COIW vs. TSLW
COIW (COIN WeeklyPay™ ETF) and TSLW (Roundhill TSLA WeeklyPay™ ETF) are both Derivative Income funds from Roundhill. Both are actively managed. Over the past year, COIW returned -58.88% vs 4.70% for TSLW. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
COIW vs. TSLW - Performance Comparison
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Returns By Period
In the year-to-date period, COIW achieves a -37.10% return, which is significantly lower than TSLW's -20.26% return.
COIW
- 1D
- -4.43%
- 1M
- -17.85%
- YTD
- -37.10%
- 6M
- -42.22%
- 1Y
- -58.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLW
- 1D
- -7.13%
- 1M
- -12.88%
- YTD
- -20.26%
- 6M
- -27.32%
- 1Y
- 4.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW vs. TSLW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | -37.10% | -15.63% |
TSLW Roundhill TSLA WeeklyPay™ ETF | -20.26% | 35.28% |
Correlation
The correlation between COIW and TSLW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.41 |
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Return for Risk
COIW vs. TSLW — Risk / Return Rank
COIW
TSLW
COIW vs. TSLW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and Roundhill TSLA WeeklyPay™ ETF (TSLW). 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 | TSLW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.06 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.13 | -0.92 |
| Martin ratioReturn relative to average drawdown | -1.19 | 0.29 | -1.48 |
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Drawdowns
COIW vs. TSLW - Drawdown Comparison
The maximum COIW drawdown since its inception was -74.55%, which is greater than TSLW's maximum drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for COIW and TSLW.
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Drawdown Indicators
| COIW | TSLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.55% | -35.80% | -38.75% |
Max Drawdown (1Y)Largest decline over 1 year | -74.55% | -35.80% | -38.75% |
Current DrawdownCurrent decline from peak | -71.52% | -28.14% | -43.38% |
Average DrawdownAverage peak-to-trough decline | -39.31% | -13.36% | -25.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.39% | 16.51% | +32.88% |
Volatility
COIW vs. TSLW - Volatility Comparison
COIN WeeklyPay™ ETF (COIW) has a higher volatility of 22.33% compared to Roundhill TSLA WeeklyPay™ ETF (TSLW) at 17.21%. This indicates that COIW's price experiences larger fluctuations and is considered to be riskier than TSLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIW | TSLW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.33% | 17.21% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 63.06% | 34.09% | +28.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.90% | 53.51% | +29.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.36% | 56.04% | +34.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.36% | 56.04% | +34.32% |
COIW vs. TSLW - Expense Ratio Comparison
Both COIW and TSLW have an expense ratio of 0.99%.
Dividends
COIW vs. TSLW - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 237.77%, more than TSLW's 96.06% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 237.77% | 120.37% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 96.06% | 49.31% |
Frequently Asked Questions
COIW and TSLW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIW has higher volatility (22.33%) compared to TSLW (17.21%). In terms of maximum drawdown, COIW dropped -74.55% vs TSLW's -35.80%.
On 1-year performance, TSLW leads with 4.70% vs -58.88% for COIW. Both ETFs have the same 0.99% expense ratio. On volatility, TSLW has been the lower-risk option at 17.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSLW has performed better with a 4.70% return vs -58.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COIW and TSLW have the same expense ratio: 0.99% per year.
COIW has the higher dividend yield at 237.77%, compared with 96.06% for TSLW.
TSLW currently has the higher Sharpe Ratio (0.09 vs -0.71), 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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