IOYY vs. COSW
IOYY (GraniteShares YieldBOOST IONQ ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.11, they often move in opposite directions. IOYY charges 1.07%/yr vs 0.99%/yr for COSW.
Performance
IOYY vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, IOYY achieves a -10.57% return, which is significantly lower than COSW's 11.11% return.
IOYY
- 1D
- 0.66%
- 1M
- 10.15%
- YTD
- -10.57%
- 6M
- -17.12%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 1.00%
- 1M
- -7.30%
- YTD
- 11.11%
- 6M
- 1.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOYY vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | -10.57% | -11.64% |
COSW Roundhill COST WeeklyPay ETF | 11.11% | -10.35% |
Correlation
The correlation between IOYY and COSW is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | -0.11 |
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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.
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Sharpe Ratios by Period
| IOYY | COSW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.99 | -0.05 | -0.94 |
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 -16.24%. Use the drawdown chart below to compare losses from any high point for IOYY and COSW.
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Drawdown Indicators
| IOYY | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.47% | -16.24% | -22.23% |
Current DrawdownCurrent decline from peak | -27.47% | -15.40% | -12.07% |
Average DrawdownAverage peak-to-trough decline | -23.05% | -4.10% | -18.95% |
Volatility
IOYY vs. COSW - Volatility Comparison
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Volatility by Period
| IOYY | COSW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 34.54% | 26.16% | +8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.54% | 26.16% | +8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.54% | 26.16% | +8.38% |
IOYY vs. COSW - Expense Ratio Comparison
IOYY has a 1.07% expense ratio, which is higher than COSW's 0.99% expense ratio.
Dividends
IOYY vs. COSW - Dividend Comparison
IOYY's dividend yield for the trailing twelve months is around 120.43%, more than COSW's 18.29% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.29% | 4.96% |
IOYY GraniteShares YieldBOOST IONQ ETF | 120.43% | 28.55% |
Frequently Asked Questions
IOYY and COSW have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COSW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COSW is cheaper with a 0.99% expense ratio, compared with 1.07% for IOYY.
IOYY has the higher dividend yield at 120.43%, compared with 18.29% for COSW.
They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for IOYY and 0.99% for COSW.
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