CTIF vs. GOOW
CTIF (Castellan Targeted Income ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both Derivative Income funds. At a 0.33 correlation, their price movements are largely independent. CTIF charges 0.45%/yr vs 0.99%/yr for GOOW.
Performance
CTIF vs. GOOW - Performance Comparison
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Returns By Period
In the year-to-date period, CTIF achieves a 6.60% return, which is significantly lower than GOOW's 12.21% return.
CTIF
- 1D
- -0.44%
- 1M
- 1.67%
- 6M
- 2.18%
- YTD
- 6.60%
- 1Y
- 8.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.02%
GOOW
- 1D
- 1.81%
- 1M
- -5.72%
- 6M
- 5.68%
- YTD
- 12.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CTIF vs. GOOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CTIF Castellan Targeted Income ETF | 6.60% | 1.35% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 12.21% | 71.16% |
Correlation
The correlation between CTIF and GOOW is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.33 |
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Return for Risk
CTIF vs. GOOW — Risk / Return Rank
CTIF
GOOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CTIF vs. GOOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Income ETF (CTIF) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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.
| CTIF | GOOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | — | — |
| Martin ratioReturn relative to average drawdown | 3.30 | — | — |
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Drawdowns
CTIF vs. GOOW - Drawdown Comparison
The maximum CTIF drawdown since its inception was -9.43%, smaller than the maximum GOOW drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for CTIF and GOOW.
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Drawdown Indicators
| CTIF | GOOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.43% | -24.88% | +15.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -15.61% | +14.52% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -5.90% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | — | — |
Volatility
CTIF vs. GOOW - Volatility Comparison
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Volatility by Period
| CTIF | GOOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 38.05% | -25.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.52% | 38.05% | -25.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 38.05% | -25.53% |
CTIF vs. GOOW - Expense Ratio Comparison
CTIF has a 0.45% expense ratio, which is lower than GOOW's 0.99% expense ratio.
Dividends
CTIF vs. GOOW - Dividend Comparison
CTIF's dividend yield for the trailing twelve months is around 4.87%, less than GOOW's 42.52% yield.
| Position | TTM | 2025 |
|---|---|---|
CTIF Castellan Targeted Income ETF | 4.87% | 2.55% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 42.52% | 19.77% |
Frequently Asked Questions
CTIF and GOOW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTIF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTIF is cheaper with a 0.45% expense ratio, compared with 0.99% for GOOW.
GOOW has the higher dividend yield at 42.52%, compared with 4.87% for CTIF.
They also come from different issuers: Castellan and Roundhill. Their fees differ too: 0.45% for CTIF and 0.99% for GOOW.
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