PortfoliosLab logoPortfoliosLab logo
COSW vs. SPIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. SPIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and State Street US Equity Premium Income ETF (SPIN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

COSW vs. SPIN - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%
SPIN
State Street US Equity Premium Income ETF
-5.22%2.53%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than SPIN's -5.22% return.


COSW

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

SPIN

1D
2.72%
1M
-4.55%
YTD
-5.22%
6M
-1.34%
1Y
13.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


COSW vs. SPIN - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than SPIN's 0.25% expense ratio.


Return for Risk

COSW vs. SPIN — Risk / Return Rank

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

COSW

SPIN
SPIN Risk / Return Rank: 4949
Overall Rank
SPIN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5353
Omega Ratio Rank
SPIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIN Martin Ratio Rank: 5454
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. SPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and State Street US Equity Premium Income ETF (SPIN). 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. SPIN - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


COSWSPINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.62

-0.18

Correlation

The correlation between COSW and SPIN is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COSW vs. SPIN - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, more than SPIN's 8.42% yield.


TTM20252024
COSW
Roundhill COST WeeklyPay ETF
12.26%4.96%0.00%
SPIN
State Street US Equity Premium Income ETF
7.12%8.20%2.36%

Drawdowns

COSW vs. SPIN - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum SPIN drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for COSW and SPIN.


Loading graphics...

Drawdown Indicators


COSWSPINDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-16.85%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

Current Drawdown

Current decline from peak

-3.28%

-7.35%

+4.07%

Average Drawdown

Average peak-to-trough decline

-4.05%

-2.33%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

Volatility

COSW vs. SPIN - Volatility Comparison


Loading graphics...

Volatility by Period


COSWSPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

16.34%

+9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

14.90%

+10.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

14.90%

+10.46%