TYYY vs. AMDW

Last updated Aug 5, 2026

TYYY (xETFs TSLA Daily Income ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their 0.73 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.99% expense ratio.

Performance

TYYY vs. AMDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in xETFs TSLA Daily Income ETF (TYYY) and Roundhill AMD WeeklyPay ETF (AMDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TYYY

• 1D: 1.83%
• 1M: -16.95%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AMDW

• 1D: 9.85%
• 1M: 0.38%
• 6M: 139.25%
• YTD: 175.61%
• 1Y: 234.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 262.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AMDW Roundhill AMD WeeklyPay ETF	$10.30M	$9.38M	$8.59M
TYYY xETFs TSLA Daily Income ETF	$3.40K	$7.54K	$12.78K

TYYY vs. AMDW - Yearly Performance Comparison

	2026 (YTD)
TYYY xETFs TSLA Daily Income ETF	-24.35%
AMDW Roundhill AMD WeeklyPay ETF	17.79%

Correlation

The correlation between TYYY and AMDW is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 15, 2026	0.73

Return for Risk

TYYY vs. AMDW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TYYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMDW

AMDW Risk / Return Rank: 89
AMDW Sharpe Ratio Rank: 94
AMDW Sortino Ratio Rank: 86
AMDW Omega Ratio Rank: 83
AMDW Calmar Ratio Rank: 96
AMDW Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TYYY vs. AMDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for xETFs TSLA Daily Income ETF (TYYY) and Roundhill AMD WeeklyPay ETF (AMDW). 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.

	TYYY	AMDW	Difference
Sharpe ratio: Return per unit of total volatility	—	2.74	—
Sortino ratio: Return per unit of downside risk	—	3.15	—
Omega ratio: Gain probability vs. loss probability	—	1.39	—
Calmar ratio: Return relative to maximum drawdown	—	6.81	—
Martin ratio: Return relative to average drawdown	—	13.34	—

Drawdowns

TYYY vs. AMDW - Drawdown Comparison

The maximum TYYY drawdown since its inception was -33.23%, roughly equal to the maximum AMDW drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for TYYY and AMDW.

Drawdown Indicators

	TYYY	AMDW	Difference
Max Drawdown Largest peak-to-trough decline	-33.23%	-34.64%	+1.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-34.64%	—
Current Drawdown Current decline from peak	-26.61%	-12.20%	-14.41%
Average Drawdown Average peak-to-trough decline	-11.82%	-13.98%	+2.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	17.65%	—

Volatility

Volatility by Period

	TYYY	AMDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	29.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	67.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	55.01%	86.09%	-31.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.01%	85.21%	-30.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.01%	85.21%	-30.20%

TYYY vs. AMDW - Expense Ratio Comparison

Both TYYY and AMDW have an expense ratio of 0.99%.

Dividends

TYYY vs. AMDW - Dividend Comparison

TYYY's dividend yield for the trailing twelve months is around 4.30%, less than AMDW's 49.89% yield.

Position	TTM	2025
AMDW Roundhill AMD WeeklyPay ETF	49.89%	34.78%
TYYY xETFs TSLA Daily Income ETF	4.30%	0.00%

Frequently Asked Questions

Can I hold both TYYY and AMDW in my portfolio?

TYYY and AMDW have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TYYY or AMDW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TYYY or AMDW?

TYYY and AMDW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, TYYY or AMDW?

AMDW has the higher dividend yield at 49.89%, compared with 4.30% for TYYY.

What is the main difference between TYYY and AMDW?

They also come from different issuers: xETFs and Roundhill.