COIW vs. PLTW

Last updated Jun 4, 2026

COIW (COIN WeeklyPay™ ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, COIW returned -47.92% vs -0.85% for PLTW. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

COIW vs. PLTW - Performance Comparison

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

Returns By Period

In the year-to-date period, COIW achieves a -34.53% return, which is significantly lower than PLTW's -26.21% return.

COIW

• 1D: -7.79%
• 1M: -23.73%
• YTD: -34.53%
• 6M: -48.92%
• 1Y: -47.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTW

• 1D: -7.81%
• 1M: -4.39%
• YTD: -26.21%
• 6M: -26.03%
• 1Y: -0.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIW vs. PLTW - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-34.53%	-23.77%
PLTW PLTR WeeklyPay™ ETF	-26.21%	59.45%

Correlation

The correlation between COIW and PLTW is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025	0.58

The correlation between COIW and PLTW has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

COIW vs. PLTW - Sectors Allocation Comparison

Sectors	COIW	PLTW
Financial Services	6.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	20.0%
Utilities	-	-

Return for Risk

COIW vs. PLTW — Risk / Return Rank

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

COIW

COIW Risk / Return Rank: 4
COIW Sharpe Ratio Rank: 4
COIW Sortino Ratio Rank: 5
COIW Omega Ratio Rank: 5
COIW Calmar Ratio Rank: 3
COIW Martin Ratio Rank: 4

PLTW

PLTW Risk / Return Rank: 9
PLTW Sharpe Ratio Rank: 8
PLTW Sortino Ratio Rank: 11
PLTW Omega Ratio Rank: 11
PLTW Calmar Ratio Rank: 8
PLTW Martin Ratio Rank: 8

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. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and PLTR WeeklyPay™ ETF (PLTW). 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	PLTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	-0.01	-0.55
Sortino ratio: Return per unit of downside risk	-0.52	0.41	-0.93
Omega ratio: Gain probability vs. loss probability	0.94	1.05	-0.11
Calmar ratio: Return relative to maximum drawdown	-0.64	-0.02	-0.63
Martin ratio: Return relative to average drawdown	-1.03	-0.03	-0.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COIW vs. PLTW - Sharpe Ratio Comparison

The current COIW Sharpe Ratio is -0.57, which is lower than the PLTW Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of COIW and PLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COIW	PLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	-0.01	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	-0.46	0.19	-0.65

Drawdowns

COIW vs. PLTW - Drawdown Comparison

The maximum COIW drawdown since its inception was -74.55%, which is greater than PLTW's maximum drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for COIW and PLTW.

Drawdown Indicators

	COIW	PLTW	Difference
Max Drawdown Largest peak-to-trough decline	-74.55%	-46.29%	-28.26%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	-46.29%	-28.26%
Current Drawdown Current decline from peak	-70.36%	-39.64%	-30.72%
Average Drawdown Average peak-to-trough decline	-37.72%	-19.57%	-18.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.70%	25.21%	+21.49%

Volatility

COIW vs. PLTW - Volatility Comparison

COIN WeeklyPay™ ETF (COIW) and PLTR WeeklyPay™ ETF (PLTW) have volatilities of 22.46% and 22.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COIW	PLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.46%	22.32%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	61.94%	46.26%	+15.68%
Volatility (1Y) Calculated over the trailing 1-year period	84.90%	61.73%	+23.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.07%	72.85%	+18.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.07%	72.85%	+18.22%

COIW vs. PLTW - Expense Ratio Comparison

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

Dividends

COIW vs. PLTW - Dividend Comparison

COIW's dividend yield for the trailing twelve months is around 226.68%, more than PLTW's 121.30% yield.

Position	TTM	2025
COIW COIN WeeklyPay™ ETF	226.68%	120.37%
PLTW PLTR WeeklyPay™ ETF	121.30%	72.40%

Frequently Asked Questions

Can I hold both COIW and PLTW in my portfolio?

COIW and PLTW have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COIW or PLTW?

COIW has higher volatility (22.46%) compared to PLTW (22.32%). In terms of maximum drawdown, COIW dropped -74.55% vs PLTW's -46.29%.

Which ETF is better, COIW or PLTW?

On 1-year performance, PLTW leads with -0.85% vs -47.92% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, PLTW has been the lower-risk option at 22.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COIW or PLTW?

Over the 1-year period, PLTW has performed better with a -0.85% return vs -47.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COIW or PLTW?

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

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

COIW has the higher dividend yield at 226.68%, compared with 121.30% for PLTW.

Which has better risk-adjusted returns?

PLTW currently has the higher Sharpe Ratio (-0.01 vs -0.57), 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.