FBY vs. COSW
FBY (YieldMax META Option Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.09, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
FBY vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, FBY achieves a -13.50% return, which is significantly lower than COSW's 11.52% return.
FBY
- 1D
- -0.06%
- 1M
- -7.14%
- YTD
- -13.50%
- 6M
- -13.67%
- 1Y
- -17.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.79%
- 1M
- -8.50%
- YTD
- 11.52%
- 6M
- 12.54%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FBY vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FBY YieldMax META Option Income ETF | -13.50% | -10.13% |
COSW Roundhill COST WeeklyPay ETF | 11.52% | -10.48% |
Correlation
The correlation between FBY and COSW is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.09 |
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Return for Risk
FBY vs. COSW — Risk / Return Rank
FBY
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FBY vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) 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.
| FBY | COSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | — | — |
| Martin ratioReturn relative to average drawdown | -1.22 | — | — |
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Drawdowns
FBY vs. COSW - Drawdown Comparison
The maximum FBY drawdown since its inception was -31.53%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for FBY and COSW.
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Drawdown Indicators
| FBY | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.53% | -16.24% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | — | — |
Current DrawdownCurrent decline from peak | -25.66% | -15.09% | -10.57% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -4.88% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.46% | — | — |
Volatility
FBY vs. COSW - Volatility Comparison
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Volatility by Period
| FBY | COSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.30% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.60% | 25.53% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.65% | 25.53% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.65% | 25.53% | +3.12% |
FBY vs. COSW - Expense Ratio Comparison
Both FBY and COSW have an expense ratio of 0.99%.
Dividends
FBY vs. COSW - Dividend Comparison
FBY's dividend yield for the trailing twelve months is around 57.98%, more than COSW's 19.66% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 19.66% | 4.96% | 0.00% | 0.00% |
FBY YieldMax META Option Income ETF | 57.98% | 55.43% | 53.89% | 8.31% |
Frequently Asked Questions
FBY and COSW have a correlation of -0.09, 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.
FBY and COSW have the same expense ratio: 0.99% per year.
FBY has the higher dividend yield at 57.98%, compared with 19.66% for COSW.
They also come from different issuers: YieldMax and Roundhill.
Find the right allocation for FBY and COSW
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