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XQQI vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQQI vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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XQQI vs. COSW - Yearly Performance Comparison


Returns By Period


XQQI

1D
1.50%
1M
-4.91%
YTD
6M
1Y
3Y*
5Y*
10Y*

COSW

1D
0.56%
1M
-1.19%
YTD
17.85%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQQI vs. COSW - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is lower than COSW's 0.99% expense ratio.


Return for Risk

XQQI vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) 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.


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

XQQI vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XQQICOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

0.50

-1.63

Correlation

The correlation between XQQI and COSW is -0.18. 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

XQQI vs. COSW - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, less than COSW's 12.19% yield.


Drawdowns

XQQI vs. COSW - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, roughly equal to the maximum COSW drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for XQQI and COSW.


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Drawdown Indicators


XQQICOSWDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-12.17%

-0.36%

Current Drawdown

Current decline from peak

-6.50%

-2.74%

-3.76%

Average Drawdown

Average peak-to-trough decline

-3.39%

-4.04%

+0.65%

Volatility

XQQI vs. COSW - Volatility Comparison


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Volatility by Period


XQQICOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

25.26%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

25.26%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

25.26%

+2.82%