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WPAY vs. PBP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPAY vs. PBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill WeeklyPay™ Universe ETF (WPAY) and Invesco S&P 500 BuyWrite ETF (PBP). The values are adjusted to include any dividend payments, if applicable.

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WPAY vs. PBP - Yearly Performance Comparison


2026 (YTD)2025
WPAY
Roundhill WeeklyPay™ Universe ETF
-10.65%-2.47%
PBP
Invesco S&P 500 BuyWrite ETF
-0.63%7.86%

Returns By Period

In the year-to-date period, WPAY achieves a -10.65% return, which is significantly lower than PBP's -0.63% return.


WPAY

1D
-1.58%
1M
-3.42%
YTD
-10.65%
6M
-19.86%
1Y
3Y*
5Y*
10Y*

PBP

1D
0.41%
1M
-2.60%
YTD
-0.63%
6M
5.67%
1Y
11.15%
3Y*
10.89%
5Y*
7.57%
10Y*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WPAY vs. PBP - Expense Ratio Comparison

WPAY has a 0.99% expense ratio, which is higher than PBP's 0.29% expense ratio.


Return for Risk

WPAY vs. PBP — Risk / Return Rank

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

WPAY

PBP
PBP Risk / Return Rank: 5050
Overall Rank
PBP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PBP Sortino Ratio Rank: 4343
Sortino Ratio Rank
PBP Omega Ratio Rank: 6464
Omega Ratio Rank
PBP Calmar Ratio Rank: 4242
Calmar Ratio Rank
PBP Martin Ratio Rank: 6262
Martin Ratio Rank
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.

WPAY vs. PBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill WeeklyPay™ Universe ETF (WPAY) and Invesco S&P 500 BuyWrite ETF (PBP). 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.

WPAY vs. PBP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WPAYPBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

0.33

-1.11

Correlation

The correlation between WPAY and PBP is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WPAY vs. PBP - Dividend Comparison

WPAY's dividend yield for the trailing twelve months is around 36.55%, more than PBP's 11.58% yield.


TTM20252024202320222021202020192018201720162015
WPAY
Roundhill WeeklyPay™ Universe ETF
36.55%21.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBP
Invesco S&P 500 BuyWrite ETF
11.58%11.12%9.36%3.35%1.33%6.21%1.41%5.04%2.59%10.86%2.56%6.19%

Drawdowns

WPAY vs. PBP - Drawdown Comparison

The maximum WPAY drawdown since its inception was -26.17%, smaller than the maximum PBP drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for WPAY and PBP.


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Drawdown Indicators


WPAYPBPDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-43.43%

+17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

Current Drawdown

Current decline from peak

-25.35%

-2.89%

-22.46%

Average Drawdown

Average peak-to-trough decline

-11.92%

-6.75%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

WPAY vs. PBP - Volatility Comparison


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Volatility by Period


WPAYPBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

28.83%

14.26%

+14.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.83%

11.95%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.83%

13.68%

+15.15%