FIVY vs. COSW

Last updated Jun 4, 2026

FIVY (YieldMax Dorsey Wright Hybrid 5 Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. FIVY is passively managed, while COSW is actively managed. At a correlation of -0.19, they often move in opposite directions. FIVY charges 0.88%/yr vs 0.99%/yr for COSW.

Performance

FIVY vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIVY achieves a -6.31% return, which is significantly lower than COSW's 12.13% return.

FIVY

• 1D: -1.54%
• 1M: -1.09%
• YTD: -6.31%
• 6M: -9.72%
• 1Y: -6.42%
• 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)

FIVY vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF	-6.31%	-6.14%
COSW Roundhill COST WeeklyPay ETF	12.13%	-10.71%

Correlation

The correlation between FIVY and COSW is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025	-0.19

FIVY vs. COSW - Sectors Allocation Comparison

Sectors	FIVY	COSW
Technology	44.9%	-
Communication Services	24.3%	-
Healthcare	17.0%	-
Financial Services	13.8%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	7.9%
Energy	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

FIVY vs. COSW — Risk / Return Rank

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

FIVY

FIVY Risk / Return Rank: 7
FIVY Sharpe Ratio Rank: 7
FIVY Sortino Ratio Rank: 7
FIVY Omega Ratio Rank: 7
FIVY Calmar Ratio Rank: 7
FIVY 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.

FIVY vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) 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.

	FIVY	COSW	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	—	—
Sortino ratio: Return per unit of downside risk	-0.09	—	—
Omega ratio: Gain probability vs. loss probability	0.99	—	—
Calmar ratio: Return relative to maximum drawdown	-0.20	—	—
Martin ratio: Return relative to average drawdown	-0.41	—	—
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

	FIVY	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	0.01	-0.37

Drawdowns

FIVY vs. COSW - Drawdown Comparison

The maximum FIVY drawdown since its inception was -32.77%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for FIVY and COSW.

Drawdown Indicators

	FIVY	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-32.77%	-16.24%	-16.53%
Max Drawdown (1Y) Largest decline over 1 year	-32.77%	—	—
Current Drawdown Current decline from peak	-20.05%	-14.62%	-5.43%
Average Drawdown Average peak-to-trough decline	-13.11%	-4.17%	-8.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.84%	—	—

Volatility

Volatility by Period

	FIVY	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.28%	26.10%	+4.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.80%	26.10%	+6.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.80%	26.10%	+6.70%

FIVY vs. COSW - Expense Ratio Comparison

FIVY has a 0.88% expense ratio, which is lower than COSW's 0.99% expense ratio.

Dividends

FIVY vs. COSW - Dividend Comparison

FIVY's dividend yield for the trailing twelve months is around 50.96%, more than COSW's 18.13% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	18.13%	4.96%
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF	50.96%	46.51%

Frequently Asked Questions

Can I hold both FIVY and COSW in my portfolio?

FIVY and COSW have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FIVY or COSW?

On fees, FIVY is cheaper at 0.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FIVY or COSW?

FIVY is cheaper with a 0.88% expense ratio, compared with 0.99% for COSW.

Which ETF pays a higher dividend yield, FIVY or COSW?

FIVY has the higher dividend yield at 50.96%, compared with 18.13% for COSW.

What is the main difference between FIVY and COSW?

They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 0.88% for FIVY and 0.99% for COSW.