COIW vs. CWII

Last updated Jun 26, 2026

COIW (COIN WeeklyPay™ ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.37 correlation, their price movements are largely independent. COIW charges 0.99%/yr vs 1.03%/yr for CWII.

Performance

COIW vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COIN WeeklyPay™ ETF (COIW) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COIW achieves a -44.80% return, which is significantly lower than CWII's 13,199.78% return.

COIW

• 1D: -6.25%
• 1M: -25.28%
• YTD: -44.80%
• 6M: -48.64%
• 1Y: -69.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,186.09%
• YTD: 13,199.78%
• 6M: 12,082.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIW vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-44.80%	-37.70%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between COIW and CWII is 0.37, 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 Nov 4, 2025	0.37

Return for Risk

COIW vs. CWII — Risk / Return Rank

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

COIW

COIW Risk / Return Rank: 2
COIW Sharpe Ratio Rank: 3
COIW Sortino Ratio Rank: 2
COIW Omega Ratio Rank: 2
COIW Calmar Ratio Rank: 1
COIW Martin Ratio Rank: 2

CWII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and REX CRWV Growth & Income ETF (CWII). 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	CWII	Difference
Sharpe ratio: Return per unit of total volatility	-0.85	—	—
Sortino ratio: Return per unit of downside risk	-1.46	—	—
Omega ratio: Gain probability vs. loss probability	0.84	—	—
Calmar ratio: Return relative to maximum drawdown	-0.93	—	—
Martin ratio: Return relative to average drawdown	-1.40	—	—

Drawdowns

COIW vs. CWII - Drawdown Comparison

The maximum COIW drawdown since its inception was -75.01%, which is greater than CWII's maximum drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for COIW and CWII.

Drawdown Indicators

	COIW	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-75.01%	-51.04%	-23.97%
Max Drawdown (1Y) Largest decline over 1 year	-75.01%	—	—
Current Drawdown Current decline from peak	-75.01%	0.00%	-75.01%
Average Drawdown Average peak-to-trough decline	-39.52%	-33.26%	-6.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.83%	—	—

Volatility

Volatility by Period

	COIW	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	63.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	82.07%	13,701.30%	-13,619.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.41%	13,701.30%	-13,610.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.41%	13,701.30%	-13,610.89%

COIW vs. CWII - Expense Ratio Comparison

COIW has a 0.99% expense ratio, which is lower than CWII's 1.03% expense ratio.

Dividends

COIW vs. CWII - Dividend Comparison

COIW's dividend yield for the trailing twelve months is around 270.96%, more than CWII's 123.26% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	270.96%	120.37%
CWII REX CRWV Growth & Income ETF	123.26%	6.09%

Frequently Asked Questions

Can I hold both COIW and CWII in my portfolio?

COIW and CWII have a correlation of 0.37, 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 CWII?

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 CWII?

COIW is cheaper with a 0.99% expense ratio, compared with 1.03% for CWII.

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

COIW has the higher dividend yield at 270.96%, compared with 123.26% for CWII.

What is the main difference between COIW and CWII?

They also come from different issuers: Roundhill and REX Shares. Their fees differ too: 0.99% for COIW and 1.03% for CWII.