GOOP vs. GOOW

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Google ETF (GOOP) and Roundhill GOOGL WeeklyPay™ ETF (GOOW).

GOOP and GOOW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOOP is an actively managed fund by Kurv. It was launched on Oct 30, 2023. GOOW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025.

Performance

GOOP vs. GOOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Google ETF (GOOP) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). The values are adjusted to include any dividend payments, if applicable.

GOOP vs. GOOW - Yearly Performance Comparison

	2026 (YTD)	2025
GOOP Kurv Yield Premium Strategy Google ETF	-11.44%	48.00%
GOOW Roundhill GOOGL WeeklyPay™ ETF	-10.57%	75.51%

Returns By Period

In the year-to-date period, GOOP achieves a -11.44% return, which is significantly lower than GOOW's -10.57% return.

GOOP

• 1D: 5.90%
• 1M: -9.11%
• YTD: -11.44%
• 6M: 11.49%
• 1Y: 63.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOW

• 1D: 6.43%
• 1M: -9.30%
• YTD: -10.57%
• 6M: 19.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GOOP vs. GOOW - Expense Ratio Comparison

Both GOOP and GOOW have an expense ratio of 0.99%.

GOOP

Kurv Yield Premium Strategy Google ETF

GOOW

Roundhill GOOGL WeeklyPay™ ETF

Return for Risk

GOOP vs. GOOW — Risk / Return Rank

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

GOOP

GOOP Risk / Return Rank: 92
GOOP Sharpe Ratio Rank: 94
GOOP Sortino Ratio Rank: 95
GOOP Omega Ratio Rank: 92
GOOP Calmar Ratio Rank: 88
GOOP Martin Ratio Rank: 90

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.

GOOP vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Google ETF (GOOP) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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.

	GOOP	GOOW	Difference
Sharpe ratio Return per unit of total volatility	2.27	—	—
Sortino ratio Return per unit of downside risk	3.04	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	2.73	—	—
Martin ratio Return relative to average drawdown	11.23	—	—
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

	GOOP	GOOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	2.66	-1.49

Correlation

The correlation between GOOP and GOOW is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GOOP vs. GOOW - Dividend Comparison

GOOP's dividend yield for the trailing twelve months is around 14.11%, less than GOOW's 34.69% yield.

	TTM	2025	2024	2023
GOOP Kurv Yield Premium Strategy Google ETF	14.11%	11.79%	13.73%	2.06%
GOOW Roundhill GOOGL WeeklyPay™ ETF	34.69%	19.77%	0.00%	0.00%

Drawdowns

GOOP vs. GOOW - Drawdown Comparison

The maximum GOOP drawdown since its inception was -27.49%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for GOOP and GOOW.

Drawdown Indicators

	GOOP	GOOW	Difference
Max Drawdown Largest peak-to-trough decline	-27.49%	-24.88%	-2.61%
Max Drawdown (1Y) Largest decline over 1 year	-23.32%	—	—
Current Drawdown Current decline from peak	-18.80%	-20.04%	+1.24%
Average Drawdown Average peak-to-trough decline	-6.43%	-4.73%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	—	—

Volatility

Volatility by Period

	GOOP	GOOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.56%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.07%	35.23%	-7.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.61%	35.23%	-10.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.61%	35.23%	-10.62%