USOY vs. COIW

Last updated Apr 2, 2026

Compare and contrast key facts about Defiance Oil Enhanced Options Income ETF (USOY) and COIN WeeklyPay™ ETF (COIW).

USOY and COIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USOY is an actively managed fund by Defiance. It was launched on May 9, 2024. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.

Performance

USOY vs. COIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Oil Enhanced Options Income ETF (USOY) and COIN WeeklyPay™ ETF (COIW). The values are adjusted to include any dividend payments, if applicable.

USOY vs. COIW - Yearly Performance Comparison

	2026 (YTD)	2025
USOY Defiance Oil Enhanced Options Income ETF	59.52%	-11.47%
COIW COIN WeeklyPay™ ETF	-28.55%	-23.77%

Returns By Period

In the year-to-date period, USOY achieves a 59.52% return, which is significantly higher than COIW's -28.55% return.

USOY

• 1D: -0.43%
• 1M: 30.11%
• YTD: 59.52%
• 6M: 55.51%
• 1Y: 43.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIW

• 1D: -0.98%
• 1M: -8.42%
• YTD: -28.55%
• 6M: -58.34%
• 1Y: -11.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USOY vs. COIW - Expense Ratio Comparison

USOY has a 1.22% expense ratio, which is higher than COIW's 0.99% expense ratio.

USOY

Defiance Oil Enhanced Options Income ETF

COIW

COIN WeeklyPay™ ETF

Return for Risk

USOY vs. COIW — Risk / Return Rank

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

USOY

USOY Risk / Return Rank: 76
USOY Sharpe Ratio Rank: 84
USOY Sortino Ratio Rank: 81
USOY Omega Ratio Rank: 78
USOY Calmar Ratio Rank: 86
USOY Martin Ratio Rank: 52

COIW

COIW Risk / Return Rank: 13
COIW Sharpe Ratio Rank: 9
COIW Sortino Ratio Rank: 18
COIW Omega Ratio Rank: 17
COIW Calmar Ratio Rank: 10
COIW Martin Ratio Rank: 10

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.

USOY vs. COIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Oil Enhanced Options Income ETF (USOY) 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.

	USOY	COIW	Difference
Sharpe ratio Return per unit of total volatility	1.71	-0.12	+1.83
Sortino ratio Return per unit of downside risk	2.16	0.51	+1.64
Omega ratio Gain probability vs. loss probability	1.31	1.06	+0.25
Calmar ratio Return relative to maximum drawdown	2.78	-0.13	+2.91
Martin ratio Return relative to average drawdown	5.23	-0.25	+5.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USOY vs. COIW - Sharpe Ratio Comparison

The current USOY Sharpe Ratio is 1.71, which is higher than the COIW Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of USOY and COIW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USOY	COIW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	-0.12	+1.83
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	-0.45	+1.68

Correlation

The correlation between USOY and COIW is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

USOY vs. COIW - Dividend Comparison

USOY's dividend yield for the trailing twelve months is around 56.23%, less than COIW's 202.89% yield.

	TTM	2025	2024
USOY Defiance Oil Enhanced Options Income ETF	56.23%	104.32%	48.60%
COIW COIN WeeklyPay™ ETF	202.89%	120.37%	0.00%

Drawdowns

USOY vs. COIW - Drawdown Comparison

The maximum USOY drawdown since its inception was -17.46%, smaller than the maximum COIW drawdown of -74.55%. Use the drawdown chart below to compare losses from any high point for USOY and COIW.

Drawdown Indicators

	USOY	COIW	Difference
Max Drawdown Largest peak-to-trough decline	-17.46%	-74.55%	+57.09%
Max Drawdown (1Y) Largest decline over 1 year	-15.70%	-74.55%	+58.85%
Current Drawdown Current decline from peak	-0.97%	-67.65%	+66.68%
Average Drawdown Average peak-to-trough decline	-6.55%	-33.68%	+27.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.34%	38.63%	-30.29%

Volatility

USOY vs. COIW - Volatility Comparison

The current volatility for Defiance Oil Enhanced Options Income ETF (USOY) is 12.05%, while COIN WeeklyPay™ ETF (COIW) has a volatility of 28.20%. This indicates that USOY experiences smaller price fluctuations and is considered to be less risky than COIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USOY	COIW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.05%	28.20%	-16.15%
Volatility (6M) Calculated over the trailing 6-month period	18.34%	63.40%	-45.06%
Volatility (1Y) Calculated over the trailing 1-year period	25.35%	91.52%	-66.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.35%	93.23%	-70.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.35%	93.23%	-70.88%