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HIYY vs. GOOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIYY vs. GOOW - Performance Comparison

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

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Returns By Period

In the year-to-date period, HIYY achieves a -13.14% return, which is significantly lower than GOOW's 20.63% return.


HIYY

1D
0.70%
1M
4.42%
YTD
-13.14%
6M
-25.84%
1Y
3Y*
5Y*
10Y*

GOOW

1D
4.51%
1M
-5.12%
YTD
20.63%
6M
17.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIYY vs. GOOW - Yearly Performance Comparison


2026 (YTD)2025
HIYY
YieldMax HIMS Option Income Strategy ETF
-13.14%-37.26%
GOOW
Roundhill GOOGL WeeklyPay™ ETF
20.63%27.87%

Correlation

The correlation between HIYY and GOOW is 0.22, 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 Sep 24, 2025

0.22

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Return for Risk

HIYY vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax HIMS Option Income Strategy ETF (HIYY) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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.

HIYY vs. GOOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HIYYGOOWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

3.71

-4.39

Drawdowns

HIYY vs. GOOW - Drawdown Comparison

The maximum HIYY drawdown since its inception was -73.95%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for HIYY and GOOW.


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Drawdown Indicators


HIYYGOOWDifference

Max Drawdown

Largest peak-to-trough decline

-73.95%

-24.88%

-49.07%

Current Drawdown

Current decline from peak

-50.48%

-9.28%

-41.20%

Average Drawdown

Average peak-to-trough decline

-43.96%

-4.82%

-39.14%

Volatility

HIYY vs. GOOW - Volatility Comparison


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Volatility by Period


HIYYGOOWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

85.41%

37.56%

+47.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.41%

37.56%

+47.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.41%

37.56%

+47.85%

HIYY vs. GOOW - Expense Ratio Comparison

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


Dividends

HIYY vs. GOOW - Dividend Comparison

HIYY's dividend yield for the trailing twelve months is around 90.21%, more than GOOW's 33.69% yield.


Frequently Asked Questions


HIYY and GOOW have a correlation of 0.22, 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.

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

HIYY has the higher dividend yield at 90.21%, compared with 33.69% for GOOW.

They also come from different issuers: YieldMax and Roundhill.

Portfolio Optimizer

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