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COSW vs. IAUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. IAUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and NEOS Gold High Income ETF (IAUI). The values are adjusted to include any dividend payments, if applicable.

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COSW vs. IAUI - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%
IAUI
NEOS Gold High Income ETF
4.93%6.11%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than IAUI's 4.93% return.


COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*

IAUI

1D
3.78%
1M
-10.02%
YTD
4.93%
6M
15.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSW vs. IAUI - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than IAUI's 0.78% expense ratio.


Return for Risk

COSW vs. IAUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and NEOS Gold High Income ETF (IAUI). 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.

COSW vs. IAUI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWIAUIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.62

-1.17

Correlation

The correlation between COSW and IAUI is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COSW vs. IAUI - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, more than IAUI's 10.00% yield.


TTM2025
COSW
Roundhill COST WeeklyPay ETF
12.26%4.96%
IAUI
NEOS Gold High Income ETF
10.00%6.88%

Drawdowns

COSW vs. IAUI - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum IAUI drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for COSW and IAUI.


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Drawdown Indicators


COSWIAUIDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-16.88%

+4.71%

Current Drawdown

Current decline from peak

-3.28%

-11.01%

+7.73%

Average Drawdown

Average peak-to-trough decline

-4.05%

-1.85%

-2.20%

Volatility

COSW vs. IAUI - Volatility Comparison


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Volatility by Period


COSWIAUIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

20.78%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

20.78%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

20.78%

+4.58%