TSYW vs. DJP
TSYW (Roundhill Treasury Bond WeeklyPay ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - TSYW is a Leveraged Bonds fund actively managed by Roundhill, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. TSYW is actively managed, while DJP is passively managed. At a correlation of -0.32, they often move in opposite directions. TSYW charges 0.99%/yr vs 0.70%/yr for DJP.
Performance
TSYW vs. DJP - Performance Comparison
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Returns By Period
In the year-to-date period, TSYW achieves a -3.63% return, which is significantly lower than DJP's 23.08% return.
TSYW
- 1D
- -0.13%
- 1M
- -2.75%
- 6M
- -4.92%
- YTD
- -3.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJP
- 1D
- -1.20%
- 1M
- 1.74%
- 6M
- 17.82%
- YTD
- 23.08%
- 1Y
- 32.88%
- 3Y*
- 13.81%
- 5Y*
- 11.31%
- 10Y*
- 6.81%
TSYW vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | -3.63% | -3.37% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 23.08% | 0.05% |
Correlation
The correlation between TSYW and DJP is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | -0.32 |
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Return for Risk
TSYW vs. DJP — Risk / Return Rank
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJP
TSYW vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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 | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.01 | — |
| Martin ratioReturn relative to average drawdown | — | 6.53 | — |
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Drawdowns
TSYW vs. DJP - Drawdown Comparison
The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for TSYW and DJP.
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Drawdown Indicators
| TSYW | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -78.35% | +68.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.36% | — |
Current DrawdownCurrent decline from peak | -7.93% | -36.70% | +28.77% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -50.78% | +46.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.05% | — |
Volatility
TSYW vs. DJP - Volatility Comparison
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Volatility by Period
| TSYW | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 19.47% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.80% | 19.02% | -8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.80% | 17.05% | -6.25% |
TSYW vs. DJP - Expense Ratio Comparison
TSYW has a 0.99% expense ratio, which is higher than DJP's 0.70% expense ratio.
Dividends
TSYW vs. DJP - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 9.10%, while DJP has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | 9.10% | 1.63% |
Frequently Asked Questions
TSYW and DJP have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJP is cheaper with a 0.70% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 9.10%, compared with 0.00% for DJP.
TSYW is categorized as Leveraged Bonds, while DJP is Commodities. They also come from different issuers: Roundhill and Barclays Capital. Their fees differ too: 0.99% for TSYW and 0.70% for DJP.
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