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GOOW vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. COSW - Performance Comparison

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

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GOOW vs. COSW - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%27.48%
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%

Returns By Period

In the year-to-date period, GOOW achieves a -10.57% return, which is significantly lower than COSW's 17.20% return.


GOOW

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

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOW vs. COSW - Expense Ratio Comparison

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


Return for Risk

GOOW vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) 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.

GOOW vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOWCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

0.44

+2.22

Correlation

The correlation between GOOW and COSW is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GOOW vs. COSW - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.69%, more than COSW's 12.26% yield.


Drawdowns

GOOW vs. COSW - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for GOOW and COSW.


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Drawdown Indicators


GOOWCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-12.17%

-12.71%

Current Drawdown

Current decline from peak

-20.04%

-3.28%

-16.76%

Average Drawdown

Average peak-to-trough decline

-4.73%

-4.05%

-0.68%

Volatility

GOOW vs. COSW - Volatility Comparison


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Volatility by Period


GOOWCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

25.36%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.23%

25.36%

+9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.23%

25.36%

+9.87%