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GOOW vs. TSLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, GOOW achieves a 16.46% return, which is significantly higher than TSLW's -9.10% return.


GOOW

1D
-5.04%
1M
-8.06%
YTD
16.46%
6M
14.94%
1Y
3Y*
5Y*
10Y*

TSLW

1D
2.31%
1M
9.52%
YTD
-9.10%
6M
-4.43%
1Y
21.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOW vs. TSLW - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
16.46%75.51%
TSLW
Roundhill TSLA WeeklyPay™ ETF
-9.10%54.77%

Correlation

The correlation between GOOW and TSLW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

0.40

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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

3.51

0.39

+3.12

Drawdowns

GOOW vs. TSLW - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum TSLW drawdown of -35.80%. 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%

-35.80%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-35.80%

Current Drawdown

Current decline from peak

-12.41%

-18.08%

+5.67%

Average Drawdown

Average peak-to-trough decline

-4.76%

-12.85%

+8.09%

Volatility

GOOW vs. TSLW - Volatility Comparison


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Volatility by Period


GOOWTSLWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

37.44%

55.63%

-18.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.44%

55.63%

-18.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.44%

55.63%

-18.19%

GOOW vs. TSLW - Expense Ratio Comparison

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


Dividends

GOOW vs. TSLW - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.90%, less than TSLW's 84.46% yield.


PositionTTM2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
34.90%19.77%
TSLW
Roundhill TSLA WeeklyPay™ ETF
84.46%49.31%

Frequently Asked Questions


GOOW and TSLW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GOOW and TSLW have the same expense ratio: 0.99% per year.

TSLW has the higher dividend yield at 84.46%, compared with 34.90% for GOOW.

Portfolio Optimizer

Find the right allocation for GOOW and TSLW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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