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COSW vs. MAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COSW vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and Roundhill Magnificent Seven ETF (MAGS). 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 MAGS's 3.73% return.


COSW

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

MAGS

1D
-1.08%
1M
2.17%
YTD
3.73%
6M
3.62%
1Y
31.34%
3Y*
33.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. MAGS - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
12.13%-10.71%
MAGS
Roundhill Magnificent Seven ETF
3.73%2.40%

Correlation

The correlation between COSW and MAGS is -0.18, 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 Oct 24, 2025

-0.18

COSW vs. MAGS - Sectors Allocation Comparison


Sectors
COSW
MAGS

Consumer Defensive

7.9%

-

Basic Materials

-

-

Communication Services

-

9.3%

Consumer Cyclical

-

10.5%

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

15.3%

Utilities

-

-

Consumer Defensive

COSW
7.9%
MAGS

-

Basic Materials

COSW

-

MAGS

-

Communication Services

COSW

-

MAGS
9.3%

Consumer Cyclical

COSW

-

MAGS
10.5%

Energy

COSW

-

MAGS

-

Financial Services

COSW

-

MAGS

-

Healthcare

COSW

-

MAGS

-

Industrials

COSW

-

MAGS

-

Real Estate

COSW

-

MAGS

-

Technology

COSW

-

MAGS
15.3%

Utilities

COSW

-

MAGS

-

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Return for Risk

COSW vs. MAGS — Risk / Return Rank

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

COSW

MAGS
MAGS Risk / Return Rank: 3939
Overall Rank
MAGS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 4242
Sortino Ratio Rank
MAGS Omega Ratio Rank: 4040
Omega Ratio Rank
MAGS Calmar Ratio Rank: 3333
Calmar Ratio Rank
MAGS Martin Ratio Rank: 3737
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. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Roundhill Magnificent Seven ETF (MAGS). 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. MAGS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWMAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

1.55

-1.54

Drawdowns

COSW vs. MAGS - Drawdown Comparison

The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum MAGS drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for COSW and MAGS.


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Drawdown Indicators


COSWMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-16.24%

-29.91%

+13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

Max Drawdown (3Y)

Largest decline over 3 years

-29.91%

Current Drawdown

Current decline from peak

-14.62%

-3.55%

-11.07%

Average Drawdown

Average peak-to-trough decline

-4.17%

-4.70%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

Volatility

COSW vs. MAGS - Volatility Comparison


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Volatility by Period


COSWMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.10%

20.08%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.10%

25.94%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.10%

25.94%

+0.16%

COSW vs. MAGS - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.


Dividends

COSW vs. MAGS - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 18.13%, more than MAGS's 1.43% yield.


PositionTTM202520242023
COSW
Roundhill COST WeeklyPay ETF
18.13%4.96%0.00%0.00%
MAGS
Roundhill Magnificent Seven ETF
1.43%1.48%0.81%0.44%

Frequently Asked Questions


COSW and MAGS have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MAGS is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MAGS is cheaper with a 0.29% expense ratio, compared with 0.99% for COSW.

COSW has the higher dividend yield at 18.13%, compared with 1.43% for MAGS.

COSW is categorized as Derivative Income, while MAGS is Technology Equities. Their fees differ too: 0.99% for COSW and 0.29% for MAGS.

Portfolio Optimizer

Find the right allocation for COSW and MAGS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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