KCOP vs. COSW

Last updated Jun 4, 2026

KCOP (Kurv Copper & Mining Enhanced Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.17, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

KCOP vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Copper & Mining Enhanced Income ETF (KCOP) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

KCOP

• 1D: -3.46%
• 1M: 14.96%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: 0.92%
• 1M: -6.40%
• YTD: 12.13%
• 6M: 2.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KCOP vs. COSW - Yearly Performance Comparison

	2026 (YTD)
KCOP Kurv Copper & Mining Enhanced Income ETF	4.75%
COSW Roundhill COST WeeklyPay ETF	-7.46%

Correlation

The correlation between KCOP and COSW is -0.17, 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 Feb 17, 2026	-0.17

Return for Risk

KCOP vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) 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

	KCOP	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.01	+0.39

Drawdowns

KCOP vs. COSW - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for KCOP and COSW.

Drawdown Indicators

	KCOP	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-21.55%	-16.24%	-5.31%
Current Drawdown Current decline from peak	-3.46%	-14.62%	+11.16%
Average Drawdown Average peak-to-trough decline	-8.60%	-4.17%	-4.43%

Volatility

Volatility by Period

	KCOP	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	42.13%	26.10%	+16.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.13%	26.10%	+16.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.13%	26.10%	+16.03%

KCOP vs. COSW - Expense Ratio Comparison

Both KCOP and COSW have an expense ratio of 0.99%.

Dividends

KCOP vs. COSW - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 3.54%, less than COSW's 18.13% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	18.13%	4.96%
KCOP Kurv Copper & Mining Enhanced Income ETF	3.54%	0.00%

Frequently Asked Questions

Can I hold both KCOP and COSW in my portfolio?

KCOP and COSW have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KCOP or COSW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KCOP or COSW?

KCOP and COSW have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, KCOP or COSW?

COSW has the higher dividend yield at 18.13%, compared with 3.54% for KCOP.

What is the main difference between KCOP and COSW?

They also come from different issuers: Kurv and Roundhill.