COSW vs. NVDW
COSW (Roundhill COST WeeklyPay ETF) and NVDW (Roundhill NVDA WeeklyPay ETF) are both Derivative Income funds from Roundhill. Both are actively managed. At a correlation of -0.26, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
COSW vs. NVDW - Performance Comparison
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Returns By Period
In the year-to-date period, COSW achieves a 11.78% return, which is significantly higher than NVDW's 5.09% return.
COSW
- 1D
- 0.24%
- 1M
- -8.28%
- YTD
- 11.78%
- 6M
- 10.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- -1.14%
- 1M
- -9.64%
- YTD
- 5.09%
- 6M
- 3.89%
- 1Y
- 35.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 11.78% | -10.48% |
NVDW Roundhill NVDA WeeklyPay ETF | 5.09% | 3.16% |
Correlation
The correlation between COSW and NVDW is -0.26, 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 23, 2025 | -0.26 |
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Return for Risk
COSW vs. NVDW — Risk / Return Rank
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NVDW
COSW vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Roundhill NVDA WeeklyPay ETF (NVDW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COSW | NVDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.39 | — |
| Martin ratioReturn relative to average drawdown | — | 3.20 | — |
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Drawdowns
COSW vs. NVDW - Drawdown Comparison
The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum NVDW drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for COSW and NVDW.
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Drawdown Indicators
| COSW | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.24% | -25.54% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | — | -25.54% | — |
Current DrawdownCurrent decline from peak | -14.89% | -19.03% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -8.54% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 11.08% | — |
Volatility
COSW vs. NVDW - Volatility Comparison
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Volatility by Period
| COSW | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 31.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 42.52% | -17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 41.96% | -16.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.46% | 41.96% | -16.50% |
COSW vs. NVDW - Expense Ratio Comparison
Both COSW and NVDW have an expense ratio of 0.99%.
Dividends
COSW vs. NVDW - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 19.61%, less than NVDW's 64.56% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 19.61% | 4.96% |
NVDW Roundhill NVDA WeeklyPay ETF | 64.56% | 38.94% |
Frequently Asked Questions
COSW and NVDW have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COSW and NVDW have the same expense ratio: 0.99% per year.
NVDW has the higher dividend yield at 64.56%, compared with 19.61% for COSW.
Find the right allocation for COSW and NVDW
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