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TSLW vs. WPAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLW vs. WPAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill WeeklyPay™ Universe ETF (WPAY). The values are adjusted to include any dividend payments, if applicable.

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TSLW vs. WPAY - Yearly Performance Comparison


2026 (YTD)2025
TSLW
Roundhill TSLA WeeklyPay™ ETF
-18.99%37.45%
WPAY
Roundhill WeeklyPay™ Universe ETF
-10.65%-2.47%

Returns By Period

In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than WPAY's -10.65% return.


TSLW

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

WPAY

1D
-1.58%
1M
-3.42%
YTD
-10.65%
6M
-19.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLW vs. WPAY - Expense Ratio Comparison

Both TSLW and WPAY have an expense ratio of 0.99%.


Return for Risk

TSLW vs. WPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill WeeklyPay™ Universe ETF (WPAY). 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.

TSLW vs. WPAY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLWWPAYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.78

+0.96

Correlation

The correlation between TSLW and WPAY is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSLW vs. WPAY - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 81.10%, more than WPAY's 36.55% yield.


Drawdowns

TSLW vs. WPAY - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, which is greater than WPAY's maximum drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for TSLW and WPAY.


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Drawdown Indicators


TSLWWPAYDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

-26.17%

-6.74%

Current Drawdown

Current decline from peak

-26.99%

-25.35%

-1.64%

Average Drawdown

Average peak-to-trough decline

-10.66%

-11.92%

+1.26%

Volatility

TSLW vs. WPAY - Volatility Comparison


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Volatility by Period


TSLWWPAYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

56.67%

28.83%

+27.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.67%

28.83%

+27.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.67%

28.83%

+27.84%