COIW vs. HOII

Last updated Jun 26, 2026

COIW (COIN WeeklyPay™ ETF) and HOII (REX HOOD Growth & Income ETF) are both Derivative Income funds. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

COIW vs. HOII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COIN WeeklyPay™ ETF (COIW) and REX HOOD Growth & Income ETF (HOII). 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 HOII's 19,132.59% return.

COIW

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

HOII

• 1D: 0.00%
• 1M: 29,750.92%
• YTD: 19,132.59%
• 6M: 17,931.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIW vs. HOII - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-44.80%	-37.70%
HOII REX HOOD Growth & Income ETF	19,132.59%	-23.54%

Correlation

The correlation between COIW and HOII is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.79

Return for Risk

COIW vs. HOII — 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

HOII

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. HOII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and REX HOOD Growth & Income ETF (HOII). 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	HOII	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. HOII - Drawdown Comparison

The maximum COIW drawdown since its inception was -75.01%, which is greater than HOII's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for COIW and HOII.

Drawdown Indicators

	COIW	HOII	Difference
Max Drawdown Largest peak-to-trough decline	-75.01%	-55.38%	-19.63%
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%	-36.68%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.83%	—	—

Volatility

Volatility by Period

	COIW	HOII	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%	34,045.59%	-33,963.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.41%	34,045.59%	-33,955.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.41%	34,045.59%	-33,955.18%

COIW vs. HOII - Expense Ratio Comparison

Both COIW and HOII have an expense ratio of 0.99%.

Dividends

COIW vs. HOII - Dividend Comparison

COIW's dividend yield for the trailing twelve months is around 270.96%, more than HOII's 120.87% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	270.96%	120.37%
HOII REX HOOD Growth & Income ETF	120.87%	4.41%

Frequently Asked Questions

Can I hold both COIW and HOII in my portfolio?

COIW and HOII have a correlation of 0.79, 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 HOII?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COIW or HOII?

COIW and HOII have the same expense ratio: 0.99% per year.

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

COIW has the higher dividend yield at 270.96%, compared with 120.87% for HOII.

What is the main difference between COIW and HOII?

They also come from different issuers: Roundhill and REX.