COIW vs. COYY

Last updated Jun 3, 2026

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

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

Returns By Period

The year-to-date returns for both investments are quite close, with COIW having a -29.00% return and COYY slightly higher at -27.57%.

COIW

• 1D: -5.58%
• 1M: -10.71%
• YTD: -29.00%
• 6M: -41.30%
• 1Y: -40.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COYY

• 1D: -1.08%
• 1M: -3.77%
• YTD: -27.57%
• 6M: -36.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIW vs. COYY - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-29.00%	-47.41%
COYY GraniteShares YieldBOOST COIN ETF	-27.57%	-38.98%

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 30, 2025	0.90

Return for Risk

COIW vs. COYY — 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: 6
COIW Omega Ratio Rank: 6
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. 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.

	COIW	COYY	Difference
Sharpe ratio Return per unit of total volatility	-0.48	—	—
Sortino ratio Return per unit of downside risk	-0.28	—	—
Omega ratio Gain probability vs. loss probability	0.97	—	—
Calmar ratio Return relative to maximum drawdown	-0.54	—	—
Martin ratio Return relative to average drawdown	-0.86	—	—
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	COYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.42	-1.71	+1.29

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 -58.26%. Use the drawdown chart below to compare losses from any high point for COIW and COYY.

Drawdown Indicators

	COIW	COYY	Difference
Max Drawdown Largest peak-to-trough decline	-74.55%	-58.26%	-16.29%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	—	—
Current Drawdown Current decline from peak	-67.85%	-57.36%	-10.49%
Average Drawdown Average peak-to-trough decline	-37.62%	-35.10%	-2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.49%	—	—

Volatility

Volatility by Period

	COIW	COYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	61.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	84.55%	36.37%	+48.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.95%	36.37%	+54.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.95%	36.37%	+54.58%

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 209.03%, less than COYY's 375.37% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	209.03%	120.37%
COYY GraniteShares YieldBOOST COIN ETF	375.37%	132.14%

Frequently Asked Questions

Can I hold both COIW and COYY in my portfolio?

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.

Which ETF is better, COIW or COYY?

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.

Which ETF is cheaper, COIW or COYY?

COIW is cheaper with a 0.99% expense ratio, compared with 1.07% for COYY.

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

COYY has the higher dividend yield at 375.37%, compared with 209.03% for COIW.

What is the main difference between COIW and COYY?

They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for COIW and 1.07% for COYY.