DIPS vs. COSW
DIPS (YieldMax Short NVDA Option Income Strategy ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
DIPS vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, DIPS achieves a -3.11% return, which is significantly lower than COSW's 11.78% return.
DIPS
- 1D
- 0.65%
- 1M
- 7.53%
- YTD
- -3.11%
- 6M
- -2.24%
- 1Y
- -19.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.24%
- 1M
- -8.28%
- YTD
- 11.78%
- 6M
- 10.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIPS vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DIPS YieldMax Short NVDA Option Income Strategy ETF | -3.11% | -1.59% |
COSW Roundhill COST WeeklyPay ETF | 11.78% | -10.48% |
Correlation
The correlation between DIPS and COSW is 0.27, 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 Oct 23, 2025 | 0.27 |
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Return for Risk
DIPS vs. COSW — Risk / Return Rank
DIPS
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIPS vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Short NVDA Option Income Strategy ETF (DIPS) 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.
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.
| DIPS | COSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.90 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
| Martin ratioReturn relative to average drawdown | -1.39 | — | — |
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Drawdowns
DIPS vs. COSW - Drawdown Comparison
The maximum DIPS drawdown since its inception was -59.93%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for DIPS and COSW.
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Drawdown Indicators
| DIPS | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.93% | -16.24% | -43.69% |
Max Drawdown (1Y)Largest decline over 1 year | -28.54% | — | — |
Current DrawdownCurrent decline from peak | -53.13% | -14.89% | -38.24% |
Average DrawdownAverage peak-to-trough decline | -38.61% | -4.94% | -33.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.31% | — | — |
Volatility
DIPS vs. COSW - Volatility Comparison
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Volatility by Period
| DIPS | COSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.80% | 25.46% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.91% | 25.46% | +12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 25.46% | +12.45% |
DIPS vs. COSW - Expense Ratio Comparison
Both DIPS and COSW have an expense ratio of 0.99%.
Dividends
DIPS vs. COSW - Dividend Comparison
DIPS's dividend yield for the trailing twelve months is around 60.12%, more than COSW's 19.61% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 19.61% | 4.96% | 0.00% |
DIPS YieldMax Short NVDA Option Income Strategy ETF | 60.12% | 96.20% | 24.18% |
Frequently Asked Questions
DIPS and COSW have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DIPS and COSW have the same expense ratio: 0.99% per year.
DIPS has the higher dividend yield at 60.12%, compared with 19.61% for COSW.
They also come from different issuers: YieldMax and Roundhill.
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