COIW vs. CHPY
COIW (COIN WeeklyPay™ ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, COIW returned -69.57% vs 136.97% for CHPY. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
COIW vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, COIW achieves a -44.80% return, which is significantly lower than CHPY's 88.59% return.
COIW
- 1D
- -6.25%
- 1M
- -25.28%
- YTD
- -44.80%
- 6M
- -48.64%
- 1Y
- -69.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHPY
- 1D
- 3.25%
- 1M
- 8.85%
- YTD
- 88.59%
- 6M
- 86.91%
- 1Y
- 136.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -44.80% | 17.69% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 88.59% | 56.76% |
Correlation
The correlation between COIW and CHPY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.45 |
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Return for Risk
COIW vs. CHPY — Risk / Return Rank
COIW
CHPY
COIW vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| COIW | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.07 | ||
| Sortino ratioReturn per unit of downside risk | -5.81 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.65 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 11.33 | -12.26 |
| Martin ratioReturn relative to average drawdown | -1.40 | 39.47 | -40.87 |
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Drawdowns
COIW vs. CHPY - Drawdown Comparison
The maximum COIW drawdown since its inception was -75.01%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for COIW and CHPY.
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Drawdown Indicators
| COIW | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -12.19% | -62.82% |
Max Drawdown (1Y)Largest decline over 1 year | -75.01% | -12.17% | -62.84% |
Current DrawdownCurrent decline from peak | -75.01% | -3.96% | -71.05% |
Average DrawdownAverage peak-to-trough decline | -39.52% | -2.16% | -37.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.83% | 3.48% | +46.35% |
Volatility
COIW vs. CHPY - Volatility Comparison
COIN WeeklyPay™ ETF (COIW) has a higher volatility of 23.13% compared to YieldMax Semiconductor Portfolio Option Income ETF (CHPY) at 19.30%. This indicates that COIW's price experiences larger fluctuations and is considered to be riskier than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIW | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 19.30% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 63.51% | 28.01% | +35.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.07% | 32.65% | +49.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.41% | 36.34% | +54.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.41% | 36.34% | +54.07% |
COIW vs. CHPY - Expense Ratio Comparison
Both COIW and CHPY have an expense ratio of 0.99%.
Dividends
COIW vs. CHPY - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 270.96%, more than CHPY's 29.89% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 29.89% | 28.19% |
COIW COIN WeeklyPay™ ETF | 270.96% | 120.37% |
Frequently Asked Questions
COIW and CHPY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIW has higher volatility (23.13%) compared to CHPY (19.30%). In terms of maximum drawdown, COIW dropped -75.01% vs CHPY's -12.19%.
On 1-year performance, CHPY leads with 136.97% vs -69.57% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, CHPY has been the lower-risk option at 19.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CHPY has performed better with a 136.97% return vs -69.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COIW and CHPY have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 270.96%, compared with 29.89% for CHPY.
They also come from different issuers: Roundhill and YieldMax.
CHPY currently has the higher Sharpe Ratio (4.22 vs -0.85), 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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