COYY vs. COIW
Compare and contrast key facts about GraniteShares YieldBOOST COIN ETF (COYY) and COIN WeeklyPay™ ETF (COIW).
COYY and COIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COYY is an actively managed fund by GraniteShares. It was launched on Jul 28, 2025. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
COYY vs. COIW - Performance Comparison
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COYY vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | -24.24% | -38.98% |
COIW COIN WeeklyPay™ ETF | -28.55% | -47.41% |
Returns By Period
In the year-to-date period, COYY achieves a -24.24% return, which is significantly higher than COIW's -28.55% return.
COYY
- 1D
- -0.93%
- 1M
- -3.22%
- YTD
- -24.24%
- 6M
- -51.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW
- 1D
- -0.98%
- 1M
- -8.42%
- YTD
- -28.55%
- 6M
- -58.34%
- 1Y
- -11.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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COYY vs. COIW - Expense Ratio Comparison
COYY has a 1.07% expense ratio, which is higher than COIW's 0.99% expense ratio.
Return for Risk
COYY vs. COIW — Risk / Return Rank
COYY
COIW
COYY vs. COIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST COIN ETF (COYY) and COIN WeeklyPay™ ETF (COIW). 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
| COYY | COIW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.74 | -0.45 | -1.29 |
Correlation
The correlation between COYY and COIW is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
COYY vs. COIW - Dividend Comparison
COYY's dividend yield for the trailing twelve months is around 290.71%, more than COIW's 202.89% yield.
| TTM | 2025 | |
|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | 290.71% | 132.14% |
COIW COIN WeeklyPay™ ETF | 202.89% | 120.37% |
Drawdowns
COYY vs. COIW - Drawdown Comparison
The maximum COYY drawdown since its inception was -58.26%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for COYY and COIW.
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Drawdown Indicators
| COYY | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -74.55% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.55% | — |
Current DrawdownCurrent decline from peak | -55.39% | -67.65% | +12.26% |
Average DrawdownAverage peak-to-trough decline | -30.15% | -33.68% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 38.63% | — |
Volatility
COYY vs. COIW - Volatility Comparison
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Volatility by Period
| COYY | COIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 28.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 63.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.27% | 91.52% | -52.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 93.23% | -53.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.27% | 93.23% | -53.96% |