TSYW vs. ADME
TSYW (Roundhill Treasury Bond WeeklyPay ETF) and ADME (Aptus Drawdown Managed Equity ETF) are both exchange-traded funds - TSYW is a Leveraged Bonds fund actively managed by Roundhill, while ADME is a Hedge Fund fund tracking the Aptus Behavioral Momentum Index. TSYW is actively managed, while ADME is passively managed. At a 0.34 correlation, their price movements are largely independent. TSYW charges 0.99%/yr vs 0.79%/yr for ADME.
Performance
TSYW vs. ADME - Performance Comparison
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Returns By Period
In the year-to-date period, TSYW achieves a -3.24% return, which is significantly lower than ADME's 9.44% return.
TSYW
- 1D
- -0.09%
- 1M
- -1.54%
- 6M
- -3.84%
- YTD
- -3.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADME
- 1D
- 0.37%
- 1M
- 1.41%
- 6M
- 7.76%
- YTD
- 9.44%
- 1Y
- 16.52%
- 3Y*
- 16.33%
- 5Y*
- 7.30%
- 10Y*
- 8.55%
TSYW vs. ADME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | -3.24% | -3.37% |
ADME Aptus Drawdown Managed Equity ETF | 9.44% | -0.95% |
Correlation
The correlation between TSYW and ADME is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.34 |
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Return for Risk
TSYW vs. ADME — Risk / Return Rank
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ADME
TSYW vs. ADME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Aptus Drawdown Managed Equity ETF (ADME). 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.
| TSYW | ADME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.16 | — |
| Martin ratioReturn relative to average drawdown | — | 8.62 | — |
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Drawdowns
TSYW vs. ADME - Drawdown Comparison
The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum ADME drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for TSYW and ADME.
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Drawdown Indicators
| TSYW | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -27.49% | +17.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.49% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.67% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.49% | — |
Current DrawdownCurrent decline from peak | -7.56% | -1.06% | -6.50% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -7.86% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.87% | — |
Volatility
TSYW vs. ADME - Volatility Comparison
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Volatility by Period
| TSYW | ADME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 10.73% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 13.00% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.90% | 14.43% | -3.53% |
TSYW vs. ADME - Expense Ratio Comparison
TSYW has a 0.99% expense ratio, which is higher than ADME's 0.79% expense ratio.
Dividends
TSYW vs. ADME - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 8.92%, more than ADME's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.35% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | 8.92% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSYW and ADME have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ADME is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ADME is cheaper with a 0.79% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 8.92%, compared with 0.35% for ADME.
TSYW is categorized as Leveraged Bonds, while ADME is Hedge Fund. They also come from different issuers: Roundhill and Aptus Capital Advisors. Their fees differ too: 0.99% for TSYW and 0.79% for ADME.
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