TSLW vs. GOOW

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill GOOGL WeeklyPay™ ETF (GOOW).

TSLW and GOOW 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. GOOW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025.

Performance

TSLW vs. GOOW - Performance Comparison

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

TSLW vs. GOOW - Yearly Performance Comparison

	2026 (YTD)	2025
TSLW Roundhill TSLA WeeklyPay™ ETF	-18.99%	54.77%
GOOW Roundhill GOOGL WeeklyPay™ ETF	-6.83%	75.51%

Returns By Period

In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than GOOW's -6.83% return.

TSLW

• 1D: 3.11%
• 1M: -6.84%
• YTD: -18.99%
• 6M: -22.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOW

• 1D: 4.18%
• 1M: -3.52%
• YTD: -6.83%
• 6M: 23.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLW vs. GOOW - Expense Ratio Comparison

Both TSLW and GOOW have an expense ratio of 0.99%.

TSLW

Roundhill TSLA WeeklyPay™ ETF

GOOW

Roundhill GOOGL WeeklyPay™ ETF

Return for Risk

TSLW vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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

	TSLW	GOOW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	2.96	-2.78

Correlation

The correlation between TSLW and GOOW 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. GOOW - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 81.10%, more than GOOW's 33.30% yield.

	TTM	2025
TSLW Roundhill TSLA WeeklyPay™ ETF	81.10%	49.31%
GOOW Roundhill GOOGL WeeklyPay™ ETF	33.30%	19.77%

Drawdowns

TSLW vs. GOOW - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for TSLW and GOOW.

Drawdown Indicators

	TSLW	GOOW	Difference
Max Drawdown Largest peak-to-trough decline	-32.91%	-24.88%	-8.03%
Current Drawdown Current decline from peak	-26.99%	-16.70%	-10.29%
Average Drawdown Average peak-to-trough decline	-10.66%	-4.80%	-5.86%

Volatility

Volatility by Period

	TSLW	GOOW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	56.67%	35.44%	+21.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.67%	35.44%	+21.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.67%	35.44%	+21.23%