CRSH vs. COSW

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Roundhill COST WeeklyPay ETF (COSW).

CRSH and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CRSH is an actively managed fund by YieldMax. It was launched on May 1, 2024. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

CRSH vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

CRSH vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
CRSH YieldMax Short TSLA Option Income Strategy ETF	20.49%	1.02%
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%

Returns By Period

In the year-to-date period, CRSH achieves a 20.49% return, which is significantly higher than COSW's 17.20% return.

CRSH

• 1D: -3.11%
• 1M: 7.70%
• YTD: 20.49%
• 6M: 22.66%
• 1Y: -25.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRSH vs. COSW - Expense Ratio Comparison

Both CRSH and COSW have an expense ratio of 0.99%.

CRSH

YieldMax Short TSLA Option Income Strategy ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

CRSH vs. COSW — Risk / Return Rank

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

CRSH

CRSH Risk / Return Rank: 4
CRSH Sharpe Ratio Rank: 3
CRSH Sortino Ratio Rank: 3
CRSH Omega Ratio Rank: 3
CRSH Calmar Ratio Rank: 4
CRSH Martin Ratio Rank: 7

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.

CRSH vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Roundhill COST WeeklyPay ETF (COSW). 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.

	CRSH	COSW	Difference
Sharpe ratio Return per unit of total volatility	-0.60	—	—
Sortino ratio Return per unit of downside risk	-0.63	—	—
Omega ratio Gain probability vs. loss probability	0.92	—	—
Calmar ratio Return relative to maximum drawdown	-0.50	—	—
Martin ratio Return relative to average drawdown	-0.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CRSH	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.63	0.44	-1.07

Correlation

The correlation between CRSH and COSW is 0.13, 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

CRSH vs. COSW - Dividend Comparison

CRSH's dividend yield for the trailing twelve months is around 98.84%, more than COSW's 12.26% yield.

	TTM	2025	2024
CRSH YieldMax Short TSLA Option Income Strategy ETF	98.84%	138.78%	94.25%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%	0.00%

Drawdowns

CRSH vs. COSW - Drawdown Comparison

The maximum CRSH drawdown since its inception was -63.68%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for CRSH and COSW.

Drawdown Indicators

	CRSH	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-63.68%	-12.17%	-51.51%
Max Drawdown (1Y) Largest decline over 1 year	-48.16%	—	—
Current Drawdown Current decline from peak	-52.59%	-3.28%	-49.31%
Average Drawdown Average peak-to-trough decline	-41.89%	-4.05%	-37.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.17%	—	—

Volatility

Volatility by Period

	CRSH	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	42.40%	25.36%	+17.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.40%	25.36%	+23.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.40%	25.36%	+23.04%