RDTY vs. ARMW

Last updated Jun 5, 2026

RDTY (YieldMax™ R2000 0DTE Covered Call Strategy ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. RDTY charges 1.01%/yr vs 0.99%/yr for ARMW.

Performance

RDTY vs. ARMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax™ R2000 0DTE Covered Call Strategy ETF (RDTY) and Roundhill ARM WeeklyPay ETF (ARMW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RDTY achieves a 13.72% return, which is significantly lower than ARMW's 336.58% return.

RDTY

• 1D: 0.72%
• 1M: 1.49%
• YTD: 13.72%
• 6M: 13.39%
• 1Y: 25.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMW

• 1D: -5.75%
• 1M: 108.38%
• YTD: 336.58%
• 6M: 222.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RDTY vs. ARMW - Yearly Performance Comparison

	2026 (YTD)	2025
RDTY YieldMax™ R2000 0DTE Covered Call Strategy ETF	13.72%	-1.29%
ARMW Roundhill ARM WeeklyPay ETF	336.58%	-40.49%

Correlation

The correlation between RDTY and ARMW is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025	0.48

Return for Risk

RDTY vs. ARMW — Risk / Return Rank

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

RDTY

RDTY Risk / Return Rank: 48
RDTY Sharpe Ratio Rank: 44
RDTY Sortino Ratio Rank: 43
RDTY Omega Ratio Rank: 40
RDTY Calmar Ratio Rank: 57
RDTY Martin Ratio Rank: 55

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.

RDTY vs. ARMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ R2000 0DTE Covered Call Strategy ETF (RDTY) and Roundhill ARM WeeklyPay ETF (ARMW). 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.

	RDTY	ARMW	Difference
Sharpe ratio: Return per unit of total volatility	1.51	—	—
Sortino ratio: Return per unit of downside risk	2.15	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	2.78	—	—
Martin ratio: Return relative to average drawdown	9.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RDTY	ARMW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	4.33	-3.40

Drawdowns

RDTY vs. ARMW - Drawdown Comparison

The maximum RDTY drawdown since its inception was -17.31%, smaller than the maximum ARMW drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for RDTY and ARMW.

Drawdown Indicators

	RDTY	ARMW	Difference
Max Drawdown Largest peak-to-trough decline	-17.31%	-48.47%	+31.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	—	—
Current Drawdown Current decline from peak	-0.59%	-5.75%	+5.16%
Average Drawdown Average peak-to-trough decline	-2.74%	-26.42%	+23.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	—	—

Volatility

Volatility by Period

	RDTY	ARMW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.98%	88.57%	-71.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.05%	88.57%	-66.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.05%	88.57%	-66.52%

RDTY vs. ARMW - Expense Ratio Comparison

RDTY has a 1.01% expense ratio, which is higher than ARMW's 0.99% expense ratio.

Dividends

RDTY vs. ARMW - Dividend Comparison

RDTY's dividend yield for the trailing twelve months is around 43.97%, more than ARMW's 16.13% yield.

Position	TTM	2025
ARMW Roundhill ARM WeeklyPay ETF	16.13%	16.38%
RDTY YieldMax™ R2000 0DTE Covered Call Strategy ETF	43.97%	36.75%

Frequently Asked Questions

Can I hold both RDTY and ARMW in my portfolio?

RDTY and ARMW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RDTY or ARMW?

On fees, ARMW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RDTY or ARMW?

ARMW is cheaper with a 0.99% expense ratio, compared with 1.01% for RDTY.

Which ETF pays a higher dividend yield, RDTY or ARMW?

RDTY has the higher dividend yield at 43.97%, compared with 16.13% for ARMW.

What is the main difference between RDTY and ARMW?

They also come from different issuers: YieldMax and Roundhill Investments. Their fees differ too: 1.01% for RDTY and 0.99% for ARMW.