COSW vs. MAGY

Last updated Apr 1, 2026

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

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

Performance

COSW vs. MAGY - Performance Comparison

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

COSW vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.64%	0.74%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than MAGY's -9.64% return.

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MAGY

• 1D: 2.97%
• 1M: -4.78%
• YTD: -9.64%
• 6M: -7.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COSW vs. MAGY - Expense Ratio Comparison

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

COSW

Roundhill COST WeeklyPay ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

COSW vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) 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

	COSW	MAGY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.06	-0.62

Correlation

The correlation between COSW and MAGY is -0.21. 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

COSW vs. MAGY - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, less than MAGY's 37.14% yield.

	TTM	2025
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%
MAGY Roundhill Magnificent Seven Covered Call ETF	37.14%	23.38%

Drawdowns

COSW vs. MAGY - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum MAGY drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for COSW and MAGY.

Drawdown Indicators

	COSW	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-12.17%	-14.29%	+2.12%
Current Drawdown Current decline from peak	-3.28%	-11.60%	+8.32%
Average Drawdown Average peak-to-trough decline	-4.05%	-2.20%	-1.85%

Volatility

Volatility by Period

	COSW	MAGY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	25.36%	14.87%	+10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	14.87%	+10.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	14.87%	+10.49%