AAPW vs. COIW
AAPW (AAPL WeeklyPay™ ETF) and COIW (COIN WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, AAPW returned 61.94% vs -71.21% for COIW. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
AAPW vs. COIW - Performance Comparison
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Returns By Period
In the year-to-date period, AAPW achieves a 21.74% return, which is significantly higher than COIW's -36.41% return.
AAPW
- 1D
- -2.91%
- 1M
- 11.04%
- 6M
- 31.34%
- YTD
- 21.74%
- 1Y
- 61.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.94%
COIW
- 1D
- 2.84%
- 1M
- -2.39%
- 6M
- -41.28%
- YTD
- -36.41%
- 1Y
- -71.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.30%
AAPW vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AAPW AAPL WeeklyPay™ ETF | 21.74% | 8.71% |
COIW COIN WeeklyPay™ ETF | -36.41% | -25.92% |
Correlation
The correlation between AAPW and COIW is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.27 |
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Return for Risk
AAPW vs. COIW — Risk / Return Rank
AAPW
COIW
AAPW vs. COIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AAPL WeeklyPay™ ETF (AAPW) and COIN WeeklyPay™ ETF (COIW). 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.
| AAPW | COIW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.96 | ||
| Sortino ratioReturn per unit of downside risk | +4.38 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.83 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | -0.96 | +4.54 |
| Martin ratioReturn relative to average drawdown | 8.55 | -1.36 | +9.91 |
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Drawdowns
AAPW vs. COIW - Drawdown Comparison
The maximum AAPW drawdown since its inception was -36.28%, smaller than the maximum COIW drawdown of -75.01%. Use the drawdown chart below to compare losses from any high point for AAPW and COIW.
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Drawdown Indicators
| AAPW | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -75.01% | +38.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.36% | -74.56% | +57.20% |
Current DrawdownCurrent decline from peak | -2.91% | -71.21% | +68.30% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -40.96% | +30.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.27% | 52.97% | -45.70% |
Volatility
AAPW vs. COIW - Volatility Comparison
The current volatility for AAPL WeeklyPay™ ETF (AAPW) is 12.17%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 19.87%. This indicates that AAPW experiences smaller price fluctuations and is considered to be less risky than COIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPW | COIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.17% | 19.87% | -7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 23.14% | 63.94% | -40.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.86% | 82.10% | -52.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.02% | 89.47% | -54.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.02% | 89.47% | -54.45% |
AAPW vs. COIW - Expense Ratio Comparison
Both AAPW and COIW have an expense ratio of 0.99%.
Dividends
AAPW vs. COIW - Dividend Comparison
AAPW's dividend yield for the trailing twelve months is around 29.42%, less than COIW's 227.24% yield.
| Position | TTM | 2025 |
|---|---|---|
AAPW AAPL WeeklyPay™ ETF | 29.42% | 28.83% |
COIW COIN WeeklyPay™ ETF | 227.24% | 120.37% |
Frequently Asked Questions
AAPW and COIW have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIW has higher volatility (19.87%) compared to AAPW (12.17%). In terms of maximum drawdown, AAPW dropped -36.28% vs COIW's -75.01%.
On 1-year performance, AAPW leads with 61.94% vs -71.21% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, AAPW has been the lower-risk option at 12.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AAPW has performed better with a 61.94% return vs -71.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AAPW and COIW have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 227.24%, compared with 29.42% for AAPW.
AAPW currently has the higher Sharpe Ratio (2.09 vs -0.87), 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.
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