PortfoliosLab logoPortfoliosLab logo
GOOW vs. MSFW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. MSFW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Roundhill MSFT WeeklyPay™ ETF (MSFW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GOOW vs. MSFW - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-6.83%75.51%
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.94%-7.81%

Returns By Period

In the year-to-date period, GOOW achieves a -6.83% return, which is significantly higher than MSFW's -27.94% return.


GOOW

1D
4.18%
1M
-3.52%
YTD
-6.83%
6M
23.18%
1Y
3Y*
5Y*
10Y*

MSFW

1D
-0.08%
1M
-8.96%
YTD
-27.94%
6M
-34.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOOW vs. MSFW - Expense Ratio Comparison

Both GOOW and MSFW have an expense ratio of 0.99%.


Return for Risk

GOOW vs. MSFW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Roundhill MSFT WeeklyPay™ ETF (MSFW). 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.

GOOW vs. MSFW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GOOWMSFWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.96

-1.50

+4.46

Correlation

The correlation between GOOW and MSFW is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GOOW vs. MSFW - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 33.30%, less than MSFW's 38.14% yield.


Drawdowns

GOOW vs. MSFW - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum MSFW drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for GOOW and MSFW.


Loading graphics...

Drawdown Indicators


GOOWMSFWDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-40.42%

+15.54%

Current Drawdown

Current decline from peak

-16.70%

-37.70%

+21.00%

Average Drawdown

Average peak-to-trough decline

-4.80%

-14.53%

+9.73%

Volatility

GOOW vs. MSFW - Volatility Comparison


Loading graphics...

Volatility by Period


GOOWMSFWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.44%

30.11%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

30.11%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

30.11%

+5.33%