LTTI vs. COSW

Last updated Jun 4, 2026

LTTI (FT Vest 20+ Year Treasury & Target Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.03, they often move in opposite directions. LTTI charges 0.65%/yr vs 0.99%/yr for COSW.

Performance

LTTI vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest 20+ Year Treasury & Target Income ETF (LTTI) 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, LTTI achieves a -1.05% return, which is significantly lower than COSW's 12.13% return.

LTTI

• 1D: -0.18%
• 1M: 0.28%
• YTD: -1.05%
• 6M: -2.14%
• 1Y: 4.48%
• 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)

LTTI vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
LTTI FT Vest 20+ Year Treasury & Target Income ETF	-1.05%	-2.86%
COSW Roundhill COST WeeklyPay ETF	12.13%	-10.71%

Correlation

The correlation between LTTI and COSW is -0.03, 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	-0.03

Return for Risk

LTTI vs. COSW — Risk / Return Rank

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

LTTI

LTTI Risk / Return Rank: 17
LTTI Sharpe Ratio Rank: 17
LTTI Sortino Ratio Rank: 16
LTTI Omega Ratio Rank: 16
LTTI Calmar Ratio Rank: 17
LTTI Martin Ratio Rank: 17

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.

LTTI vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest 20+ Year Treasury & Target Income ETF (LTTI) 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.

	LTTI	COSW	Difference
Sharpe ratio: Return per unit of total volatility	0.50	—	—
Sortino ratio: Return per unit of downside risk	0.78	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.64	—	—
Martin ratio: Return relative to average drawdown	1.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LTTI	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.01	+0.08

Drawdowns

LTTI vs. COSW - Drawdown Comparison

The maximum LTTI drawdown since its inception was -9.02%, smaller than the maximum COSW drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for LTTI and COSW.

Drawdown Indicators

	LTTI	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-9.02%	-16.24%	+7.22%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	—	—
Current Drawdown Current decline from peak	-4.69%	-14.62%	+9.93%
Average Drawdown Average peak-to-trough decline	-3.65%	-4.17%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	—	—

Volatility

Volatility by Period

	LTTI	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.92%	26.10%	-17.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.28%	26.10%	-15.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.28%	26.10%	-15.82%

LTTI vs. COSW - Expense Ratio Comparison

LTTI has a 0.65% expense ratio, which is lower than COSW's 0.99% expense ratio.

Dividends

LTTI vs. COSW - Dividend Comparison

LTTI's dividend yield for the trailing twelve months is around 9.21%, less than COSW's 18.13% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	18.13%	4.96%
LTTI FT Vest 20+ Year Treasury & Target Income ETF	9.21%	7.08%

Frequently Asked Questions

Can I hold both LTTI and COSW in my portfolio?

LTTI and COSW have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LTTI or COSW?

On fees, LTTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LTTI or COSW?

LTTI is cheaper with a 0.65% expense ratio, compared with 0.99% for COSW.

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

COSW has the higher dividend yield at 18.13%, compared with 9.21% for LTTI.

What is the main difference between LTTI and COSW?

They also come from different issuers: FT Vest and Roundhill. Their fees differ too: 0.65% for LTTI and 0.99% for COSW.