TSLW vs. COIW
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and COIN WeeklyPay™ ETF (COIW).
TSLW and COIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
TSLW vs. COIW - Performance Comparison
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TSLW vs. COIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -18.99% | 33.77% |
COIW COIN WeeklyPay™ ETF | -28.55% | -15.70% |
Returns By Period
In the year-to-date period, TSLW achieves a -18.99% return, which is significantly higher than COIW's -28.55% return.
TSLW
- 1D
- 3.11%
- 1M
- -6.84%
- YTD
- -18.99%
- 6M
- -22.46%
- 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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TSLW vs. COIW - Expense Ratio Comparison
Both TSLW and COIW have an expense ratio of 0.99%.
Return for Risk
TSLW vs. COIW — Risk / Return Rank
TSLW
COIW
TSLW vs. COIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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
| TSLW | 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 | 0.18 | -0.45 | +0.63 |
Correlation
The correlation between TSLW and COIW is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSLW vs. COIW - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 81.10%, less than COIW's 202.89% yield.
| TTM | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 81.10% | 49.31% |
COIW COIN WeeklyPay™ ETF | 202.89% | 120.37% |
Drawdowns
TSLW vs. COIW - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for TSLW and COIW.
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Drawdown Indicators
| TSLW | COIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -74.55% | +41.64% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.55% | — |
Current DrawdownCurrent decline from peak | -26.99% | -67.65% | +40.66% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -33.68% | +23.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 38.63% | — |
Volatility
TSLW vs. COIW - Volatility Comparison
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Volatility by Period
| TSLW | 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 | 56.67% | 91.52% | -34.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.67% | 93.23% | -36.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.67% | 93.23% | -36.56% |