW	Difference
Max Drawdown Largest peak-to-trough decline	-69.10%	-45.33%	-23.77%
Max Drawdown (1Y) Largest decline over 1 year	-66.10%	-45.33%	-20.77%
Current Drawdown Current decline from peak	-57.79%	-36.49%	-21.30%
Average Drawdown Average peak-to-trough decline	-23.58%	-16.36%	-7.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.14%	19.06%	+11.08%

Volatility

PTIR vs. PLTW - Volatility Comparison

GraniteShares 2x Long PLTR Daily ETF (PTIR) has a higher volatility of 29.23% compared to PLTR WeeklyPay™ ETF (PLTW) at 18.41%. This indicates that PTIR's price experiences larger fluctuations and is considered to be riskier than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTIR	PLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.23%	18.41%	+10.82%
Volatility (6M) Calculated over the trailing 6-month period	76.19%	45.17%	+31.02%
Volatility (1Y) Calculated over the trailing 1-year period	115.15%	69.45%	+45.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	131.12%	73.38%	+57.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	131.12%	73.38%	+57.74%