COSW vs. GOOY
COSW (Roundhill COST WeeklyPay ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.09, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
COSW vs. GOOY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COSW achieves a 12.13% return, which is significantly lower than GOOY's 13.61% return.
COSW
- 1D
- 0.92%
- 1M
- -6.40%
- YTD
- 12.13%
- 6M
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- -0.65%
- 1M
- -5.16%
- YTD
- 13.61%
- 6M
- 11.36%
- 1Y
- 88.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 12.13% | -10.71% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 13.61% | 17.27% |
Correlation
The correlation between COSW and GOOY is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025 | -0.09 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COSW vs. GOOY — Risk / Return Rank
COSW
GOOY
COSW vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.
Loading charts...
Sharpe Ratios by Period
| COSW | GOOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 1.09 | -1.08 |
Drawdowns
COSW vs. GOOY - Drawdown Comparison
The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for COSW and GOOY.
Loading charts...
Drawdown Indicators
| COSW | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.24% | -24.40% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -14.62% | -8.61% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -6.26% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.20% | — |
Volatility
COSW vs. GOOY - Volatility Comparison
Loading charts...
Volatility by Period
| COSW | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.10% | 23.19% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.10% | 23.31% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.10% | 23.31% | +2.79% |
COSW vs. GOOY - Expense Ratio Comparison
Both COSW and GOOY have an expense ratio of 0.99%.
Dividends
COSW vs. GOOY - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 18.13%, less than GOOY's 50.99% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.13% | 4.96% | 0.00% | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 50.99% | 41.50% | 36.74% | 7.90% |
Frequently Asked Questions
COSW and GOOY have a correlation of -0.09, 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.
COSW and GOOY have the same expense ratio: 0.99% per year.
GOOY has the higher dividend yield at 50.99%, compared with 18.13% for COSW.
They also come from different issuers: Roundhill and YieldMax.
Find the right allocation for COSW and GOOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer