COSW vs. QDTE

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill COST WeeklyPay ETF (COSW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE).

COSW and QDTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025. QDTE is an actively managed fund by Roundhill. It was launched on Mar 6, 2024.

Performance

COSW vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

COSW vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	-5.34%	3.57%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than QDTE's -5.34% return.

COSW

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

QDTE

• 1D: 2.12%
• 1M: -5.56%
• YTD: -5.34%
• 6M: -1.02%
• 1Y: 20.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. QDTE - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than QDTE's 0.95% expense ratio.

COSW

Roundhill COST WeeklyPay ETF

QDTE

Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF

Return for Risk

COSW vs. QDTE — Risk / Return Rank

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

QDTE

QDTE Risk / Return Rank: 60
QDTE Sharpe Ratio Rank: 63
QDTE Sortino Ratio Rank: 58
QDTE Omega Ratio Rank: 61
QDTE Calmar Ratio Rank: 60
QDTE Martin Ratio Rank: 59

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. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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.

Sharpe Ratios by Period

	COSW	QDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.76	-0.31

Correlation

The correlation between COSW and QDTE is -0.05. 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. QDTE - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, less than QDTE's 51.06% yield.

	TTM	2025	2024
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%	0.00%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	51.06%	49.49%	32.09%

Drawdowns

COSW vs. QDTE - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for COSW and QDTE.

Drawdown Indicators

	COSW	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-12.17%	-22.86%	+10.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.08%	—
Current Drawdown Current decline from peak	-3.28%	-8.29%	+5.01%
Average Drawdown Average peak-to-trough decline	-4.05%	-3.30%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.65%	—

Volatility

Volatility by Period

	COSW	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.64%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.36%	19.33%	+6.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	18.70%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	18.70%	+6.66%