COSW vs. XOMO
Compare and contrast key facts about Roundhill COST WeeklyPay ETF (COSW) and YieldMax XOM Option Income Strategy ETF (XOMO).
COSW and XOMO 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. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.
Performance
COSW vs. XOMO - Performance Comparison
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COSW vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 17.20% | -10.71% |
XOMO YieldMax XOM Option Income Strategy ETF | 28.99% | 3.47% |
Returns By Period
In the year-to-date period, COSW achieves a 17.20% return, which is significantly lower than XOMO's 28.99% return.
COSW
- 1D
- -0.54%
- 1M
- -2.62%
- YTD
- 17.20%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOMO
- 1D
- -0.87%
- 1M
- 7.80%
- YTD
- 28.99%
- 6M
- 36.29%
- 1Y
- 27.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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COSW vs. XOMO - Expense Ratio Comparison
COSW has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Return for Risk
COSW vs. XOMO — Risk / Return Rank
COSW
XOMO
COSW vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.
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Sharpe Ratios by Period
| COSW | XOMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.66 | -0.21 |
Correlation
The correlation between COSW and XOMO is 0.09, 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. XOMO - Dividend Comparison
COSW's dividend yield for the trailing twelve months is around 12.26%, less than XOMO's 29.26% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 12.26% | 4.96% | 0.00% | 0.00% |
XOMO YieldMax XOM Option Income Strategy ETF | 29.26% | 31.64% | 26.94% | 5.13% |
Drawdowns
COSW vs. XOMO - Drawdown Comparison
The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for COSW and XOMO.
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Drawdown Indicators
| COSW | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.17% | -18.90% | +6.73% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.24% | — |
Current DrawdownCurrent decline from peak | -3.28% | -0.87% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -7.05% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.68% | — |
Volatility
COSW vs. XOMO - Volatility Comparison
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Volatility by Period
| COSW | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.36% | 21.59% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.36% | 18.28% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 18.28% | +7.08% |