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COSW vs. LQTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COSW vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COSW achieves a 12.13% return, which is significantly higher than LQTI's 0.16% return.


COSW

1D
0.92%
1M
-6.40%
YTD
12.13%
6M
2.92%
1Y
3Y*
5Y*
10Y*

LQTI

1D
-0.26%
1M
0.41%
YTD
0.16%
6M
-0.04%
1Y
5.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. LQTI - Yearly Performance Comparison


Correlation

The correlation between COSW and LQTI is -0.03, 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

-0.03

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Return for Risk

COSW vs. LQTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COSW

LQTI
LQTI Risk / Return Rank: 3232
Overall Rank
LQTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQTI Omega Ratio Rank: 2929
Omega Ratio Rank
LQTI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COSW vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and FT Vest Investment Grade & Target Income ETF (LQTI). 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. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.88

-0.88

Drawdowns

COSW vs. LQTI - Drawdown Comparison

The maximum COSW drawdown since its inception was -16.24%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for COSW and LQTI.


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Drawdown Indicators


COSWLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-16.24%

-3.41%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-14.62%

-1.44%

-13.18%

Average Drawdown

Average peak-to-trough decline

-4.17%

-0.88%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

COSW vs. LQTI - Volatility Comparison


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Volatility by Period


COSWLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

26.10%

5.10%

+21.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.10%

5.97%

+20.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.10%

5.97%

+20.13%

COSW vs. LQTI - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Dividends

COSW vs. LQTI - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 18.13%, more than LQTI's 9.11% yield.


Frequently Asked Questions


COSW and LQTI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQTI is cheaper with a 0.65% expense ratio, compared with 0.99% for COSW.

COSW has the higher dividend yield at 18.13%, compared with 9.11% for LQTI.

They also come from different issuers: Roundhill and FT Vest. Their fees differ too: 0.99% for COSW and 0.65% for LQTI.

Portfolio Optimizer

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