TSLW vs. ARMW
TSLW (Roundhill TSLA WeeklyPay™ ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Their 0.39 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
TSLW vs. ARMW - Performance Comparison
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Returns By Period
In the year-to-date period, TSLW achieves a -35.82% return, which is significantly lower than ARMW's 176.66% return.
TSLW
- 1D
- -2.26%
- 1M
- -28.07%
- 6M
- -26.97%
- YTD
- -35.82%
- 1Y
- -2.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -11.33%
ARMW
- 1D
- -2.87%
- 1M
- -18.50%
- 6M
- 192.43%
- YTD
- 176.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.28M | $4.36M | $4.20M | |
| $2.02M | $1.65M | $2.51M |
TSLW vs. ARMW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -35.82% | 1.73% |
ARMW Roundhill ARM WeeklyPay ETF | 176.66% | -41.28% |
Correlation
The correlation between TSLW and ARMW is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.39 |
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Return for Risk
TSLW vs. ARMW — Risk / Return Rank
TSLW
ARMW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLW vs. ARMW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSLW | ARMW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | — | — |
| Martin ratioReturn relative to average drawdown | -0.10 | — | — |
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Drawdowns
TSLW vs. ARMW - Drawdown Comparison
The maximum TSLW drawdown since its inception was -47.19%, smaller than the maximum ARMW drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for TSLW and ARMW.
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Drawdown Indicators
| TSLW | ARMW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -56.50% | +9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -47.19% | — | — |
Current DrawdownCurrent decline from peak | -42.16% | -44.32% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -15.19% | -27.48% | +12.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.54% | — | — |
Volatility
TSLW vs. ARMW - Volatility Comparison
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Volatility by Period
| TSLW | ARMW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 41.76% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 55.51% | 98.44% | -42.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.72% | 98.44% | -39.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.72% | 98.44% | -39.72% |
TSLW vs. ARMW - Expense Ratio Comparison
Both TSLW and ARMW have an expense ratio of 0.99%.
Dividends
TSLW vs. ARMW - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 115.60%, more than ARMW's 55.91% yield.
| Position | TTM | 2025 |
|---|---|---|
ARMW Roundhill ARM WeeklyPay ETF | 55.91% | 16.38% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 115.60% | 49.31% |
Frequently Asked Questions
TSLW and ARMW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TSLW and ARMW have the same expense ratio: 0.99% per year.
TSLW has the higher dividend yield at 115.60%, compared with 55.91% for ARMW.
Find the right allocation for TSLW and ARMW
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