Summary
COIW
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -40.79% 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: 02/06/2026

Current price: $10.66

Expense ratio: 0.99%

Assets under management
$37.9M
-2.20% 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

-18.17%

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

-9.97%

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

-41.93%

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

-40.79%

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.068%

Best day

20.305%

13/02/2026
Worst day

-20.182%

01/08/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $10.90 $10.98 $10.49 $10.66 266,600
01/06/2026 $11.06 $11.58 $10.83 $11.29 155,600
29/05/2026 $11.25 $12.09 $11.16 $11.88 291,200
28/05/2026 $10.55 $11.42 $10.41 $11.40 177,100
27/05/2026 $10.93 $11.20 $10.77 $10.77 219,000
26/05/2026 $11.69 $11.81 $11.17 $11.21 211,300
22/05/2026 $12.49 $12.50 $11.75 $11.78 176,700
21/05/2026 $12.17 $12.59 $11.98 $12.41 160,700
20/05/2026 $12.45 $12.65 $12.18 $12.25 138,600
19/05/2026 $11.99 $12.56 $11.90 $12.45 85,100