IMST vs. COSW
IMST (Bitwise Funds Trust) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.10, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
IMST vs. COSW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IMST achieves a -14.98% return, which is significantly lower than COSW's 12.13% return.
IMST
- 1D
- -5.79%
- 1M
- -25.22%
- YTD
- -14.98%
- 6M
- -28.07%
- 1Y
- -62.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.92%
- 1M
- -6.40%
- YTD
- 12.13%
- 6M
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMST vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMST Bitwise Funds Trust | -14.98% | -42.34% |
COSW Roundhill COST WeeklyPay ETF | 12.13% | -10.71% |
Correlation
The correlation between IMST and COSW is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025 | -0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IMST vs. COSW — Risk / Return Rank
IMST
COSW
IMST vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitwise Funds Trust (IMST) and Roundhill COST WeeklyPay ETF (COSW). 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.
| IMST | COSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.78 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | — | — |
| Martin ratioReturn relative to average drawdown | -1.35 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IMST | COSW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.80 | 0.01 | -0.80 |
Drawdowns
IMST vs. COSW - Drawdown Comparison
The maximum IMST drawdown since its inception was -69.86%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for IMST and COSW.
Loading charts...
Drawdown Indicators
| IMST | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.86% | -16.24% | -53.62% |
Max Drawdown (1Y)Largest decline over 1 year | -69.86% | — | — |
Current DrawdownCurrent decline from peak | -66.74% | -14.62% | -52.12% |
Average DrawdownAverage peak-to-trough decline | -35.27% | -4.17% | -31.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.22% | — | — |
Volatility
IMST vs. COSW - Volatility Comparison
Loading charts...
Volatility by Period
| IMST | COSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.83% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 44.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.91% | 26.10% | +30.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.73% | 26.10% | +33.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.73% | 26.10% | +33.63% |
IMST vs. COSW - Expense Ratio Comparison
Both IMST and COSW have an expense ratio of 0.99%.
Dividends
IMST vs. COSW - Dividend Comparison
IMST's dividend yield for the trailing twelve months is around 221.80%, more than COSW's 18.13% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.13% | 4.96% |
IMST Bitwise Funds Trust | 221.80% | 195.93% |
Frequently Asked Questions
IMST and COSW have a correlation of -0.10, 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.
IMST and COSW have the same expense ratio: 0.99% per year.
IMST has the higher dividend yield at 221.80%, compared with 18.13% for COSW.
They also come from different issuers: Bitwise and Roundhill.
Find the right allocation for IMST and COSW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer