COIW vs. COSW
COIW (COIN WeeklyPay™ ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. At a correlation of -0.11, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
COIW vs. COSW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COIW achieves a -38.16% return, which is significantly lower than COSW's 8.70% return.
COIW
- 1D
- -2.97%
- 1M
- -6.46%
- 6M
- -42.90%
- YTD
- -38.16%
- 1Y
- -71.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- -0.57%
- 1M
- -3.45%
- 6M
- -4.40%
- YTD
- 8.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -38.16% | -35.50% |
COSW Roundhill COST WeeklyPay ETF | 8.70% | -10.48% |
Correlation
The correlation between COIW and COSW is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.11 |
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
COIW vs. COSW — Risk / Return Rank
COIW
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COIW vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) 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.
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 | COSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.83 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | — | — |
| Martin ratioReturn relative to average drawdown | -1.35 | — | — |
Loading charts...
Drawdowns
COIW vs. COSW - Drawdown Comparison
The maximum COIW drawdown since its inception was -75.01%, which is greater than COSW's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for COIW and COSW.
Loading charts...
Drawdown Indicators
| COIW | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -20.01% | -55.00% |
Max Drawdown (1Y)Largest decline over 1 year | -75.01% | — | — |
Current DrawdownCurrent decline from peak | -72.00% | -17.24% | -54.76% |
Average DrawdownAverage peak-to-trough decline | -40.87% | -6.05% | -34.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.78% | — | — |
Volatility
COIW vs. COSW - Volatility Comparison
Loading charts...
Volatility by Period
| COIW | COSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 64.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 82.05% | 26.10% | +55.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.57% | 26.10% | +63.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.57% | 26.10% | +63.47% |
COIW vs. COSW - Expense Ratio Comparison
Both COIW and COSW have an expense ratio of 0.99%.
Dividends
COIW vs. COSW - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 229.45%, more than COSW's 21.56% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 229.45% | 120.37% |
COSW Roundhill COST WeeklyPay ETF | 21.56% | 4.96% |
Frequently Asked Questions
COIW and COSW have a correlation of -0.11, 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.
COIW and COSW have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 229.45%, compared with 21.56% for COSW.
Find the right allocation for COIW and COSW
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