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COSW vs. MSFW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. MSFW - Performance Comparison

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

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COSW vs. MSFW - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.94%-9.15%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than MSFW's -27.94% return.


COSW

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

MSFW

1D
-0.08%
1M
-8.96%
YTD
-27.94%
6M
-34.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSW vs. MSFW - Expense Ratio Comparison

Both COSW and MSFW have an expense ratio of 0.99%.


Return for Risk

COSW vs. MSFW - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


COSWMSFWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-1.50

+1.94

Correlation

The correlation between COSW and MSFW is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COSW vs. MSFW - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, less than MSFW's 38.14% yield.


Drawdowns

COSW vs. MSFW - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum MSFW drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for COSW and MSFW.


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Drawdown Indicators


COSWMSFWDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-40.42%

+28.25%

Current Drawdown

Current decline from peak

-3.28%

-37.70%

+34.42%

Average Drawdown

Average peak-to-trough decline

-4.05%

-14.53%

+10.48%

Volatility

COSW vs. MSFW - Volatility Comparison


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Volatility by Period


COSWMSFWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

30.11%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

30.11%

-4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

30.11%

-4.75%