GOOW vs. ULTY
Compare and contrast key facts about Roundhill GOOGL WeeklyPay™ ETF (GOOW) and YieldMax Ultra Option Income Strategy ETF (ULTY).
GOOW and ULTY 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. ULTY is an actively managed fund by YieldMax. It was launched on Feb 28, 2024.
Performance
GOOW vs. ULTY - Performance Comparison
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GOOW vs. ULTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | -10.57% | 75.51% |
ULTY YieldMax Ultra Option Income Strategy ETF | -3.71% | -14.12% |
Returns By Period
In the year-to-date period, GOOW achieves a -10.57% return, which is significantly lower than ULTY's -3.71% return.
GOOW
- 1D
- 6.43%
- 1M
- -9.30%
- YTD
- -10.57%
- 6M
- 19.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ULTY
- 1D
- 4.11%
- 1M
- -7.74%
- YTD
- -3.71%
- 6M
- -18.53%
- 1Y
- 11.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GOOW vs. ULTY - Expense Ratio Comparison
GOOW has a 0.99% expense ratio, which is lower than ULTY's 1.14% expense ratio.
Return for Risk
GOOW vs. ULTY — Risk / Return Rank
GOOW
ULTY
GOOW vs. ULTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and YieldMax Ultra Option Income Strategy ETF (ULTY). 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.
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Sharpe Ratios by Period
| GOOW | ULTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.66 | -0.07 | +2.74 |
Correlation
The correlation between GOOW and ULTY is 0.42, 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. ULTY - Dividend Comparison
GOOW's dividend yield for the trailing twelve months is around 34.69%, less than ULTY's 131.16% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 34.69% | 19.77% | 0.00% |
ULTY YieldMax Ultra Option Income Strategy ETF | 131.16% | 142.99% | 111.70% |
Drawdowns
GOOW vs. ULTY - Drawdown Comparison
The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum ULTY drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for GOOW and ULTY.
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Drawdown Indicators
| GOOW | ULTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.88% | -26.85% | +1.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -24.16% | — |
Current DrawdownCurrent decline from peak | -20.04% | -21.05% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -9.04% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 11.04% | — |
Volatility
GOOW vs. ULTY - Volatility Comparison
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Volatility by Period
| GOOW | ULTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.47% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.08% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 25.30% | +9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.23% | 27.64% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.23% | 27.64% | +7.59% |