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TSYW vs. WPAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYW vs. WPAY - Performance Comparison

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

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TSYW vs. WPAY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSYW achieves a -1.09% return, which is significantly higher than WPAY's -10.65% return.


TSYW

1D
-0.28%
1M
-4.51%
YTD
-1.09%
6M
1Y
3Y*
5Y*
10Y*

WPAY

1D
-1.58%
1M
-3.42%
YTD
-10.65%
6M
-19.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYW vs. WPAY - Expense Ratio Comparison

Both TSYW and WPAY have an expense ratio of 0.99%.


Return for Risk

TSYW vs. WPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Roundhill WeeklyPay™ Universe ETF (WPAY). 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. WPAY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWWPAYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.85

-0.78

-0.07

Correlation

The correlation between TSYW and WPAY is 0.20, 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. WPAY - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 4.89%, less than WPAY's 36.55% yield.


Drawdowns

TSYW vs. WPAY - Drawdown Comparison

The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum WPAY drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for TSYW and WPAY.


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Drawdown Indicators


TSYWWPAYDifference

Max Drawdown

Largest peak-to-trough decline

-6.69%

-26.17%

+19.48%

Current Drawdown

Current decline from peak

-5.51%

-25.35%

+19.84%

Average Drawdown

Average peak-to-trough decline

-2.96%

-11.92%

+8.96%

Volatility

TSYW vs. WPAY - Volatility Comparison


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Volatility by Period


TSYWWPAYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

28.83%

-17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

28.83%

-17.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.11%

28.83%

-17.72%