COSW vs. ITWO
COSW (Roundhill COST WeeklyPay ETF) and ITWO (Proshares Russell 2000 High Income ETF) are both Derivative Income funds. COSW is actively managed, while ITWO is passively managed. At a correlation of -0.07, they often move in opposite directions. COSW charges 0.99%/yr vs 0.55%/yr for ITWO.
Performance
COSW vs. ITWO - Performance Comparison
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Returns By Period
In the year-to-date period, COSW achieves a 12.13% return, which is significantly lower than ITWO's 17.52% return.
COSW
- 1D
- 0.92%
- 1M
- -6.40%
- YTD
- 12.13%
- 6M
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITWO
- 1D
- -1.23%
- 1M
- 3.90%
- YTD
- 17.52%
- 6M
- 16.46%
- 1Y
- 39.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW vs. ITWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 12.13% | -10.71% |
ITWO Proshares Russell 2000 High Income ETF | 17.52% | 0.91% |
Correlation
The correlation between COSW and ITWO is -0.07, 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 | -0.07 |
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Return for Risk
COSW vs. ITWO — Risk / Return Rank
COSW
ITWO
COSW vs. ITWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Proshares Russell 2000 High Income ETF (ITWO). 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 | ITWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 1.03 | -1.02 |
Drawdowns
COSW vs. ITWO - Drawdown Comparison
The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum ITWO drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for COSW and ITWO.
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Drawdown Indicators
| COSW | ITWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.24% | -24.77% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.79% | — |
Current DrawdownCurrent decline from peak | -14.62% | -1.42% | -13.20% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -5.15% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.90% | — |
Volatility
COSW vs. ITWO - Volatility Comparison
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Volatility by Period
| COSW | ITWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.85% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.36% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.10% | 18.63% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.10% | 20.48% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.10% | 20.48% | +5.62% |
COSW vs. ITWO - Expense Ratio Comparison
COSW has a 0.99% expense ratio, which is higher than ITWO's 0.55% expense ratio.
Dividends
COSW vs. ITWO - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 18.13%, more than ITWO's 7.58% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.13% | 4.96% | 0.00% |
ITWO Proshares Russell 2000 High Income ETF | 7.58% | 12.12% | 4.11% |
Frequently Asked Questions
COSW and ITWO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ITWO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ITWO is cheaper with a 0.55% expense ratio, compared with 0.99% for COSW.
COSW has the higher dividend yield at 18.13%, compared with 7.58% for ITWO.
They also come from different issuers: Roundhill and ProShares. Their fees differ too: 0.99% for COSW and 0.55% for ITWO.
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