TSYW vs. IBDR
TSYW (Roundhill Treasury Bond WeeklyPay ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both exchange-traded funds - TSYW is a Leveraged Bonds fund actively managed by Roundhill, while IBDR is a Corporate Bonds fund tracking the Barclays December 2026 Maturity Corporate Index. TSYW is actively managed, while IBDR is passively managed. At a correlation of -0.09, they often move in opposite directions. TSYW charges 0.99%/yr vs 0.10%/yr for IBDR.
Performance
TSYW vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, TSYW achieves a 0.62% return, which is significantly lower than IBDR's 1.65% return.
TSYW
- 1D
- 1.71%
- 1M
- 4.24%
- YTD
- 0.62%
- 6M
- -0.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- -0.04%
- 1M
- 0.25%
- YTD
- 1.65%
- 6M
- 1.77%
- 1Y
- 4.21%
- 3Y*
- 5.16%
- 5Y*
- 1.58%
- 10Y*
- —
TSYW vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 0.62% | -3.37% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.65% | 0.66% |
Correlation
The correlation between TSYW and IBDR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | -0.09 |
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Return for Risk
TSYW vs. IBDR — Risk / Return Rank
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDR
TSYW vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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 | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 3.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 51.18 | — |
| Martin ratioReturn relative to average drawdown | — | 177.95 | — |
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Drawdowns
TSYW vs. IBDR - Drawdown Comparison
The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for TSYW and IBDR.
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Drawdown Indicators
| TSYW | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -16.06% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.08% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | -3.87% | -0.04% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -2.82% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
TSYW vs. IBDR - Volatility Comparison
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Volatility by Period
| TSYW | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 0.63% | +10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.92% | 3.39% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.92% | 4.85% | +6.07% |
TSYW vs. IBDR - Expense Ratio Comparison
TSYW has a 0.99% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Dividends
TSYW vs. IBDR - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 8.05%, more than IBDR's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.13% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | 8.05% | 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 IBDR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 8.05%, compared with 4.13% for IBDR.
TSYW is categorized as Leveraged Bonds, while IBDR is Corporate Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for TSYW and 0.10% for IBDR.
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