COSW vs. AIYY
Compare and contrast key facts about Roundhill COST WeeklyPay ETF (COSW) and YieldMax AI Option Income Strategy ETF (AIYY).
COSW and AIYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025. AIYY is an actively managed fund by YieldMax. It was launched on Nov 27, 2023.
Performance
COSW vs. AIYY - Performance Comparison
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COSW vs. AIYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 17.20% | -10.71% |
AIYY YieldMax AI Option Income Strategy ETF | -34.26% | -21.44% |
Returns By Period
In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than AIYY's -34.26% return.
COSW
- 1D
- -0.54%
- 1M
- -2.62%
- YTD
- 17.20%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIYY
- 1D
- 4.30%
- 1M
- 1.87%
- YTD
- -34.26%
- 6M
- -47.05%
- 1Y
- -59.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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COSW vs. AIYY - Expense Ratio Comparison
Both COSW and AIYY have an expense ratio of 0.99%.
Return for Risk
COSW vs. AIYY — Risk / Return Rank
COSW
AIYY
COSW vs. AIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and YieldMax AI Option Income Strategy ETF (AIYY). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| COSW | AIYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.94 | +1.38 |
Correlation
The correlation between COSW and AIYY is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
COSW vs. AIYY - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 12.26%, less than AIYY's 206.09% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 12.26% | 4.96% | 0.00% |
AIYY YieldMax AI Option Income Strategy ETF | 206.09% | 168.33% | 98.26% |
Drawdowns
COSW vs. AIYY - Drawdown Comparison
The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum AIYY drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for COSW and AIYY.
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Drawdown Indicators
| COSW | AIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.17% | -79.48% | +67.31% |
Max Drawdown (1Y)Largest decline over 1 year | — | -68.33% | — |
Current DrawdownCurrent decline from peak | -3.28% | -78.53% | +75.25% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -38.30% | +34.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 39.17% | — |
Volatility
COSW vs. AIYY - Volatility Comparison
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Volatility by Period
| COSW | AIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 37.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.36% | 55.64% | -30.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.36% | 50.60% | -25.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 50.60% | -25.24% |