COSW vs. IOYY
COSW (Roundhill COST WeeklyPay ETF) and IOYY (GraniteShares YieldBOOST IONQ ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. COSW charges 0.99%/yr vs 1.07%/yr for IOYY.
Performance
COSW vs. IOYY - Performance Comparison
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Returns By Period
In the year-to-date period, COSW achieves a 13.62% return, which is significantly higher than IOYY's -11.92% return.
COSW
- 1D
- 1.32%
- 1M
- -5.52%
- YTD
- 13.62%
- 6M
- 8.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOYY
- 1D
- -0.97%
- 1M
- 6.59%
- YTD
- -11.92%
- 6M
- -23.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW vs. IOYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 13.62% | -10.35% |
IOYY GraniteShares YieldBOOST IONQ ETF | -11.92% | -11.64% |
Correlation
The correlation between COSW and IOYY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | -0.12 |
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Return for Risk
COSW vs. IOYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and GraniteShares YieldBOOST IONQ ETF (IOYY). 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 | IOYY | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -1.03 | +1.13 |
Drawdowns
COSW vs. IOYY - Drawdown Comparison
The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum IOYY drawdown of -38.47%. Use the drawdown chart below to compare losses from any high point for COSW and IOYY.
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Drawdown Indicators
| COSW | IOYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.24% | -38.47% | +22.23% |
Current DrawdownCurrent decline from peak | -13.49% | -28.57% | +15.08% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -23.12% | +18.89% |
Volatility
COSW vs. IOYY - Volatility Comparison
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Volatility by Period
| COSW | IOYY | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 26.07% | 34.32% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 34.32% | -8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.07% | 34.32% | -8.25% |
COSW vs. IOYY - Expense Ratio Comparison
COSW has a 0.99% expense ratio, which is lower than IOYY's 1.07% expense ratio.
Dividends
COSW vs. IOYY - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 17.89%, less than IOYY's 122.28% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 17.89% | 4.96% |
IOYY GraniteShares YieldBOOST IONQ ETF | 122.28% | 28.55% |
Frequently Asked Questions
COSW and IOYY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COSW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COSW is cheaper with a 0.99% expense ratio, compared with 1.07% for IOYY.
IOYY has the higher dividend yield at 122.28%, compared with 17.89% for COSW.
They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for COSW and 1.07% for IOYY.
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