YQQQ vs. COSW

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax Short N100 Option Income Strategy ETF (YQQQ) and Roundhill COST WeeklyPay ETF (COSW).

YQQQ and COSW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YQQQ is an actively managed fund by YieldMax. It was launched on Aug 14, 2024. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025.

Performance

YQQQ vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short N100 Option Income Strategy ETF (YQQQ) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

YQQQ vs. COSW - Yearly Performance Comparison

	2026 (YTD)	2025
YQQQ YieldMax Short N100 Option Income Strategy ETF	10.57%	1.11%
COSW Roundhill COST WeeklyPay ETF	17.85%	-10.71%

Returns By Period

In the year-to-date period, YQQQ achieves a 10.57% return, which is significantly lower than COSW's 17.85% return.

YQQQ

• 1D: -1.10%
• 1M: 5.50%
• YTD: 10.57%
• 6M: 12.35%
• 1Y: -7.23%
• 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)

YQQQ vs. COSW - Expense Ratio Comparison

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

YQQQ

YieldMax Short N100 Option Income Strategy ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

YQQQ vs. COSW — Risk / Return Rank

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

YQQQ

YQQQ Risk / Return Rank: 6
YQQQ Sharpe Ratio Rank: 5
YQQQ Sortino Ratio Rank: 5
YQQQ Omega Ratio Rank: 4
YQQQ Calmar Ratio Rank: 7
YQQQ Martin Ratio Rank: 9

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.

YQQQ vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short N100 Option Income Strategy ETF (YQQQ) 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.

	YQQQ	COSW	Difference
Sharpe ratio Return per unit of total volatility	-0.42	—	—
Sortino ratio Return per unit of downside risk	-0.44	—	—
Omega ratio Gain probability vs. loss probability	0.93	—	—
Calmar ratio Return relative to maximum drawdown	-0.31	—	—
Martin ratio Return relative to average drawdown	-0.41	—	—
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

	YQQQ	COSW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.50	-0.67

Correlation

The correlation between YQQQ and COSW is 0.08, 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

YQQQ vs. COSW - Dividend Comparison

YQQQ's dividend yield for the trailing twelve months is around 27.65%, more than COSW's 12.19% yield.

	TTM	2025	2024
YQQQ YieldMax Short N100 Option Income Strategy ETF	27.65%	31.71%	7.88%
COSW Roundhill COST WeeklyPay ETF	12.19%	4.96%	0.00%

Drawdowns

YQQQ vs. COSW - Drawdown Comparison

The maximum YQQQ drawdown since its inception was -24.85%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for YQQQ and COSW.

Drawdown Indicators

	YQQQ	COSW	Difference
Max Drawdown Largest peak-to-trough decline	-24.85%	-12.17%	-12.68%
Max Drawdown (1Y) Largest decline over 1 year	-24.85%	—	—
Current Drawdown Current decline from peak	-12.77%	-2.74%	-10.03%
Average Drawdown Average peak-to-trough decline	-13.36%	-4.04%	-9.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.68%	—	—

Volatility

Volatility by Period

	YQQQ	COSW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.32%	25.26%	-7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.38%	25.26%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	25.26%	-8.88%