TSLW vs. PLTW
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and PLTR WeeklyPay™ ETF (PLTW).
TSLW and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
TSLW vs. PLTW - Performance Comparison
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TSLW vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -21.43% | 33.77% |
PLTW PLTR WeeklyPay™ ETF | -22.36% | 35.74% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TSLW having a -21.43% return and PLTW slightly lower at -22.36%.
TSLW
- 1D
- 5.53%
- 1M
- -9.58%
- YTD
- -21.43%
- 6M
- -21.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 7.69%
- 1M
- 6.93%
- YTD
- -22.36%
- 6M
- -26.84%
- 1Y
- 75.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TSLW vs. PLTW - Expense Ratio Comparison
Both TSLW and PLTW have an expense ratio of 0.99%.
Return for Risk
TSLW vs. PLTW — Risk / Return Rank
TSLW
PLTW
TSLW vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and PLTR WeeklyPay™ ETF (PLTW). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| TSLW | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.29 | -0.18 |
Correlation
The correlation between TSLW and PLTW is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TSLW vs. PLTW - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 83.63%, less than PLTW's 114.73% yield.
| TTM | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 83.63% | 49.31% |
PLTW PLTR WeeklyPay™ ETF | 114.73% | 72.40% |
Drawdowns
TSLW vs. PLTW - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for TSLW and PLTW.
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Drawdown Indicators
| TSLW | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -45.33% | +12.42% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -29.20% | -36.49% | +7.29% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -16.36% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.06% | — |
Volatility
TSLW vs. PLTW - Volatility Comparison
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Volatility by Period
| TSLW | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.71% | 69.45% | -12.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.71% | 73.38% | -16.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 73.38% | -16.67% |