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COSW vs. YBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COSW vs. YBTC - Performance Comparison

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

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Returns By Period

In the year-to-date period, COSW achieves a 11.78% return, which is significantly higher than YBTC's -29.52% return.


COSW

1D
0.24%
1M
-8.28%
YTD
11.78%
6M
10.24%
1Y
3Y*
5Y*
10Y*

YBTC

1D
-4.56%
1M
-20.39%
YTD
-29.52%
6M
-28.94%
1Y
-40.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. YBTC - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
11.78%-10.48%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
-29.52%-15.05%

Correlation

The correlation between COSW and YBTC is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

-0.07

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Return for Risk

COSW vs. YBTC — Risk / Return Rank

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

COSW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


YBTC
YBTC Risk / Return Rank: 11
Overall Rank
YBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
YBTC Omega Ratio Rank: 11
Omega Ratio Rank
YBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
YBTC Martin Ratio Rank: 11
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. YBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Roundhill Bitcoin Covered Call Strategy ETF (YBTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COSWYBTCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.84

Martin ratioReturn relative to average drawdown

-1.47

COSW vs. YBTC - Sharpe Ratio Comparison


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Drawdowns

COSW vs. YBTC - Drawdown Comparison

The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum YBTC drawdown of -48.82%. Use the drawdown chart below to compare losses from any high point for COSW and YBTC.


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Drawdown Indicators


COSWYBTCDifference

Max Drawdown

Largest peak-to-trough decline

-16.24%

-48.82%

+32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-48.82%

Current Drawdown

Current decline from peak

-14.89%

-48.53%

+33.64%

Average Drawdown

Average peak-to-trough decline

-4.94%

-13.63%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.86%

Volatility

COSW vs. YBTC - Volatility Comparison


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Volatility by Period


COSWYBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

Volatility (6M)

Calculated over the trailing 6-month period

32.08%

Volatility (1Y)

Calculated over the trailing 1-year period

25.46%

40.04%

-14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.46%

40.98%

-15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.46%

40.98%

-15.52%

COSW vs. YBTC - Expense Ratio Comparison

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


Dividends

COSW vs. YBTC - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 19.61%, less than YBTC's 93.68% yield.


PositionTTM20252024
COSW
Roundhill COST WeeklyPay ETF
19.61%4.96%0.00%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
93.68%76.04%44.53%

Frequently Asked Questions


COSW and YBTC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YBTC is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YBTC is cheaper with a 0.95% expense ratio, compared with 0.99% for COSW.

YBTC has the higher dividend yield at 93.68%, compared with 19.61% for COSW.

COSW is categorized as Derivative Income, while YBTC is Cryptocurrency. Their fees differ too: 0.99% for COSW and 0.95% for YBTC.

Portfolio Optimizer

Find the right allocation for COSW and YBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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