SBAR vs. COSW

Last updated Jun 4, 2026

SBAR (Simplify Barrier Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. SBAR charges 0.75%/yr vs 0.99%/yr for COSW.

Performance

SBAR vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Barrier Income ETF (SBAR) 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, SBAR achieves a 2.69% return, which is significantly lower than COSW's 12.13% return.

SBAR

• 1D: -0.31%
• 1M: 1.82%
• YTD: 2.69%
• 6M: 4.14%
• 1Y: 12.00%
• 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)

SBAR vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
SBAR Simplify Barrier Income ETF	2.69%	2.84%
COSW Roundhill COST WeeklyPay ETF	12.13%	-10.71%

Correlation

The correlation between SBAR and COSW is -0.12, 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 24, 2025	-0.12

SBAR vs. COSW - Sectors Allocation Comparison

Sectors	SBAR	COSW
Financial Services	82.0%	-
Technology	33.1%	-
Communication Services	10.7%	-
Consumer Cyclical	10.1%	-
Healthcare	9.8%	-
Industrials	8.7%	-
Consumer Defensive	5.4%	7.9%
Energy	3.5%	-
Utilities	2.5%	-
Real Estate	2.0%	-
Basic Materials	1.9%	-

Return for Risk

SBAR vs. COSW — Risk / Return Rank

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

SBAR

SBAR Risk / Return Rank: 41
SBAR Sharpe Ratio Rank: 37
SBAR Sortino Ratio Rank: 38
SBAR Omega Ratio Rank: 36
SBAR Calmar Ratio Rank: 46
SBAR Martin Ratio Rank: 50

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.

SBAR vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Barrier Income ETF (SBAR) 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.

	SBAR	COSW	Difference
Sharpe ratio: Return per unit of total volatility	1.35	—	—
Sortino ratio: Return per unit of downside risk	1.98	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.26	—	—
Martin ratio: Return relative to average drawdown	8.43	—	—
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

	SBAR	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.01	+1.51

Drawdowns

SBAR vs. COSW - Drawdown Comparison

The maximum SBAR drawdown since its inception was -5.32%, smaller than the maximum COSW drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for SBAR and COSW.

Drawdown Indicators

	SBAR	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-5.32%	-16.24%	+10.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.32%	—	—
Current Drawdown Current decline from peak	-0.31%	-14.62%	+14.31%
Average Drawdown Average peak-to-trough decline	-0.93%	-4.17%	+3.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	—	—

Volatility

Volatility by Period

	SBAR	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	26.10%	-17.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.80%	26.10%	-16.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.80%	26.10%	-16.30%

SBAR vs. COSW - Expense Ratio Comparison

SBAR has a 0.75% expense ratio, which is lower than COSW's 0.99% expense ratio.

Dividends

SBAR vs. COSW - Dividend Comparison

SBAR's dividend yield for the trailing twelve months is around 12.68%, less than COSW's 18.13% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	18.13%	4.96%
SBAR Simplify Barrier Income ETF	12.68%	8.56%

Frequently Asked Questions

Can I hold both SBAR and COSW in my portfolio?

SBAR and COSW have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SBAR or COSW?

On fees, SBAR is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SBAR or COSW?

SBAR is cheaper with a 0.75% expense ratio, compared with 0.99% for COSW.

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

COSW has the higher dividend yield at 18.13%, compared with 12.68% for SBAR.

What is the main difference between SBAR and COSW?

They also come from different issuers: Simplify and Roundhill. Their fees differ too: 0.75% for SBAR and 0.99% for COSW.