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COSW vs. USOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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COSW vs. USOY - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%
USOY
Defiance Oil Enhanced Options Income ETF
60.22%-0.56%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly lower than USOY's 60.22% return.


COSW

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

USOY

1D
-0.54%
1M
34.04%
YTD
60.22%
6M
55.39%
1Y
44.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSW vs. USOY - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is lower than USOY's 1.22% expense ratio.


Return for Risk

COSW vs. USOY — Risk / Return Rank

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

COSW

USOY
USOY Risk / Return Rank: 8080
Overall Rank
USOY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 8484
Sortino Ratio Rank
USOY Omega Ratio Rank: 8383
Omega Ratio Rank
USOY Calmar Ratio Rank: 8989
Calmar Ratio Rank
USOY Martin Ratio Rank: 5858
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. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Defiance Oil Enhanced Options Income ETF (USOY). 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. USOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.24

-0.80

Correlation

The correlation between COSW and USOY is -0.01. 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. USOY - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, less than USOY's 64.71% yield.


TTM20252024
COSW
Roundhill COST WeeklyPay ETF
12.26%4.96%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
64.71%104.32%48.60%

Drawdowns

COSW vs. USOY - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum USOY drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for COSW and USOY.


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Drawdown Indicators


COSWUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-17.46%

+5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

Current Drawdown

Current decline from peak

-3.28%

-0.54%

-2.74%

Average Drawdown

Average peak-to-trough decline

-4.05%

-6.56%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

Volatility

COSW vs. USOY - Volatility Comparison


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Volatility by Period


COSWUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

25.35%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

22.37%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

22.37%

+2.99%