WTPI vs. COSW

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and Roundhill COST WeeklyPay ETF (COSW).

WTPI and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTPI is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

WTPI vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (WTPI) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

WTPI vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
WTPI WisdomTree Equity Premium Income Fund	-1.66%	2.70%
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%

Returns By Period

In the year-to-date period, WTPI achieves a -1.66% return, which is significantly lower than COSW's 17.20% return.

WTPI

• 1D: 2.60%
• 1M: -3.50%
• YTD: -1.66%
• 6M: 1.99%
• 1Y: 15.64%
• 3Y*: 13.04%
• 5Y*: 9.37%
• 10Y*: 7.80%

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTPI vs. COSW - Expense Ratio Comparison

WTPI has a 0.44% expense ratio, which is lower than COSW's 0.99% expense ratio.

COSW

Roundhill COST WeeklyPay ETF

WTPI

WisdomTree Equity Premium Income Fund

Return for Risk

WTPI vs. COSW — Risk / Return Rank

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

WTPI

WTPI Risk / Return Rank: 71
WTPI Sharpe Ratio Rank: 65
WTPI Sortino Ratio Rank: 67
WTPI Omega Ratio Rank: 76
WTPI Calmar Ratio Rank: 67
WTPI Martin Ratio Rank: 82

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.

WTPI vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) 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.

	WTPI	COSW	Difference
Sharpe ratio Return per unit of total volatility	1.10	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	8.70	—	—
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

	WTPI	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.44	+0.17

Correlation

The correlation between WTPI and COSW is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WTPI vs. COSW - Dividend Comparison

WTPI's dividend yield for the trailing twelve months is around 12.37%, which matches COSW's 12.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
WTPI WisdomTree Equity Premium Income Fund	12.37%	13.18%	11.99%	8.94%	3.27%	0.00%	1.43%	1.47%	6.46%	3.52%	2.27%
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WTPI vs. COSW - Drawdown Comparison

The maximum WTPI drawdown since its inception was -28.40%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for WTPI and COSW.

Drawdown Indicators

	WTPI	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-28.40%	-12.17%	-16.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.56%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.40%	—	—
Current Drawdown Current decline from peak	-4.73%	-3.28%	-1.45%
Average Drawdown Average peak-to-trough decline	-3.48%	-4.05%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	—	—

Volatility

Volatility by Period

	WTPI	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	25.36%	-11.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.21%	25.36%	-13.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	25.36%	-12.13%