LDRX vs. COSW

Last updated Jun 26, 2026

LDRX (SGI Enhanced Market Leaders 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. LDRX charges 0.59%/yr vs 0.99%/yr for COSW.

Performance

LDRX vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Market Leaders ETF (LDRX) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRX achieves a 4.90% return, which is significantly lower than COSW's 9.49% return.

LDRX

• 1D: -0.44%
• 1M: -4.25%
• YTD: 4.90%
• 6M: 3.73%
• 1Y: 20.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -2.05%
• 1M: -7.53%
• YTD: 9.49%
• 6M: 7.99%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LDRX vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
LDRX SGI Enhanced Market Leaders ETF	4.90%	2.75%
COSW Roundhill COST WeeklyPay ETF	9.49%	-10.48%

Correlation

The correlation between LDRX 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 Oct 23, 2025	-0.11

Return for Risk

LDRX vs. COSW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LDRX

LDRX Risk / Return Rank: 48
LDRX Sharpe Ratio Rank: 49
LDRX Sortino Ratio Rank: 49
LDRX Omega Ratio Rank: 47
LDRX Calmar Ratio Rank: 43
LDRX Martin Ratio Rank: 50

COSW

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LDRX vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Market Leaders ETF (LDRX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LDRX	COSW	Difference
Sharpe ratio: Return per unit of total volatility	1.55	—	—
Sortino ratio: Return per unit of downside risk	2.20	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	1.96	—	—
Martin ratio: Return relative to average drawdown	7.83	—	—

Drawdowns

LDRX vs. COSW - Drawdown Comparison

The maximum LDRX drawdown since its inception was -10.62%, smaller than the maximum COSW drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for LDRX and COSW.

Drawdown Indicators

	LDRX	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-10.62%	-16.63%	+6.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.62%	—	—
Current Drawdown Current decline from peak	-5.44%	-16.63%	+11.19%
Average Drawdown Average peak-to-trough decline	-1.54%	-5.01%	+3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	—	—

Volatility

Volatility by Period

	LDRX	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	25.50%	-12.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.36%	25.50%	-12.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.36%	25.50%	-12.14%

LDRX vs. COSW - Expense Ratio Comparison

LDRX has a 0.59% expense ratio, which is lower than COSW's 0.99% expense ratio.

Dividends

LDRX vs. COSW - Dividend Comparison

LDRX's dividend yield for the trailing twelve months is around 1.25%, less than COSW's 20.02% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	20.02%	4.96%
LDRX SGI Enhanced Market Leaders ETF	1.25%	1.19%

Frequently Asked Questions

Can I hold both LDRX and COSW in my portfolio?

LDRX 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.

Which ETF is better, LDRX or COSW?

On fees, LDRX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDRX or COSW?

LDRX is cheaper with a 0.59% expense ratio, compared with 0.99% for COSW.

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

COSW has the higher dividend yield at 20.02%, compared with 1.25% for LDRX.

What is the main difference between LDRX and COSW?

They also come from different issuers: Summit Global Investments and Roundhill. Their fees differ too: 0.59% for LDRX and 0.99% for COSW.