COIW vs. COYY
COIW (COIN WeeklyPay™ ETF) and COYY (GraniteShares YieldBOOST COIN ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. COIW charges 0.99%/yr vs 1.07%/yr for COYY.
Performance
COIW vs. COYY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COIW achieves a -37.10% return, which is significantly lower than COYY's -30.87% return.
COIW
- 1D
- -4.43%
- 1M
- -17.85%
- YTD
- -37.10%
- 6M
- -42.22%
- 1Y
- -58.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COYY
- 1D
- -1.04%
- 1M
- -6.93%
- YTD
- -30.87%
- 6M
- -36.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. COYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -37.10% | -48.75% |
COYY GraniteShares YieldBOOST COIN ETF | -30.87% | -40.04% |
Correlation
The correlation between COIW and COYY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.90 |
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. COYY — Risk / Return Rank
COIW
COYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COIW vs. COYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and GraniteShares YieldBOOST COIN ETF (COYY). 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 | COYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.89 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | — | — |
| Martin ratioReturn relative to average drawdown | -1.19 | — | — |
Loading charts...
Drawdowns
COIW vs. COYY - Drawdown Comparison
The maximum COIW drawdown since its inception was -74.55%, which is greater than COYY's maximum drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for COIW and COYY.
Loading charts...
Drawdown Indicators
| COIW | COYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.55% | -59.60% | -14.95% |
Max Drawdown (1Y)Largest decline over 1 year | -74.55% | — | — |
Current DrawdownCurrent decline from peak | -71.52% | -59.30% | -12.22% |
Average DrawdownAverage peak-to-trough decline | -39.31% | -36.43% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.39% | — | — |
Volatility
COIW vs. COYY - Volatility Comparison
Loading charts...
Volatility by Period
| COIW | COYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 63.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 82.90% | 35.41% | +47.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.36% | 35.41% | +54.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.36% | 35.41% | +54.95% |
COIW vs. COYY - Expense Ratio Comparison
COIW has a 0.99% expense ratio, which is lower than COYY's 1.07% expense ratio.
Dividends
COIW vs. COYY - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 237.77%, less than COYY's 414.70% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 237.77% | 120.37% |
COYY GraniteShares YieldBOOST COIN ETF | 414.70% | 132.14% |
Frequently Asked Questions
COIW and COYY have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COIW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COIW is cheaper with a 0.99% expense ratio, compared with 1.07% for COYY.
COYY has the higher dividend yield at 414.70%, compared with 237.77% for COIW.
They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for COIW and 1.07% for COYY.
Find the right allocation for COIW and COYY
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