NVIT vs. COSW

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) and Roundhill COST WeeklyPay ETF (COSW).

NVIT and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVIT is an actively managed fund by YieldMax. It was launched on Nov 17, 2025. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

NVIT vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

NVIT vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
NVIT YieldMax NVDA Performance & Distribution Target 25 ETF	-1.07%	3.48%
COSW Roundhill COST WeeklyPay ETF	17.20%	-5.17%

Returns By Period

In the year-to-date period, NVIT achieves a -1.07% return, which is significantly lower than COSW's 17.20% return.

NVIT

• 1D: 4.79%
• 1M: 0.77%
• YTD: -1.07%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVIT vs. COSW - Expense Ratio Comparison

NVIT has a 1.08% expense ratio, which is higher than COSW's 0.99% expense ratio.

NVIT

YieldMax NVDA Performance & Distribution Target 25 ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

NVIT vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) 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

	NVIT	COSW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.44	-0.21

Correlation

The correlation between NVIT and COSW is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

NVIT vs. COSW - Dividend Comparison

NVIT's dividend yield for the trailing twelve months is around 9.08%, less than COSW's 12.26% yield.

	TTM	2025
NVIT YieldMax NVDA Performance & Distribution Target 25 ETF	9.08%	2.37%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%

Drawdowns

NVIT vs. COSW - Drawdown Comparison

The maximum NVIT drawdown since its inception was -11.11%, smaller than the maximum COSW drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for NVIT and COSW.

Drawdown Indicators

	NVIT	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-11.11%	-12.17%	+1.06%
Current Drawdown Current decline from peak	-6.86%	-3.28%	-3.58%
Average Drawdown Average peak-to-trough decline	-2.65%	-4.05%	+1.40%

Volatility

Volatility by Period

	NVIT	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	29.12%	25.36%	+3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.12%	25.36%	+3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.12%	25.36%	+3.76%