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DIPS vs. COSW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIPS vs. COSW - Performance Comparison

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

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Returns By Period

In the year-to-date period, DIPS achieves a -8.73% return, which is significantly lower than COSW's 12.13% return.


DIPS

1D
2.87%
1M
-6.32%
YTD
-8.73%
6M
-11.40%
1Y
-26.57%
3Y*
5Y*
10Y*

COSW

1D
0.92%
1M
-6.40%
YTD
12.13%
6M
2.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIPS vs. COSW - Yearly Performance Comparison


Correlation

The correlation between DIPS and COSW is 0.26, 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 24, 2025

0.26

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Return for Risk

DIPS vs. COSW — Risk / Return Rank

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

DIPS
DIPS Risk / Return Rank: 22
Overall Rank
DIPS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DIPS Sortino Ratio Rank: 22
Sortino Ratio Rank
DIPS Omega Ratio Rank: 22
Omega Ratio Rank
DIPS Calmar Ratio Rank: 22
Calmar Ratio Rank
DIPS Martin Ratio Rank: 22
Martin Ratio Rank

COSW
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.

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.


DIPSCOSWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.78

Martin ratioReturn relative to average drawdown

-1.36

DIPS vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DIPSCOSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.86

0.01

-0.87

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


DIPSCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-59.93%

-16.24%

-43.69%

Max Drawdown (1Y)

Largest decline over 1 year

-33.97%

Current Drawdown

Current decline from peak

-55.85%

-14.62%

-41.23%

Average Drawdown

Average peak-to-trough decline

-38.22%

-4.17%

-34.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.49%

Volatility

DIPS vs. COSW - Volatility Comparison


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Volatility by Period


DIPSCOSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

Volatility (1Y)

Calculated over the trailing 1-year period

27.88%

26.10%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.03%

26.10%

+11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.03%

26.10%

+11.93%

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 66.49%, more than COSW's 18.13% yield.


PositionTTM20252024
COSW
Roundhill COST WeeklyPay ETF
18.13%4.96%0.00%
DIPS
YieldMax Short NVDA Option Income Strategy ETF
66.49%96.20%24.18%

Frequently Asked Questions


DIPS and COSW have a correlation of 0.26, 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 66.49%, compared with 18.13% for COSW.

They also come from different issuers: YieldMax and Roundhill.

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