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TSYW vs. CHAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYW vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

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TSYW vs. CHAT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSYW achieves a -0.81% return, which is significantly lower than CHAT's 4.90% return.


TSYW

1D
0.04%
1M
-5.24%
YTD
-0.81%
6M
1Y
3Y*
5Y*
10Y*

CHAT

1D
4.72%
1M
-3.19%
YTD
4.90%
6M
3.42%
1Y
82.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYW vs. CHAT - Expense Ratio Comparison

TSYW has a 0.99% expense ratio, which is higher than CHAT's 0.75% expense ratio.


Return for Risk

TSYW vs. CHAT — Risk / Return Rank

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

TSYW

CHAT
CHAT Risk / Return Rank: 9595
Overall Rank
CHAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHAT Omega Ratio Rank: 9494
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9494
Martin Ratio Rank
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.

TSYW vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill Generative AI & Technology ETF (CHAT). 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.

TSYW vs. CHAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWCHATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

1.27

-2.06

Correlation

The correlation between TSYW and CHAT is 0.16, 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

TSYW vs. CHAT - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 4.88%, more than CHAT's 2.72% yield.


Drawdowns

TSYW vs. CHAT - Drawdown Comparison

The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum CHAT drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for TSYW and CHAT.


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Drawdown Indicators


TSYWCHATDifference

Max Drawdown

Largest peak-to-trough decline

-6.69%

-31.34%

+24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

Current Drawdown

Current decline from peak

-5.24%

-6.73%

+1.49%

Average Drawdown

Average peak-to-trough decline

-2.94%

-5.61%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

Volatility

TSYW vs. CHAT - Volatility Comparison


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Volatility by Period


TSYWCHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

Volatility (6M)

Calculated over the trailing 6-month period

23.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

34.27%

-23.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

29.27%

-18.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.16%

29.27%

-18.11%