PortfoliosLab logoPortfoliosLab logo
MSTW vs. COIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTW vs. COIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSTR WeeklyPay ETF (MSTW) and COIN WeeklyPay™ ETF (COIW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MSTW vs. COIW - Yearly Performance Comparison


2026 (YTD)2025
MSTW
Roundhill MSTR WeeklyPay ETF
-24.52%-71.42%
COIW
COIN WeeklyPay™ ETF
-28.55%-51.43%

Returns By Period

In the year-to-date period, MSTW achieves a -24.52% return, which is significantly higher than COIW's -28.55% return.


MSTW

1D
-2.40%
1M
-13.48%
YTD
-24.52%
6M
-72.05%
1Y
3Y*
5Y*
10Y*

COIW

1D
-0.98%
1M
-8.42%
YTD
-28.55%
6M
-58.34%
1Y
-11.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSTW vs. COIW - Expense Ratio Comparison

Both MSTW and COIW have an expense ratio of 0.99%.


Return for Risk

MSTW vs. COIW — Risk / Return Rank

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

MSTW

COIW
COIW Risk / Return Rank: 1313
Overall Rank
COIW Sharpe Ratio Rank: 99
Sharpe Ratio Rank
COIW Sortino Ratio Rank: 1818
Sortino Ratio Rank
COIW Omega Ratio Rank: 1717
Omega Ratio Rank
COIW Calmar Ratio Rank: 1010
Calmar Ratio Rank
COIW Martin Ratio Rank: 1010
Martin Ratio Rank
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.

MSTW vs. COIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay ETF (MSTW) and COIN WeeklyPay™ ETF (COIW). 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.

MSTW vs. COIW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


MSTWCOIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

-0.45

-0.55

Correlation

The correlation between MSTW and COIW is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MSTW vs. COIW - Dividend Comparison

MSTW's dividend yield for the trailing twelve months is around 197.80%, less than COIW's 202.89% yield.


TTM2025
MSTW
Roundhill MSTR WeeklyPay ETF
197.80%106.94%
COIW
COIN WeeklyPay™ ETF
202.89%120.37%

Drawdowns

MSTW vs. COIW - Drawdown Comparison

The maximum MSTW drawdown since its inception was -81.85%, which is greater than COIW's maximum drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for MSTW and COIW.


Loading graphics...

Drawdown Indicators


MSTWCOIWDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-74.55%

-7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-74.55%

Current Drawdown

Current decline from peak

-78.43%

-67.65%

-10.78%

Average Drawdown

Average peak-to-trough decline

-50.47%

-33.68%

-16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.63%

Volatility

MSTW vs. COIW - Volatility Comparison


Loading graphics...

Volatility by Period


MSTWCOIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.20%

Volatility (6M)

Calculated over the trailing 6-month period

63.40%

Volatility (1Y)

Calculated over the trailing 1-year period

89.63%

91.52%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.63%

93.23%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.63%

93.23%

-3.60%