WEEK vs. ULTY

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Weekly T-Bill ETF (WEEK) and YieldMax Ultra Option Income Strategy ETF (ULTY).

WEEK and ULTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEEK is an actively managed fund by Roundhill. It was launched on Mar 5, 2025. ULTY is an actively managed fund by YieldMax. It was launched on Feb 28, 2024.

Performance

WEEK vs. ULTY - Performance Comparison

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

WEEK vs. ULTY - Yearly Performance Comparison

	2026 (YTD)	2025
WEEK Roundhill Weekly T-Bill ETF	0.87%	3.37%
ULTY YieldMax Ultra Option Income Strategy ETF	-3.10%	8.10%

Returns By Period

In the year-to-date period, WEEK achieves a 0.87% return, which is significantly higher than ULTY's -3.10% return.

WEEK

• 1D: 0.04%
• 1M: 0.37%
• YTD: 0.87%
• 6M: 1.87%
• 1Y: 3.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ULTY

• 1D: 0.63%
• 1M: -7.50%
• YTD: -3.10%
• 6M: -18.46%
• 1Y: 10.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEEK vs. ULTY - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is lower than ULTY's 1.14% expense ratio.

ULTY

YieldMax Ultra Option Income Strategy ETF

WEEK

Roundhill Weekly T-Bill ETF

Return for Risk

WEEK vs. ULTY — 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: 100

ULTY

ULTY Risk / Return Rank: 23
ULTY Sharpe Ratio Rank: 23
ULTY Sortino Ratio Rank: 24
ULTY Omega Ratio Rank: 23
ULTY Calmar Ratio Rank: 23
ULTY Martin Ratio Rank: 20

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. ULTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) and YieldMax Ultra Option Income Strategy ETF (ULTY). 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	ULTY	Difference
Sharpe ratio Return per unit of total volatility	9.54	0.42	+9.11
Sortino ratio Return per unit of downside risk	19.73	0.74	+18.99
Omega ratio Gain probability vs. loss probability	4.76	1.09	+3.66
Calmar ratio Return relative to maximum drawdown	30.68	0.51	+30.17
Martin ratio Return relative to average drawdown	269.70	1.11	+268.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEEK vs. ULTY - Sharpe Ratio Comparison

The current WEEK Sharpe Ratio is 9.54, which is higher than the ULTY Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of WEEK and ULTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEEK	ULTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.54	0.42	+9.11
Sharpe Ratio (All Time) Calculated using the full available price history	9.81	-0.06	+9.87

Correlation

The correlation between WEEK and ULTY is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WEEK vs. ULTY - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.83%, less than ULTY's 133.15% yield.

	TTM	2025	2024
WEEK Roundhill Weekly T-Bill ETF	3.83%	3.27%	0.00%
ULTY YieldMax Ultra Option Income Strategy ETF	133.15%	142.99%	111.70%

Drawdowns

WEEK vs. ULTY - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum ULTY drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for WEEK and ULTY.

Drawdown Indicators

	WEEK	ULTY	Difference
Max Drawdown Largest peak-to-trough decline	-0.13%	-26.85%	+26.72%
Max Drawdown (1Y) Largest decline over 1 year	-0.13%	-24.16%	+24.03%
Current Drawdown Current decline from peak	0.00%	-20.55%	+20.55%
Average Drawdown Average peak-to-trough decline	-0.01%	-9.06%	+9.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	11.12%	-11.11%

Volatility

WEEK vs. ULTY - Volatility Comparison

The current volatility for Roundhill Weekly T-Bill ETF (WEEK) is 0.12%, while YieldMax Ultra Option Income Strategy ETF (ULTY) has a volatility of 9.06%. This indicates that WEEK experiences smaller price fluctuations and is considered to be less risky than ULTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEK	ULTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.12%	9.06%	-8.94%
Volatility (6M) Calculated over the trailing 6-month period	0.36%	17.10%	-16.74%
Volatility (1Y) Calculated over the trailing 1-year period	0.42%	25.28%	-24.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.41%	27.62%	-27.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.41%	27.62%	-27.21%