COIW vs. ARMW

Last updated Jun 5, 2026

COIW (COIN WeeklyPay™ ETF) and ARMW (Roundhill ARM WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

COIW vs. ARMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COIN WeeklyPay™ ETF (COIW) and Roundhill ARM WeeklyPay ETF (ARMW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COIW achieves a -33.93% return, which is significantly lower than ARMW's 336.58% return.

COIW

• 1D: 0.92%
• 1M: -20.57%
• YTD: -33.93%
• 6M: -47.79%
• 1Y: -46.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMW

• 1D: -5.75%
• 1M: 108.38%
• YTD: 336.58%
• 6M: 222.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIW vs. ARMW - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-33.93%	-36.08%
ARMW Roundhill ARM WeeklyPay ETF	336.58%	-40.49%

Correlation

The correlation between COIW and ARMW is 0.38, 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 Oct 24, 2025	0.38

COIW vs. ARMW - Sectors Allocation Comparison

Sectors	COIW	ARMW
Financial Services	6.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	36.0%
Utilities	-	-

Return for Risk

COIW vs. ARMW — Risk / Return Rank

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

COIW

COIW Risk / Return Rank: 5
COIW Sharpe Ratio Rank: 5
COIW Sortino Ratio Rank: 5
COIW Omega Ratio Rank: 5
COIW Calmar Ratio Rank: 4
COIW Martin Ratio Rank: 4

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.

COIW vs. ARMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and Roundhill ARM WeeklyPay ETF (ARMW). 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.

	COIW	ARMW	Difference
Sharpe ratio: Return per unit of total volatility	-0.55	—	—
Sortino ratio: Return per unit of downside risk	-0.48	—	—
Omega ratio: Gain probability vs. loss probability	0.95	—	—
Calmar ratio: Return relative to maximum drawdown	-0.63	—	—
Martin ratio: Return relative to average drawdown	-0.99	—	—
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

	COIW	ARMW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.46	4.33	-4.78

Drawdowns

COIW vs. ARMW - Drawdown Comparison

The maximum COIW drawdown since its inception was -74.55%, which is greater than ARMW's maximum drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for COIW and ARMW.

Drawdown Indicators

	COIW	ARMW	Difference
Max Drawdown Largest peak-to-trough decline	-74.55%	-48.47%	-26.08%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	—	—
Current Drawdown Current decline from peak	-70.08%	-5.75%	-64.33%
Average Drawdown Average peak-to-trough decline	-37.82%	-26.42%	-11.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.91%	—	—

Volatility

Volatility by Period

	COIW	ARMW	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	61.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	84.69%	88.57%	-3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.93%	88.57%	+2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.93%	88.57%	+2.36%

COIW vs. ARMW - Expense Ratio Comparison

Both COIW and ARMW have an expense ratio of 0.99%.

Dividends

COIW vs. ARMW - Dividend Comparison

COIW's dividend yield for the trailing twelve months is around 224.62%, more than ARMW's 16.13% yield.

Position	TTM	2025
ARMW Roundhill ARM WeeklyPay ETF	16.13%	16.38%
COIW COIN WeeklyPay™ ETF	224.62%	120.37%

Frequently Asked Questions

Can I hold both COIW and ARMW in my portfolio?

COIW and ARMW have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COIW or ARMW?

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, COIW or ARMW?

COIW and ARMW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, COIW or ARMW?

COIW has the higher dividend yield at 224.62%, compared with 16.13% for ARMW.

What is the main difference between COIW and ARMW?

They also come from different issuers: Roundhill and Roundhill Investments.