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COSW vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

COSW vs. XYLD

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill COST WeeklyPay ETF (COSW) and Global X S&P 500 Covered Call ETF (XYLD).

COSW and XYLD 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. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.

Performance

COSW vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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COSW vs. XYLD - Yearly Performance Comparison

2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF		17.85%-10.71%
XYLD
Global X S&P 500 Covered Call ETF		-0.58%4.31%

Returns By Period

In the year-to-date period, COSW achieves a 17.85% return, which is significantly higher than XYLD's -0.58% return.

COSW

1D
0.56%
1M
-1.19%
YTD
17.85%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

XYLD

1D
0.46%
1M
-2.54%
YTD
-0.58%
6M
5.60%
1Y
10.98%
3Y*
10.37%
5Y*
7.05%
10Y*
7.92%
*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.

Roundhill COST WeeklyPay ETF

Global X S&P 500 Covered Call ETF

Often compared with COSW:
COSW vs. COSTCOSW vs. WMTICOSW vs. USOYCOSW vs. WPAYCOSW vs. MRNYCOSW vs. SBARCOSW vs. XYLG
Often compared with XYLD:
XYLD vs. JEPIXYLD vs. QYLDXYLD vs. SPYXYLD vs. RYLDXYLD vs. XYLGXYLD vs. VOOXYLD vs. HYLD.TO

COSW vs. XYLD - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is higher than XYLD's 0.60% expense ratio.

COSW
Roundhill COST WeeklyPay ETF
XYLD
Global X S&P 500 Covered Call ETF

Return for Risk

COSW vs. XYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COSW
XYLD
XYLD Risk / Return Rank: 5151
Overall Rank
XYLD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4343
Sortino Ratio Rank
XYLD Omega Ratio Rank: 6969
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4040
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6262
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. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Global X S&P 500 Covered Call ETF (XYLD). 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. XYLD - Sharpe Ratio Comparison

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Sharpe Ratios by Period

COSWXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.79

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.63

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.56

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.08

Correlation

The correlation between COSW and XYLD is 0.02, 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. XYLD - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.19%, more than XYLD's 10.93% yield.

TTM20252024202320222021202020192018201720162015
COSW
Roundhill COST WeeklyPay ETF		12.19%4.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF		10.93%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

COSW vs. XYLD - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for COSW and XYLD.

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Drawdown Indicators

COSWXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-33.46%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

—

-10.14%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.66%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.46%

—

Current Drawdown

Current decline from peak

-2.74%

-2.94%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.04%

-3.76%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.73%

—

Volatility

COSW vs. XYLD - Volatility Comparison

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Volatility by Period

COSWXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

4.03%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

5.83%

—

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

13.99%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

11.30%

+13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

14.23%

+11.03%