BRKW vs. MAGY

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill Magnificent Seven Covered Call ETF (MAGY).

BRKW and MAGY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRKW is an actively managed fund by Roundhill. It was launched on Jun 17, 2025. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025.

Performance

BRKW vs. MAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill Magnificent Seven Covered Call ETF (MAGY). The values are adjusted to include any dividend payments, if applicable.

BRKW vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
BRKW Roundhill BRKB WeeklyPay ETF	-6.49%	2.09%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.17%	12.63%

Returns By Period

In the year-to-date period, BRKW achieves a -6.49% return, which is significantly higher than MAGY's -9.17% return.

BRKW

• 1D: -0.03%
• 1M: -0.58%
• YTD: -6.49%
• 6M: -6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MAGY

• 1D: 0.52%
• 1M: -4.67%
• YTD: -9.17%
• 6M: -7.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRKW vs. MAGY - Expense Ratio Comparison

Both BRKW and MAGY have an expense ratio of 0.99%.

BRKW

Roundhill BRKB WeeklyPay ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

BRKW vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill Magnificent Seven Covered Call ETF (MAGY). 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.

Sharpe Ratios by Period

	BRKW	MAGY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	1.10	-1.42

Correlation

The correlation between BRKW and MAGY is -0.08. 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

BRKW vs. MAGY - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 20.90%, less than MAGY's 36.95% yield.

	TTM	2025
BRKW Roundhill BRKB WeeklyPay ETF	20.90%	14.45%
MAGY Roundhill Magnificent Seven Covered Call ETF	36.95%	23.38%

Drawdowns

BRKW vs. MAGY - Drawdown Comparison

The maximum BRKW drawdown since its inception was -11.86%, smaller than the maximum MAGY drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for BRKW and MAGY.

Drawdown Indicators

	BRKW	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-11.86%	-14.29%	+2.43%
Current Drawdown Current decline from peak	-9.47%	-11.14%	+1.67%
Average Drawdown Average peak-to-trough decline	-4.29%	-2.24%	-2.05%

Volatility

Volatility by Period

	BRKW	MAGY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	17.90%	14.84%	+3.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.90%	14.84%	+3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.90%	14.84%	+3.06%