YGLD vs. WEEK

Last updated Jun 23, 2026

YGLD (Simplify Gold Strategy PLUS Income ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - YGLD is a Gold fund actively managed by Simplify, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. Both are actively managed. Over the past year, YGLD returned 14.92% vs 3.83% for WEEK. At a correlation of -0.04, they often move in opposite directions. YGLD charges 0.50%/yr vs 0.19%/yr for WEEK.

Performance

YGLD vs. WEEK - Performance Comparison

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

Returns By Period

In the year-to-date period, YGLD achieves a -14.78% return, which is significantly lower than WEEK's 1.65% return.

YGLD

• 1D: -0.63%
• 1M: -10.34%
• YTD: -14.78%
• 6M: -20.66%
• 1Y: 14.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEK

• 1D: 0.01%
• 1M: 0.33%
• YTD: 1.65%
• 6M: 1.77%
• 1Y: 3.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YGLD vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
YGLD Simplify Gold Strategy PLUS Income ETF	-14.78%	73.78%
WEEK Roundhill Weekly T-Bill ETF	1.65%	3.37%

Correlation

The correlation between YGLD and WEEK is -0.05, 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 (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	-0.04

Return for Risk

YGLD vs. WEEK — Risk / Return Rank

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

YGLD

YGLD Risk / Return Rank: 14
YGLD Sharpe Ratio Rank: 13
YGLD Sortino Ratio Rank: 14
YGLD Omega Ratio Rank: 16
YGLD Calmar Ratio Rank: 12
YGLD Martin Ratio Rank: 12

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.

YGLD vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	YGLD	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	0.36	9.04	-8.68
Sortino ratio: Return per unit of downside risk	0.73	18.70	-17.97
Omega ratio: Gain probability vs. loss probability	1.10	4.42	-3.31
Calmar ratio: Return relative to maximum drawdown	0.37	29.62	-29.26
Martin ratio: Return relative to average drawdown	0.89	256.61	-255.73

YGLD vs. WEEK - Sharpe Ratio Comparison

The current YGLD Sharpe Ratio is 0.36, which is lower than the WEEK Sharpe Ratio of 9.04. The chart below compares the historical Sharpe Ratios of YGLD and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YGLD vs. WEEK - Drawdown Comparison

The maximum YGLD drawdown since its inception was -40.91%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for YGLD and WEEK.

Drawdown Indicators

	YGLD	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-40.91%	-0.13%	-40.78%
Max Drawdown (1Y) Largest decline over 1 year	-40.91%	-0.13%	-40.78%
Current Drawdown Current decline from peak	-38.50%	0.00%	-38.50%
Average Drawdown Average peak-to-trough decline	-8.79%	-0.01%	-8.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.89%	0.01%	+16.88%

Volatility

YGLD vs. WEEK - Volatility Comparison

Simplify Gold Strategy PLUS Income ETF (YGLD) has a higher volatility of 11.70% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.13%. This indicates that YGLD's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YGLD	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.70%	0.13%	+11.57%
Volatility (6M) Calculated over the trailing 6-month period	36.28%	0.27%	+36.01%
Volatility (1Y) Calculated over the trailing 1-year period	41.63%	0.43%	+41.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.45%	0.39%	+39.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.45%	0.39%	+39.06%

YGLD vs. WEEK - Expense Ratio Comparison

YGLD has a 0.50% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

YGLD vs. WEEK - Dividend Comparison

YGLD's dividend yield for the trailing twelve months is around 20.93%, more than WEEK's 3.70% yield.

Position	TTM	2025
WEEK Roundhill Weekly T-Bill ETF	3.70%	3.27%
YGLD Simplify Gold Strategy PLUS Income ETF	20.93%	12.05%

Frequently Asked Questions

Can I hold both YGLD and WEEK in my portfolio?

YGLD and WEEK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YGLD or WEEK?

YGLD has higher volatility (11.70%) compared to WEEK (0.13%). In terms of maximum drawdown, YGLD dropped -40.91% vs WEEK's -0.13%.

Which ETF is better, YGLD or WEEK?

On 1-year performance, YGLD leads with 14.92% vs 3.83% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YGLD or WEEK?

Over the 1-year period, YGLD has performed better with a 14.92% return vs 3.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YGLD or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.50% for YGLD.

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

YGLD has the higher dividend yield at 20.93%, compared with 3.70% for WEEK.

What is the main difference between YGLD and WEEK?

YGLD is categorized as Gold, while WEEK is Ultrashort Bond. They also come from different issuers: Simplify and Roundhill. Their fees differ too: 0.50% for YGLD and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.04 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.