COYY vs. COIW
COYY (GraniteShares YieldBOOST COIN ETF) and COIW (COIN WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. COYY charges 1.07%/yr vs 0.99%/yr for COIW.
Performance
COYY vs. COIW - Performance Comparison
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Returns By Period
In the year-to-date period, COYY achieves a -30.87% return, which is significantly higher than COIW's -37.10% return.
COYY
- 1D
- -1.04%
- 1M
- -6.93%
- YTD
- -30.87%
- 6M
- -36.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW
- 1D
- -4.43%
- 1M
- -17.85%
- YTD
- -37.10%
- 6M
- -42.22%
- 1Y
- -58.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COYY vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | -30.87% | -40.04% |
COIW COIN WeeklyPay™ ETF | -37.10% | -48.75% |
Correlation
The correlation between COYY and COIW is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.90 |
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Return for Risk
COYY vs. COIW — Risk / Return Rank
COYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| COYY | COIW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.89 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.79 | — |
| Martin ratioReturn relative to average drawdown | — | -1.19 | — |
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Drawdowns
COYY vs. COIW - Drawdown Comparison
The maximum COYY drawdown since its inception was -59.60%, 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 | -59.60% | -74.55% | +14.95% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.55% | — |
Current DrawdownCurrent decline from peak | -59.30% | -71.52% | +12.22% |
Average DrawdownAverage peak-to-trough decline | -36.43% | -39.31% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 49.39% | — |
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 | — | 22.33% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 63.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.41% | 82.90% | -47.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.41% | 90.36% | -54.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.41% | 90.36% | -54.95% |
COYY vs. COIW - Expense Ratio Comparison
COYY has a 1.07% expense ratio, which is higher than COIW's 0.99% expense ratio.
Dividends
COYY vs. COIW - Dividend Comparison
COYY's dividend yield for the trailing twelve months is around 414.70%, more than COIW's 237.77% yield.
| Position | TTM | 2025 |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 237.77% | 120.37% |
COYY GraniteShares YieldBOOST COIN ETF | 414.70% | 132.14% |
Frequently Asked Questions
COYY and COIW have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COIW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COIW is cheaper with a 0.99% expense ratio, compared with 1.07% for COYY.
COYY has the higher dividend yield at 414.70%, compared with 237.77% for COIW.
They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for COYY and 0.99% for COIW.
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