WEEK vs. DRAM

Last updated Jun 4, 2026

WEEK (Roundhill Weekly T-Bill ETF) and DRAM (Roundhill Memory ETF) are both exchange-traded funds - WEEK is a Ultrashort Bond fund actively managed by Roundhill, while DRAM is a Technology Equities fund actively managed by Roundhill. Both are actively managed. At a correlation of -0.02, they often move in opposite directions. WEEK charges 0.19%/yr vs 0.65%/yr for DRAM.

Performance

WEEK vs. DRAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Weekly T-Bill ETF (WEEK) and Roundhill Memory ETF (DRAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WEEK

• 1D: 0.02%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.74%
• 1Y: 3.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRAM

• 1D: 0.20%
• 1M: 64.14%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEEK vs. DRAM - Yearly Performance Comparison

	2026 (YTD)
WEEK Roundhill Weekly T-Bill ETF	0.57%
DRAM Roundhill Memory ETF	151.12%

Correlation

The correlation between WEEK and DRAM is -0.02, 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 Apr 6, 2026	-0.02

Return for Risk

WEEK vs. DRAM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEEK vs. DRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) and Roundhill Memory ETF (DRAM). 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.

	WEEK	DRAM	Difference
Sharpe ratio: Return per unit of total volatility	9.29	—	—
Sortino ratio: Return per unit of downside risk	19.14	—	—
Omega ratio: Gain probability vs. loss probability	4.65	—	—
Calmar ratio: Return relative to maximum drawdown	29.49	—	—
Martin ratio: Return relative to average drawdown	263.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WEEK	DRAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	10.05	341.95	-331.90

Drawdowns

WEEK vs. DRAM - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum DRAM drawdown of -10.46%. Use the drawdown chart below to compare losses from any high point for WEEK and DRAM.

Drawdown Indicators

	WEEK	DRAM	Difference
Max Drawdown Largest peak-to-trough decline	-0.13%	-10.46%	+10.33%
Max Drawdown (1Y) Largest decline over 1 year	-0.13%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.01%	-1.64%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	—	—

Volatility

Volatility by Period

	WEEK	DRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.41%	73.92%	-73.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.39%	73.92%	-73.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.39%	73.92%	-73.53%

WEEK vs. DRAM - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is lower than DRAM's 0.65% expense ratio.

Dividends

WEEK vs. DRAM - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.72%, while DRAM has not paid dividends to shareholders.

Position	TTM	2025
DRAM Roundhill Memory ETF	0.00%	0.00%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%

Frequently Asked Questions

Can I hold both WEEK and DRAM in my portfolio?

WEEK and DRAM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WEEK or DRAM?

On fees, WEEK is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEEK or DRAM?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.65% for DRAM.

Which ETF pays a higher dividend yield, WEEK or DRAM?

WEEK has the higher dividend yield at 3.72%, compared with 0.00% for DRAM.

What is the main difference between WEEK and DRAM?

WEEK is categorized as Ultrashort Bond, while DRAM is Technology Equities. Their fees differ too: 0.19% for WEEK and 0.65% for DRAM.