TSLW vs. TLTP

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP).

TSLW and TLTP 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. TLTP is a passively managed fund by Amplify that tracks the performance of the Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index. It was launched on Oct 28, 2024.

Performance

TSLW vs. TLTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). The values are adjusted to include any dividend payments, if applicable.

TSLW vs. TLTP - Yearly Performance Comparison

	2026 (YTD)	2025
TSLW Roundhill TSLA WeeklyPay™ ETF	-18.99%	33.77%
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF	0.13%	6.46%

Returns By Period

In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than TLTP's 0.13% return.

TSLW

• 1D: 3.11%
• 1M: -6.84%
• YTD: -18.99%
• 6M: -22.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLTP

• 1D: -0.07%
• 1M: -2.66%
• YTD: 0.13%
• 6M: 0.21%
• 1Y: 0.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLW vs. TLTP - Expense Ratio Comparison

TSLW has a 0.99% expense ratio, which is higher than TLTP's 0.38% expense ratio.

TSLW

Roundhill TSLA WeeklyPay™ ETF

TLTP

Amplify Bloomberg U.S. Treasury Target High Income ETF

Return for Risk

TSLW vs. TLTP — Risk / Return Rank

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

TLTP

TLTP Risk / Return Rank: 13
TLTP Sharpe Ratio Rank: 13
TLTP Sortino Ratio Rank: 11
TLTP Omega Ratio Rank: 11
TLTP Calmar Ratio Rank: 15
TLTP Martin Ratio Rank: 14

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.

TSLW vs. TLTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). 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.

Sharpe Ratios by Period

	TSLW	TLTP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.09	+0.09

Correlation

The correlation between TSLW and TLTP is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TSLW vs. TLTP - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 81.10%, more than TLTP's 12.79% yield.

	TTM	2025	2024
TSLW Roundhill TSLA WeeklyPay™ ETF	81.10%	49.31%	0.00%
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF	12.79%	12.53%	2.08%

Drawdowns

TSLW vs. TLTP - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, which is greater than TLTP's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for TSLW and TLTP.

Drawdown Indicators

	TSLW	TLTP	Difference
Max Drawdown Largest peak-to-trough decline	-32.91%	-8.54%	-24.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.52%	—
Current Drawdown Current decline from peak	-26.99%	-3.27%	-23.72%
Average Drawdown Average peak-to-trough decline	-10.66%	-3.25%	-7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.73%	—

Volatility

Volatility by Period

	TSLW	TLTP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	56.67%	9.34%	+47.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.67%	10.16%	+46.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.67%	10.16%	+46.51%