STCE vs. WEEK

Last updated Jun 4, 2026

STCE (Schwab Crypto Thematic ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - STCE is a Blockchain fund tracking the Schwab Crypto Thematic Index, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. STCE is passively managed, while WEEK is actively managed. Over the past year, STCE returned 84.98% vs 3.81% for WEEK. At a correlation of -0.16, they often move in opposite directions. STCE charges 0.30%/yr vs 0.19%/yr for WEEK.

Performance

STCE vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Crypto Thematic ETF (STCE) 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, STCE achieves a 32.00% return, which is significantly higher than WEEK's 1.44% return.

STCE

• 1D: -1.96%
• 1M: 16.12%
• YTD: 32.00%
• 6M: 10.29%
• 1Y: 84.98%
• 3Y*: 58.04%
• 5Y*: —
• 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)

STCE vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
STCE Schwab Crypto Thematic ETF	32.00%	60.41%
WEEK Roundhill Weekly T-Bill ETF	1.44%	3.37%

Correlation

The correlation between STCE and WEEK is -0.19, 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	-0.19
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	-0.16

Return for Risk

STCE vs. WEEK — Risk / Return Rank

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

STCE

STCE Risk / Return Rank: 33
STCE Sharpe Ratio Rank: 38
STCE Sortino Ratio Rank: 38
STCE Omega Ratio Rank: 34
STCE Calmar Ratio Rank: 32
STCE Martin Ratio Rank: 22

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.

STCE vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) 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.

	STCE	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	1.40	9.29	-7.89
Sortino ratio: Return per unit of downside risk	1.99	19.14	-17.16
Omega ratio: Gain probability vs. loss probability	1.24	4.65	-3.42
Calmar ratio: Return relative to maximum drawdown	1.58	29.49	-27.91
Martin ratio: Return relative to average drawdown	2.85	263.82	-260.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STCE vs. WEEK - Sharpe Ratio Comparison

The current STCE Sharpe Ratio is 1.40, which is lower than the WEEK Sharpe Ratio of 9.29. The chart below compares the historical Sharpe Ratios of STCE 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

	STCE	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	9.29	-7.89
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	10.05	-9.40

Drawdowns

STCE vs. WEEK - Drawdown Comparison

The maximum STCE drawdown since its inception was -54.11%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for STCE and WEEK.

Drawdown Indicators

	STCE	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-54.11%	-0.13%	-53.98%
Max Drawdown (1Y) Largest decline over 1 year	-54.11%	-0.13%	-53.98%
Max Drawdown (3Y) Largest decline over 3 years	-54.11%	—	—
Current Drawdown Current decline from peak	-25.63%	0.00%	-25.63%
Average Drawdown Average peak-to-trough decline	-21.98%	-0.01%	-21.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.87%	0.01%	+29.86%

Volatility

STCE vs. WEEK - Volatility Comparison

Schwab Crypto Thematic ETF (STCE) has a higher volatility of 14.89% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.07%. This indicates that STCE'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

	STCE	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.89%	0.07%	+14.82%
Volatility (6M) Calculated over the trailing 6-month period	42.80%	0.25%	+42.55%
Volatility (1Y) Calculated over the trailing 1-year period	61.14%	0.41%	+60.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.86%	0.39%	+55.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.86%	0.39%	+55.47%

STCE vs. WEEK - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

STCE vs. WEEK - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 1.49%, less than WEEK's 3.72% yield.

Position	TTM	2025	2024	2023	2022
STCE Schwab Crypto Thematic ETF	1.49%	1.96%	0.64%	0.31%	1.46%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STCE and WEEK in my portfolio?

STCE and WEEK have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STCE or WEEK?

STCE has higher volatility (14.89%) compared to WEEK (0.07%). In terms of maximum drawdown, STCE dropped -54.11% vs WEEK's -0.13%.

Which ETF is better, STCE or WEEK?

On 1-year performance, STCE leads with 84.98% 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, STCE or WEEK?

Over the 1-year period, STCE has performed better with a 84.98% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STCE or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.30% for STCE.

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

WEEK has the higher dividend yield at 3.72%, compared with 1.49% for STCE.

What is the main difference between STCE and WEEK?

STCE is categorized as Blockchain, while WEEK is Ultrashort Bond. They also come from different issuers: Charles Schwab and Roundhill. Their fees differ too: 0.30% for STCE and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.29 vs 1.40), 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.