COIW vs. MSTW
COIW (COIN WeeklyPay™ ETF) and MSTW (Roundhill MSTR WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.
Performance
COIW vs. MSTW - Performance Comparison
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Returns By Period
In the year-to-date period, COIW achieves a -44.80% return, which is significantly higher than MSTW's -53.32% return.
COIW
- 1D
- -6.25%
- 1M
- -25.28%
- YTD
- -44.80%
- 6M
- -48.64%
- 1Y
- -69.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTW
- 1D
- -11.88%
- 1M
- -54.11%
- YTD
- -53.32%
- 6M
- -55.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. MSTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -44.80% | -51.59% |
MSTW Roundhill MSTR WeeklyPay ETF | -53.32% | -71.40% |
Correlation
The correlation between COIW and MSTW is 0.81, 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 24, 2025 | 0.81 |
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Return for Risk
COIW vs. MSTW — Risk / Return Rank
COIW
MSTW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COIW vs. MSTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and Roundhill MSTR WeeklyPay ETF (MSTW). 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 | MSTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | — | — |
| Martin ratioReturn relative to average drawdown | -1.40 | — | — |
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Drawdowns
COIW vs. MSTW - Drawdown Comparison
The maximum COIW drawdown since its inception was -75.01%, smaller than the maximum MSTW drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for COIW and MSTW.
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Drawdown Indicators
| COIW | MSTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -86.66% | +11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -75.01% | — | — |
Current DrawdownCurrent decline from peak | -75.01% | -86.66% | +11.65% |
Average DrawdownAverage peak-to-trough decline | -39.52% | -55.94% | +16.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.83% | — | — |
Volatility
COIW vs. MSTW - Volatility Comparison
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Volatility by Period
| COIW | MSTW | 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% | 90.15% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.41% | 90.15% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.41% | 90.15% | +0.26% |
COIW vs. MSTW - Expense Ratio Comparison
Both COIW and MSTW have an expense ratio of 0.99%.
Dividends
COIW vs. MSTW - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 270.96%, less than MSTW's 416.89% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 270.96% | 120.37% |
MSTW Roundhill MSTR WeeklyPay ETF | 416.89% | 106.94% |
Frequently Asked Questions
COIW and MSTW have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COIW and MSTW have the same expense ratio: 0.99% per year.
MSTW has the higher dividend yield at 416.89%, compared with 270.96% for COIW.
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