WMTI vs. COSW

Last updated Jul 14, 2026

WMTI (REX WMT Growth & Income ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

WMTI vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX WMT Growth & Income ETF (WMTI) 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, WMTI achieves a -0.96% return, which is significantly lower than COSW's 6.82% return.

WMTI

• 1D: 0.69%
• 1M: -6.82%
• 6M: -5.95%
• YTD: -0.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COSW

• 1D: 1.43%
• 1M: -7.25%
• 6M: -4.15%
• YTD: 6.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WMTI vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
WMTI REX WMT Growth & Income ETF	-0.96%	9.99%
COSW Roundhill COST WeeklyPay ETF	6.82%	-9.40%

Correlation

The correlation between WMTI and COSW is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.62

Return for Risk

WMTI vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX WMT Growth & Income ETF (WMTI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

WMTI vs. COSW - Drawdown Comparison

The maximum WMTI drawdown since its inception was -20.60%, roughly equal to the maximum COSW drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for WMTI and COSW.

Drawdown Indicators

	WMTI	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-20.60%	-20.01%	-0.59%
Current Drawdown Current decline from peak	-16.37%	-18.67%	+2.30%
Average Drawdown Average peak-to-trough decline	-5.33%	-5.78%	+0.45%

Volatility

Volatility by Period

	WMTI	COSW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	27.90%	25.94%	+1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.90%	25.94%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.90%	25.94%	+1.96%

WMTI vs. COSW - Expense Ratio Comparison

Both WMTI and COSW have an expense ratio of 0.99%.

Dividends

WMTI vs. COSW - Dividend Comparison

WMTI's dividend yield for the trailing twelve months is around 26.01%, more than COSW's 21.93% yield.

Position	TTM	2025
COSW Roundhill COST WeeklyPay ETF	21.93%	4.96%
WMTI REX WMT Growth & Income ETF	26.01%	3.36%

Frequently Asked Questions

Can I hold both WMTI and COSW in my portfolio?

WMTI and COSW have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WMTI or COSW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WMTI or COSW?

WMTI and COSW have the same expense ratio: 0.99% per year.

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

WMTI has the higher dividend yield at 26.01%, compared with 21.93% for COSW.

What is the main difference between WMTI and COSW?

They also come from different issuers: REX and Roundhill.