GLDW vs. COSW
GLDW (Roundhill Gold WeeklyPay ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.01 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
GLDW vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, GLDW achieves a 1.00% return, which is significantly lower than COSW's 12.13% return.
GLDW
- 1D
- -1.20%
- 1M
- -2.48%
- YTD
- 1.00%
- 6M
- 3.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.92%
- 1M
- -6.40%
- YTD
- 12.13%
- 6M
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDW vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 1.00% | 7.63% |
COSW Roundhill COST WeeklyPay ETF | 12.13% | -8.15% |
Correlation
The correlation between GLDW and COSW is 0.01, 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 31, 2025 | 0.01 |
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Return for Risk
GLDW vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| GLDW | COSW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.01 | +0.41 |
Drawdowns
GLDW vs. COSW - Drawdown Comparison
The maximum GLDW drawdown since its inception was -23.59%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for GLDW and COSW.
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Drawdown Indicators
| GLDW | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.59% | -16.24% | -7.35% |
Current DrawdownCurrent decline from peak | -22.51% | -14.62% | -7.89% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -4.17% | -4.76% |
Volatility
GLDW vs. COSW - Volatility Comparison
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Volatility by Period
| GLDW | COSW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 36.90% | 26.10% | +10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 26.10% | +10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.90% | 26.10% | +10.80% |
GLDW vs. COSW - Expense Ratio Comparison
Both GLDW and COSW have an expense ratio of 0.99%.
Dividends
GLDW vs. COSW - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 19.48%, more than COSW's 18.13% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.13% | 4.96% |
GLDW Roundhill Gold WeeklyPay ETF | 19.48% | 3.75% |
Frequently Asked Questions
GLDW and COSW have a correlation of 0.01, 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.
GLDW and COSW have the same expense ratio: 0.99% per year.
GLDW has the higher dividend yield at 19.48%, compared with 18.13% for COSW.
They also come from different issuers: State Street and Roundhill.
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