GOOW vs. HOYY

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill GOOGL WeeklyPay™ ETF (GOOW) and GraniteShares YieldBOOST HOOD ETF (HOYY).

GOOW and HOYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOOW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025. HOYY is an actively managed fund by GraniteShares. It was launched on Sep 29, 2025.

Performance

GOOW vs. HOYY - Performance Comparison

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

GOOW vs. HOYY - Yearly Performance Comparison

	2026 (YTD)	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	-6.83%	33.65%
HOYY GraniteShares YieldBOOST HOOD ETF	-30.77%	-24.36%

Returns By Period

In the year-to-date period, GOOW achieves a -6.83% return, which is significantly higher than HOYY's -30.77% return.

GOOW

• 1D: 4.18%
• 1M: -3.52%
• YTD: -6.83%
• 6M: 23.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HOYY

• 1D: 0.01%
• 1M: -12.02%
• YTD: -30.77%
• 6M: -47.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GOOW vs. HOYY - Expense Ratio Comparison

GOOW has a 0.99% expense ratio, which is lower than HOYY's 1.07% expense ratio.

HOYY

GraniteShares YieldBOOST HOOD ETF

GOOW

Roundhill GOOGL WeeklyPay™ ETF

Return for Risk

GOOW vs. HOYY - Risk-Adjusted Trends Comparison

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

	GOOW	HOYY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.96	-1.77	+4.73

Correlation

The correlation between GOOW and HOYY is 0.39, 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

GOOW vs. HOYY - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 33.30%, less than HOYY's 148.36% yield.

	TTM	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	33.30%	19.77%
HOYY GraniteShares YieldBOOST HOOD ETF	148.36%	50.51%

Drawdowns

GOOW vs. HOYY - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum HOYY drawdown of -51.54%. Use the drawdown chart below to compare losses from any high point for GOOW and HOYY.

Drawdown Indicators

	GOOW	HOYY	Difference
Max Drawdown Largest peak-to-trough decline	-24.88%	-51.54%	+26.66%
Current Drawdown Current decline from peak	-16.70%	-50.41%	+33.71%
Average Drawdown Average peak-to-trough decline	-4.80%	-26.82%	+22.02%

Volatility

Volatility by Period

	GOOW	HOYY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	35.44%	41.25%	-5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.44%	41.25%	-5.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.44%	41.25%	-5.81%