HIYY vs. GOOW
HIYY (YieldMax HIMS Option Income Strategy ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
HIYY vs. GOOW - Performance Comparison
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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*
- —
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.
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Sharpe Ratios by Period
| HIYY | GOOW | Difference | |
|---|---|---|---|
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
| HIYY | GOOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.95% | -24.88% | -49.07% |
Current DrawdownCurrent decline from peak | -50.48% | -9.28% | -41.20% |
Average DrawdownAverage peak-to-trough decline | -43.96% | -4.82% | -39.14% |
Volatility
HIYY vs. GOOW - Volatility Comparison
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Volatility by Period
| HIYY | GOOW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 33.69% | 19.77% |
HIYY YieldMax HIMS Option Income Strategy ETF | 90.21% | 29.99% |
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.
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