QDTY vs. WEEK

Last updated Jun 9, 2026

QDTY (YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - QDTY is a Nasdaq-100 fund actively managed by YieldMax, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. Both are actively managed. Over the past year, QDTY returned 33.68% vs 3.83% for WEEK. At a 0.03 correlation, their price movements are largely independent. QDTY charges 1.01%/yr vs 0.19%/yr for WEEK.

Performance

QDTY vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) 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, QDTY achieves a 12.10% return, which is significantly higher than WEEK's 1.50% return.

QDTY

• 1D: 1.83%
• 1M: 1.96%
• YTD: 12.10%
• 6M: 11.87%
• 1Y: 33.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEK

• 1D: 0.04%
• 1M: 0.29%
• YTD: 1.50%
• 6M: 1.79%
• 1Y: 3.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QDTY vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF	12.10%	18.00%
WEEK Roundhill Weekly T-Bill ETF	1.50%	3.37%

Correlation

The correlation between QDTY and WEEK is 0.01, 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	0.01
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	0.03

Return for Risk

QDTY vs. WEEK — Risk / Return Rank

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

QDTY

QDTY Risk / Return Rank: 68
QDTY Sharpe Ratio Rank: 73
QDTY Sortino Ratio Rank: 65
QDTY Omega Ratio Rank: 70
QDTY Calmar Ratio Rank: 67
QDTY Martin Ratio Rank: 66

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.

QDTY vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) 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.

	QDTY	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	2.12	9.29	-7.17
Sortino ratio: Return per unit of downside risk	2.71	19.18	-16.47
Omega ratio: Gain probability vs. loss probability	1.38	4.63	-3.25
Calmar ratio: Return relative to maximum drawdown	3.05	29.58	-26.53
Martin ratio: Return relative to average drawdown	11.07	264.43	-253.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDTY vs. WEEK - Sharpe Ratio Comparison

The current QDTY Sharpe Ratio is 2.12, which is lower than the WEEK Sharpe Ratio of 9.29. The chart below compares the historical Sharpe Ratios of QDTY 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

	QDTY	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	9.29	-7.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	10.10	-9.39

Drawdowns

QDTY vs. WEEK - Drawdown Comparison

The maximum QDTY drawdown since its inception was -23.45%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for QDTY and WEEK.

Drawdown Indicators

	QDTY	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-0.13%	-23.32%
Max Drawdown (1Y) Largest decline over 1 year	-11.10%	-0.13%	-10.97%
Current Drawdown Current decline from peak	-3.67%	0.00%	-3.67%
Average Drawdown Average peak-to-trough decline	-4.47%	-0.01%	-4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	0.01%	+3.04%

Volatility

QDTY vs. WEEK - Volatility Comparison

YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) has a higher volatility of 6.26% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.08%. This indicates that QDTY'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

	QDTY	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	0.08%	+6.18%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	0.25%	+12.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.00%	0.41%	+15.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.13%	0.39%	+25.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.13%	0.39%	+25.74%

QDTY vs. WEEK - Expense Ratio Comparison

QDTY has a 1.01% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

QDTY vs. WEEK - Dividend Comparison

QDTY's dividend yield for the trailing twelve months is around 31.52%, more than WEEK's 3.72% yield.

Position	TTM	2025
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF	31.52%	26.82%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%

Frequently Asked Questions

Can I hold both QDTY and WEEK in my portfolio?

QDTY and WEEK have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDTY or WEEK?

QDTY has higher volatility (6.26%) compared to WEEK (0.08%). In terms of maximum drawdown, QDTY dropped -23.45% vs WEEK's -0.13%.

Which ETF is better, QDTY or WEEK?

On 1-year performance, QDTY leads with 33.68% vs 3.83% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDTY or WEEK?

Over the 1-year period, QDTY has performed better with a 33.68% return vs 3.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDTY or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 1.01% for QDTY.

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

QDTY has the higher dividend yield at 31.52%, compared with 3.72% for WEEK.

What is the main difference between QDTY and WEEK?

QDTY is categorized as Nasdaq-100, while WEEK is Ultrashort Bond. They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 1.01% for QDTY and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.29 vs 2.12), 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.