Summary
COIW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -69.18% 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: 16/07/2026

Current price: $8.76

Expense ratio: 0.99%

Assets under management
$33.3M
-3.31% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-6.40%

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

-24.55%

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

-41.16%

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

-69.18%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.335%

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
16/07/2026 $9.06 $9.06 $8.70 $8.76 93,500
15/07/2026 $9.06 $9.24 $8.75 $9.16 130,900
14/07/2026 $8.73 $8.85 $8.55 $8.81 144,800
13/07/2026 $8.46 $8.76 $8.33 $8.54 154,900
10/07/2026 $9.30 $9.43 $8.81 $8.84 208,300
09/07/2026 $8.71 $8.94 $8.65 $8.78 81,600
08/07/2026 $8.88 $9.00 $8.70 $8.86 84,900
07/07/2026 $9.37 $9.52 $9.03 $9.14 96,700
06/07/2026 $9.01 $9.64 $8.92 $9.47 157,500
02/07/2026 $9.35 $9.85 $9.24 $9.37 122,800