IOYY vs. COSW

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST IONQ ETF (IOYY) and Roundhill COST WeeklyPay ETF (COSW).

IOYY and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOYY is an actively managed fund by GraniteShares. It was launched on Nov 3, 2025. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

IOYY vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST IONQ ETF (IOYY) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

IOYY vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
IOYY GraniteShares YieldBOOST IONQ ETF	-22.53%	-11.64%
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.35%

Returns By Period

In the year-to-date period, IOYY achieves a -22.53% return, which is significantly lower than COSW's 17.20% return.

IOYY

• 1D: 2.11%
• 1M: -14.06%
• YTD: -22.53%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IOYY vs. COSW - Expense Ratio Comparison

IOYY has a 1.07% expense ratio, which is higher than COSW's 0.99% expense ratio.

IOYY

GraniteShares YieldBOOST IONQ ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

IOYY vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST IONQ ETF (IOYY) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IOYY	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.59	0.44	-2.03

Correlation

The correlation between IOYY and COSW is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

IOYY vs. COSW - Dividend Comparison

IOYY's dividend yield for the trailing twelve months is around 100.50%, more than COSW's 12.26% yield.

	TTM	2025
IOYY GraniteShares YieldBOOST IONQ ETF	100.50%	28.55%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%

Drawdowns

IOYY vs. COSW - Drawdown Comparison

The maximum IOYY drawdown since its inception was -38.47%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for IOYY and COSW.

Drawdown Indicators

	IOYY	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-38.47%	-12.17%	-26.30%
Current Drawdown Current decline from peak	-37.17%	-3.28%	-33.89%
Average Drawdown Average peak-to-trough decline	-18.85%	-4.05%	-14.80%

Volatility

Volatility by Period

	IOYY	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	39.00%	25.36%	+13.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.00%	25.36%	+13.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.00%	25.36%	+13.64%