HOOW vs. COIW
Compare and contrast key facts about Roundhill HOOD WeeklyPay ETF (HOOW) and COIN WeeklyPay™ ETF (COIW).
HOOW and COIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HOOW is an actively managed fund by Roundhill. It was launched on Jun 18, 2025. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
HOOW vs. COIW - Performance Comparison
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HOOW vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOOW Roundhill HOOD WeeklyPay ETF | -45.73% | 46.56% |
COIW COIN WeeklyPay™ ETF | -29.67% | -31.57% |
Returns By Period
In the year-to-date period, HOOW achieves a -45.73% return, which is significantly lower than COIW's -29.67% return.
HOOW
- 1D
- -2.38%
- 1M
- -19.48%
- YTD
- -45.73%
- 6M
- -62.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIW
- 1D
- -1.57%
- 1M
- -21.85%
- YTD
- -29.67%
- 6M
- -63.06%
- 1Y
- -10.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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HOOW vs. COIW - Expense Ratio Comparison
Both HOOW and COIW have an expense ratio of 0.99%.
Return for Risk
HOOW vs. COIW — Risk / Return Rank
HOOW
COIW
HOOW vs. COIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill HOOD WeeklyPay ETF (HOOW) and COIN WeeklyPay™ ETF (COIW). 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
| HOOW | COIW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | -0.46 | +0.15 |
Correlation
The correlation between HOOW and COIW is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HOOW vs. COIW - Dividend Comparison
HOOW's dividend yield for the trailing twelve months is around 167.80%, less than COIW's 206.13% yield.
| TTM | 2025 | |
|---|---|---|
HOOW Roundhill HOOD WeeklyPay ETF | 167.80% | 67.92% |
COIW COIN WeeklyPay™ ETF | 206.13% | 120.37% |
Drawdowns
HOOW vs. COIW - Drawdown Comparison
The maximum HOOW drawdown since its inception was -65.74%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for HOOW and COIW.
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Drawdown Indicators
| HOOW | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.74% | -74.55% | +8.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.55% | — |
Current DrawdownCurrent decline from peak | -63.15% | -68.16% | +5.01% |
Average DrawdownAverage peak-to-trough decline | -23.26% | -33.80% | +10.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 38.86% | — |
Volatility
HOOW vs. COIW - Volatility Comparison
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Volatility by Period
| HOOW | COIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 22.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 63.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 82.14% | 91.52% | -9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.14% | 93.08% | -10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.14% | 93.08% | -10.94% |