ABNY vs. COSW

Last updated Jun 3, 2026

ABNY (YieldMax ABNB Option Income Strategy ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.02, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

ABNY vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax ABNB Option Income Strategy ETF (ABNY) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABNY achieves a 1.29% return, which is significantly lower than COSW's 11.11% return.

ABNY

• 1D: -2.10%
• 1M: -4.08%
• YTD: 1.29%
• 6M: 12.23%
• 1Y: 3.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: 1.00%
• 1M: -7.30%
• YTD: 11.11%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABNY vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
ABNY YieldMax ABNB Option Income Strategy ETF	1.29%	5.51%
COSW Roundhill COST WeeklyPay ETF	11.11%	-10.71%

Correlation

The correlation between ABNY and COSW 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 Oct 24, 2025	-0.02

Return for Risk

ABNY vs. COSW — Risk / Return Rank

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

ABNY

ABNY Risk / Return Rank: 11
ABNY Sharpe Ratio Rank: 11
ABNY Sortino Ratio Rank: 11
ABNY Omega Ratio Rank: 11
ABNY Calmar Ratio Rank: 12
ABNY Martin Ratio Rank: 11

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.

ABNY vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and Roundhill COST WeeklyPay ETF (COSW). 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.

	ABNY	COSW	Difference
Sharpe ratio Return per unit of total volatility	0.15	—	—
Sortino ratio Return per unit of downside risk	0.36	—	—
Omega ratio Gain probability vs. loss probability	1.05	—	—
Calmar ratio Return relative to maximum drawdown	0.30	—	—
Martin ratio Return relative to average drawdown	0.59	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ABNY	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	-0.05	-0.13

Drawdowns

ABNY vs. COSW - Drawdown Comparison

The maximum ABNY drawdown since its inception was -31.62%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for ABNY and COSW.

Drawdown Indicators

	ABNY	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-31.62%	-16.24%	-15.38%
Max Drawdown (1Y) Largest decline over 1 year	-17.87%	—	—
Current Drawdown Current decline from peak	-14.82%	-15.40%	+0.58%
Average Drawdown Average peak-to-trough decline	-16.29%	-4.10%	-12.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.99%	—	—

Volatility

Volatility by Period

	ABNY	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.86%	26.16%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.21%	26.16%	+4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.21%	26.16%	+4.05%

ABNY vs. COSW - Expense Ratio Comparison

Both ABNY and COSW have an expense ratio of 0.99%.

Dividends

ABNY vs. COSW - Dividend Comparison

ABNY's dividend yield for the trailing twelve months is around 49.21%, more than COSW's 18.29% yield.

Position	TTM	2025	2024
ABNY YieldMax ABNB Option Income Strategy ETF	49.21%	53.45%	22.09%
COSW Roundhill COST WeeklyPay ETF	18.29%	4.96%	0.00%

Frequently Asked Questions

Can I hold both ABNY and COSW in my portfolio?

ABNY and COSW 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, ABNY or COSW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ABNY or COSW?

ABNY and COSW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, ABNY or COSW?

ABNY has the higher dividend yield at 49.21%, compared with 18.29% for COSW.

What is the main difference between ABNY and COSW?

They also come from different issuers: YieldMax and Roundhill.