GLDW vs. COSW

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Gold WeeklyPay ETF (GLDW) and Roundhill COST WeeklyPay ETF (COSW).

GLDW and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDW is an actively managed fund by State Street. It was launched on Oct 30, 2025. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

GLDW vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold WeeklyPay ETF (GLDW) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

GLDW vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
GLDW Roundhill Gold WeeklyPay ETF	10.77%	7.63%
COSW Roundhill COST WeeklyPay ETF	17.85%	-8.15%

Returns By Period

In the year-to-date period, GLDW achieves a 10.77% return, which is significantly lower than COSW's 17.85% return.

GLDW

• 1D: 1.98%
• 1M: -13.44%
• YTD: 10.77%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: 0.56%
• 1M: -1.19%
• YTD: 17.85%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDW vs. COSW - Expense Ratio Comparison

Both GLDW and COSW have an expense ratio of 0.99%.

GLDW

Roundhill Gold WeeklyPay ETF

COSW

Roundhill COST WeeklyPay ETF

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.

Sharpe Ratios by Period

	GLDW	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	0.50	+0.80

Correlation

The correlation between GLDW and COSW is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GLDW vs. COSW - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 11.88%, less than COSW's 12.19% yield.

	TTM	2025
GLDW Roundhill Gold WeeklyPay ETF	11.88%	3.75%
COSW Roundhill COST WeeklyPay ETF	12.19%	4.96%

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 -12.17%. Use the drawdown chart below to compare losses from any high point for GLDW and COSW.

Drawdown Indicators

	GLDW	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-23.59%	-12.17%	-11.42%
Current Drawdown Current decline from peak	-15.01%	-2.74%	-12.27%
Average Drawdown Average peak-to-trough decline	-5.21%	-4.04%	-1.17%

Volatility

Volatility by Period

	GLDW	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	41.16%	25.26%	+15.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.16%	25.26%	+15.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.16%	25.26%	+15.90%