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GOOW vs. TSLW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. TSLW - Performance Comparison

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

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GOOW vs. TSLW - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%75.51%
TSLW
Roundhill TSLA WeeklyPay™ ETF
-21.43%54.77%

Returns By Period

In the year-to-date period, GOOW achieves a -10.57% return, which is significantly higher than TSLW's -21.43% return.


GOOW

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

TSLW

1D
5.53%
1M
-9.58%
YTD
-21.43%
6M
-21.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOW vs. TSLW - Expense Ratio Comparison

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


Return for Risk

GOOW vs. TSLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Roundhill TSLA WeeklyPay™ ETF (TSLW). 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. TSLW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOWTSLWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

0.11

+2.55

Correlation

The correlation between GOOW and TSLW is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GOOW vs. TSLW - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.69%, less than TSLW's 83.63% yield.


Drawdowns

GOOW vs. TSLW - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum TSLW drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for GOOW and TSLW.


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Drawdown Indicators


GOOWTSLWDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-32.91%

+8.03%

Current Drawdown

Current decline from peak

-20.04%

-29.20%

+9.16%

Average Drawdown

Average peak-to-trough decline

-4.73%

-10.58%

+5.85%

Volatility

GOOW vs. TSLW - Volatility Comparison


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Volatility by Period


GOOWTSLWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

56.71%

-21.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.23%

56.71%

-21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.23%

56.71%

-21.48%