AVGW vs. GOOY
AVGW (Roundhill AVGO WeeklyPay™ ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
AVGW vs. GOOY - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with AVGW having a 9.31% return and GOOY slightly higher at 9.40%.
AVGW
- 1D
- -0.10%
- 1M
- -10.16%
- YTD
- 9.31%
- 6M
- 7.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- -0.15%
- 1M
- -8.76%
- YTD
- 9.40%
- 6M
- 9.08%
- 1Y
- 80.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGW vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGW Roundhill AVGO WeeklyPay™ ETF | 9.31% | 20.48% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 9.40% | 49.98% |
Correlation
The correlation between AVGW and GOOY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVGW vs. GOOY — Risk / Return Rank
AVGW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOY
AVGW vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.
| AVGW | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.58 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.03 | — |
| Martin ratioReturn relative to average drawdown | — | 17.63 | — |
Loading charts...
Drawdowns
AVGW vs. GOOY - Drawdown Comparison
The maximum AVGW drawdown since its inception was -34.65%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for AVGW and GOOY.
Loading charts...
Drawdown Indicators
| AVGW | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.65% | -24.40% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -25.05% | -12.00% | -13.05% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -6.29% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.60% | — |
Volatility
AVGW vs. GOOY - Volatility Comparison
Loading charts...
Volatility by Period
| AVGW | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 57.18% | 23.65% | +33.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.18% | 23.41% | +33.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.18% | 23.41% | +33.77% |
AVGW vs. GOOY - Expense Ratio Comparison
Both AVGW and GOOY have an expense ratio of 0.99%.
Dividends
AVGW vs. GOOY - Dividend Comparison
AVGW's dividend yield for the trailing twelve months is around 63.17%, more than GOOY's 52.79% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AVGW Roundhill AVGO WeeklyPay™ ETF | 63.17% | 31.15% | 0.00% | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.79% | 41.50% | 36.74% | 7.90% |
Frequently Asked Questions
AVGW and GOOY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AVGW and GOOY have the same expense ratio: 0.99% per year.
AVGW has the higher dividend yield at 63.17%, compared with 52.79% for GOOY.
They also come from different issuers: Roundhill and YieldMax.
Find the right allocation for AVGW and GOOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer