COIW vs. GOOY
COIW (COIN WeeklyPay™ ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, COIW returned -69.57% vs 76.46% for GOOY. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
COIW vs. GOOY - 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 GOOY's 8.94% return.
COIW
- 1D
- -6.25%
- 1M
- -25.28%
- YTD
- -44.80%
- 6M
- -48.64%
- 1Y
- -69.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- -0.42%
- 1M
- -10.48%
- YTD
- 8.94%
- 6M
- 8.62%
- 1Y
- 76.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -44.80% | -25.92% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 8.94% | 56.11% |
Correlation
The correlation between COIW and GOOY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.37 |
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Return for Risk
COIW vs. GOOY — Risk / Return Rank
COIW
GOOY
COIW vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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 | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.11 | ||
| Sortino ratioReturn per unit of downside risk | -5.86 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.56 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 4.76 | -5.69 |
| Martin ratioReturn relative to average drawdown | -1.40 | 16.44 | -17.84 |
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Drawdowns
COIW vs. GOOY - Drawdown Comparison
The maximum COIW drawdown since its inception was -75.01%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for COIW and GOOY.
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Drawdown Indicators
| COIW | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -24.40% | -50.61% |
Max Drawdown (1Y)Largest decline over 1 year | -75.01% | -16.15% | -58.86% |
Current DrawdownCurrent decline from peak | -75.01% | -12.37% | -62.64% |
Average DrawdownAverage peak-to-trough decline | -39.52% | -6.30% | -33.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.83% | 4.67% | +45.16% |
Volatility
COIW vs. GOOY - Volatility Comparison
COIN WeeklyPay™ ETF (COIW) has a higher volatility of 23.13% compared to YieldMax GOOGL Option Income Strategy ETF (GOOY) at 7.91%. This indicates that COIW's price experiences larger fluctuations and is considered to be riskier than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIW | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.13% | 7.91% | +15.22% |
Volatility (6M)Calculated over the trailing 6-month period | 63.51% | 17.70% | +45.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.07% | 23.64% | +58.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.41% | 23.40% | +67.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.41% | 23.40% | +67.01% |
COIW vs. GOOY - Expense Ratio Comparison
Both COIW and GOOY have an expense ratio of 0.99%.
Dividends
COIW vs. GOOY - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 270.96%, more than GOOY's 53.92% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COIW COIN WeeklyPay™ ETF | 270.96% | 120.37% | 0.00% | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 53.92% | 41.50% | 36.74% | 7.90% |
Frequently Asked Questions
COIW and GOOY have a correlation of 0.28, 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 GOOY (7.91%). In terms of maximum drawdown, COIW dropped -75.01% vs GOOY's -24.40%.
On 1-year performance, GOOY leads with 76.46% vs -69.57% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, GOOY has been the lower-risk option at 7.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GOOY has performed better with a 76.46% return vs -69.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COIW and GOOY have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 270.96%, compared with 53.92% for GOOY.
They also come from different issuers: Roundhill and YieldMax.
GOOY currently has the higher Sharpe Ratio (3.26 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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