COIW vs. TSLY

Last updated Apr 3, 2026

Compare and contrast key facts about COIN WeeklyPay™ ETF (COIW) and YieldMax TSLA Option Income Strategy ETF (TSLY).

COIW and TSLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.

Performance

COIW vs. TSLY - Performance Comparison

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

COIW vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025
COIW COIN WeeklyPay™ ETF	-29.67%	-23.77%
TSLY YieldMax TSLA Option Income Strategy ETF	-12.77%	26.51%

Returns By Period

In the year-to-date period, COIW achieves a -29.67% return, which is significantly lower than TSLY's -12.77% return.

COIW

• 1D: -1.57%
• 1M: -8.03%
• YTD: -29.67%
• 6M: -62.30%
• 1Y: -17.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLY

• 1D: -4.10%
• 1M: -5.15%
• YTD: -12.77%
• 6M: -8.19%
• 1Y: 36.38%
• 3Y*: 12.31%
• 5Y*: —
• 10Y*: —

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

COIW vs. TSLY - Expense Ratio Comparison

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

COIW

COIN WeeklyPay™ ETF

TSLY

YieldMax TSLA Option Income Strategy ETF

Return for Risk

COIW vs. TSLY — Risk / Return Rank

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

COIW

COIW Risk / Return Rank: 11
COIW Sharpe Ratio Rank: 8
COIW Sortino Ratio Rank: 15
COIW Omega Ratio Rank: 14
COIW Calmar Ratio Rank: 9
COIW Martin Ratio Rank: 9

TSLY

TSLY Risk / Return Rank: 48
TSLY Sharpe Ratio Rank: 40
TSLY Sortino Ratio Rank: 46
TSLY Omega Ratio Rank: 40
TSLY Calmar Ratio Rank: 71
TSLY Martin Ratio Rank: 45

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. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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	TSLY	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.83	-1.02
Sortino ratio Return per unit of downside risk	0.38	1.35	-0.97
Omega ratio Gain probability vs. loss probability	1.04	1.18	-0.13
Calmar ratio Return relative to maximum drawdown	-0.17	2.13	-2.29
Martin ratio Return relative to average drawdown	-0.32	5.04	-5.36
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. TSLY - Sharpe Ratio Comparison

The current COIW Sharpe Ratio is -0.19, which is lower than the TSLY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of COIW and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COIW	TSLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.83	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.46	0.23	-0.69

Correlation

The correlation between COIW and TSLY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

COIW vs. TSLY - Dividend Comparison

COIW's dividend yield for the trailing twelve months is around 206.13%, more than TSLY's 101.85% yield.

	TTM	2025	2024	2023
COIW COIN WeeklyPay™ ETF	206.13%	120.37%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	101.85%	91.19%	82.30%	76.47%

Drawdowns

COIW vs. TSLY - Drawdown Comparison

The maximum COIW drawdown since its inception was -74.55%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for COIW and TSLY.

Drawdown Indicators

	COIW	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	-74.55%	-49.52%	-25.03%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	-19.82%	-54.73%
Current Drawdown Current decline from peak	-68.16%	-18.44%	-49.72%
Average Drawdown Average peak-to-trough decline	-33.80%	-20.39%	-13.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.86%	8.37%	+30.49%

Volatility

COIW vs. TSLY - Volatility Comparison

COIN WeeklyPay™ ETF (COIW) has a higher volatility of 22.16% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 10.12%. This indicates that COIW's price experiences larger fluctuations and is considered to be riskier than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COIW	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.16%	10.12%	+12.04%
Volatility (6M) Calculated over the trailing 6-month period	63.29%	24.88%	+38.41%
Volatility (1Y) Calculated over the trailing 1-year period	91.52%	44.37%	+47.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.08%	46.08%	+47.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.08%	46.08%	+47.00%