TSYW vs. PLTW
Compare and contrast key facts about Roundhill Treasury Bond WeeklyPay ETF (TSYW) and PLTR WeeklyPay™ ETF (PLTW).
TSYW and PLTW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSYW is an actively managed fund by Roundhill. It was launched on Nov 12, 2025. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
TSYW vs. PLTW - Performance Comparison
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TSYW vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | -0.81% | -2.56% |
PLTW PLTR WeeklyPay™ ETF | -22.36% | 2.50% |
Returns By Period
In the year-to-date period, TSYW achieves a -0.81% return, which is significantly higher than PLTW's -22.36% return.
TSYW
- 1D
- 0.04%
- 1M
- -5.24%
- YTD
- -0.81%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 7.69%
- 1M
- 6.93%
- YTD
- -22.36%
- 6M
- -26.84%
- 1Y
- 75.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TSYW vs. PLTW - Expense Ratio Comparison
Both TSYW and PLTW have an expense ratio of 0.99%.
Return for Risk
TSYW vs. PLTW — Risk / Return Rank
TSYW
PLTW
TSYW vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and PLTR WeeklyPay™ ETF (PLTW). 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.
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Sharpe Ratios by Period
| TSYW | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.80 | 0.29 | -1.09 |
Correlation
The correlation between TSYW and PLTW is 0.18, 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. PLTW - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 4.88%, less than PLTW's 114.73% yield.
| TTM | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 4.88% | 1.63% |
PLTW PLTR WeeklyPay™ ETF | 114.73% | 72.40% |
Drawdowns
TSYW vs. PLTW - Drawdown Comparison
The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for TSYW and PLTW.
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Drawdown Indicators
| TSYW | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.69% | -45.33% | +38.64% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -5.24% | -36.49% | +31.25% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -16.36% | +13.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.06% | — |
Volatility
TSYW vs. PLTW - Volatility Comparison
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Volatility by Period
| TSYW | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 69.45% | -58.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.16% | 73.38% | -62.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.16% | 73.38% | -62.22% |