Summary
COIW
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -55.75% Volatility 89.68% Sharpe -0.30
Official loaded data — not a live quote.

ROUNDHILL COIN WEEKLYPAY ETF

Symbol: COIW

Exchange: BATS

Sector: N/A

Category: Trading--Miscellaneous

Inception date: 18/02/2025

Latest date: 15/10/2026

Current price: $8.47

Expense ratio: 0.99%

Assets under management
$43.8M
11.01% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

7.88%

Ann. -77.35% (Sharpe / Sortino numerator)

Volatility

94.58%

Sharpe ratio

-0.856

VaR 95%

-8.61%

CVaR 95%: -10.65%
Max drawdown: -28.21%
Sortino ratio: -1.493
Calmar ratio: -2.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.28%

Ann. -86.08% (Sharpe / Sortino numerator)

Volatility

104.49%

Sharpe ratio

-0.859

VaR 95%

-8.92%

CVaR 95%: -12.29%
Max drawdown: -51.37%
Sortino ratio: -1.546
Calmar ratio: -1.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-11.15%

Ann. -88.08% (Sharpe / Sortino numerator)

Volatility

89.20%

Sharpe ratio

-1.028

VaR 95%

-8.95%

CVaR 95%: -11.19%
Max drawdown: -71.19%
Sortino ratio: -1.707
Calmar ratio: -1.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-55.75%

Ann. -23.66% (Sharpe / Sortino numerator)

Volatility

89.68%

Sharpe ratio

-0.304

VaR 95%

-8.32%

CVaR 95%: -11.14%
Max drawdown: -74.55%
Sortino ratio: -0.502
Calmar ratio: -0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-46.23%

Ann. -28.75% (Sharpe / Sortino numerator)

Volatility

89.76%

Sharpe ratio

-0.364

VaR 95%

-8.88%

CVaR 95%: -11.64%
Max drawdown: -78.91%
Sortino ratio: -0.582
Calmar ratio: -0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.176%

Best day

20.306%

13/02/2026
Worst day

-16.437%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $7.63 $8.56 $7.50 $8.47 295,800
14/10/2026 $8.21 $8.38 $7.80 $7.88 315,500
13/10/2026 $8.25 $8.43 $8.25 $8.36 94,900
12/10/2026 $8.37 $8.57 $8.18 $8.37 238,200
09/10/2026 $8.07 $8.53 $7.89 $8.30 217,900
08/10/2026 $8.10 $8.27 $7.90 $7.92 258,300
07/10/2026 $8.49 $8.49 $8.19 $8.27 212,700
06/10/2026 $8.87 $9.05 $8.62 $8.68 244,600
05/10/2026 $8.75 $9.01 $8.59 $8.80 242,700
02/10/2026 $9.35 $9.63 $8.53 $8.63 587,700