QDIV vs. WEEK

Last updated Jun 4, 2026

QDIV (Global X S&P 500 Quality Dividend ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - QDIV is a Dividend fund tracking the S&P 500 Quality High Dividend Index, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. QDIV is passively managed, while WEEK is actively managed. Over the past year, QDIV returned 13.84% vs 3.81% for WEEK. At a correlation of -0.01, they often move in opposite directions. QDIV charges 0.20%/yr vs 0.19%/yr for WEEK.

Performance

QDIV vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) 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, QDIV achieves a 8.21% return, which is significantly higher than WEEK's 1.44% return.

QDIV

• 1D: -0.10%
• 1M: 1.84%
• YTD: 8.21%
• 6M: 7.70%
• 1Y: 13.84%
• 3Y*: 9.81%
• 5Y*: 6.17%
• 10Y*: —

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)

QDIV vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
QDIV Global X S&P 500 Quality Dividend ETF	8.21%	1.08%
WEEK Roundhill Weekly T-Bill ETF	1.44%	3.37%

Correlation

The correlation between QDIV and WEEK is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	-0.01

Return for Risk

QDIV vs. WEEK — Risk / Return Rank

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

QDIV

QDIV Risk / Return Rank: 32
QDIV Sharpe Ratio Rank: 32
QDIV Sortino Ratio Rank: 34
QDIV Omega Ratio Rank: 30
QDIV Calmar Ratio Rank: 35
QDIV Martin Ratio Rank: 30

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.

QDIV vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.

	QDIV	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	1.18	9.29	-8.12
Sortino ratio: Return per unit of downside risk	1.83	19.14	-17.31
Omega ratio: Gain probability vs. loss probability	1.21	4.65	-3.45
Calmar ratio: Return relative to maximum drawdown	1.74	29.49	-27.74
Martin ratio: Return relative to average drawdown	4.51	263.82	-259.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDIV vs. WEEK - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.18, which is lower than the WEEK Sharpe Ratio of 9.29. The chart below compares the historical Sharpe Ratios of QDIV 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

	QDIV	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	9.29	-8.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	10.05	-9.61

Drawdowns

QDIV vs. WEEK - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for QDIV and WEEK.

Drawdown Indicators

	QDIV	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-0.13%	-41.07%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-0.13%	-7.84%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.52%	—	—
Current Drawdown Current decline from peak	-3.96%	0.00%	-3.96%
Average Drawdown Average peak-to-trough decline	-5.54%	-0.01%	-5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	0.01%	+3.07%

Volatility

QDIV vs. WEEK - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 2.61% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.07%. This indicates that QDIV'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

	QDIV	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	0.07%	+2.54%
Volatility (6M) Calculated over the trailing 6-month period	8.07%	0.25%	+7.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	0.41%	+11.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	0.39%	+14.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.42%	0.39%	+19.03%

QDIV vs. WEEK - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is higher than WEEK's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

QDIV vs. WEEK - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.23%, less than WEEK's 3.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QDIV Global X S&P 500 Quality Dividend ETF	3.23%	3.13%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.30%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDIV and WEEK in my portfolio?

QDIV and WEEK have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDIV or WEEK?

QDIV has higher volatility (2.61%) compared to WEEK (0.07%). In terms of maximum drawdown, QDIV dropped -41.20% vs WEEK's -0.13%.

Which ETF is better, QDIV or WEEK?

On 1-year performance, QDIV leads with 13.84% 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, QDIV or WEEK?

Over the 1-year period, QDIV has performed better with a 13.84% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDIV or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.20% for QDIV.

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

WEEK has the higher dividend yield at 3.72%, compared with 3.23% for QDIV.

What is the main difference between QDIV and WEEK?

QDIV is categorized as Dividend, while WEEK is Ultrashort Bond. They also come from different issuers: Global X and Roundhill. Their fees differ too: 0.20% for QDIV and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.29 vs 1.18), 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.