MSTW vs. COIW
Compare and contrast key facts about Roundhill MSTR WeeklyPay ETF (MSTW) and COIN WeeklyPay™ ETF (COIW).
MSTW and COIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSTW is an actively managed fund by Roundhill. It was launched on Jul 23, 2025. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
MSTW vs. COIW - Performance Comparison
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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*
- —
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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
MSTW
COIW
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.
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Sharpe Ratios by Period
| MSTW | COIW | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | |
|---|---|---|
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.
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Drawdown Indicators
| MSTW | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.85% | -74.55% | -7.30% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.55% | — |
Current DrawdownCurrent decline from peak | -78.43% | -67.65% | -10.78% |
Average DrawdownAverage peak-to-trough decline | -50.47% | -33.68% | -16.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 38.63% | — |
Volatility
MSTW vs. COIW - Volatility Comparison
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Volatility by Period
| MSTW | COIW | Difference | |
|---|---|---|---|
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% |